NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 16-Jan-2009
Day Change Summary
Previous Current
15-Jan-2009 16-Jan-2009 Change Change % Previous Week
Open 57.19 57.45 0.26 0.5% 57.92
High 57.80 58.00 0.20 0.3% 58.00
Low 55.52 56.45 0.93 1.7% 55.52
Close 57.48 56.67 -0.81 -1.4% 56.67
Range 2.28 1.55 -0.73 -32.0% 2.48
ATR
Volume 2,832 3,066 234 8.3% 15,818
Daily Pivots for day following 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 61.69 60.73 57.52
R3 60.14 59.18 57.10
R2 58.59 58.59 56.95
R1 57.63 57.63 56.81 57.34
PP 57.04 57.04 57.04 56.89
S1 56.08 56.08 56.53 55.79
S2 55.49 55.49 56.39
S3 53.94 54.53 56.24
S4 52.39 52.98 55.82
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 64.17 62.90 58.03
R3 61.69 60.42 57.35
R2 59.21 59.21 57.12
R1 57.94 57.94 56.90 57.34
PP 56.73 56.73 56.73 56.43
S1 55.46 55.46 56.44 54.86
S2 54.25 54.25 56.22
S3 51.77 52.98 55.99
S4 49.29 50.50 55.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.00 55.52 2.48 4.4% 1.51 2.7% 46% True False 3,163
10 63.22 55.52 7.70 13.6% 1.55 2.7% 15% False False 2,799
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.59
2.618 62.06
1.618 60.51
1.000 59.55
0.618 58.96
HIGH 58.00
0.618 57.41
0.500 57.23
0.382 57.04
LOW 56.45
0.618 55.49
1.000 54.90
1.618 53.94
2.618 52.39
4.250 49.86
Fisher Pivots for day following 16-Jan-2009
Pivot 1 day 3 day
R1 57.23 56.76
PP 57.04 56.73
S1 56.86 56.70

These figures are updated between 7pm and 10pm EST after a trading day.

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