NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 21-Jan-2009
Day Change Summary
Previous Current
20-Jan-2009 21-Jan-2009 Change Change % Previous Week
Open 53.20 52.59 -0.61 -1.1% 57.92
High 54.00 53.38 -0.62 -1.1% 58.00
Low 52.70 52.25 -0.45 -0.9% 55.52
Close 53.27 52.89 -0.38 -0.7% 56.67
Range 1.30 1.13 -0.17 -13.1% 2.48
ATR
Volume 1,821 4,988 3,167 173.9% 15,818
Daily Pivots for day following 21-Jan-2009
Classic Woodie Camarilla DeMark
R4 56.23 55.69 53.51
R3 55.10 54.56 53.20
R2 53.97 53.97 53.10
R1 53.43 53.43 52.99 53.70
PP 52.84 52.84 52.84 52.98
S1 52.30 52.30 52.79 52.57
S2 51.71 51.71 52.68
S3 50.58 51.17 52.58
S4 49.45 50.04 52.27
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 52.25 5.75 10.9% 1.51 2.9% 11% False True 3,393
10 59.50 52.25 7.25 13.7% 1.31 2.5% 9% False True 3,152
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.29
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 58.18
2.618 56.34
1.618 55.21
1.000 54.51
0.618 54.08
HIGH 53.38
0.618 52.95
0.500 52.82
0.382 52.68
LOW 52.25
0.618 51.55
1.000 51.12
1.618 50.42
2.618 49.29
4.250 47.45
Fisher Pivots for day following 21-Jan-2009
Pivot 1 day 3 day
R1 52.87 55.13
PP 52.84 54.38
S1 52.82 53.64

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

View Archives - Comment on this page... - Back to Index of Symbols