NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 22-Jan-2009
Day Change Summary
Previous Current
21-Jan-2009 22-Jan-2009 Change Change % Previous Week
Open 52.59 53.15 0.56 1.1% 57.92
High 53.38 53.15 -0.23 -0.4% 58.00
Low 52.25 53.15 0.90 1.7% 55.52
Close 52.89 53.15 0.26 0.5% 56.67
Range 1.13 0.00 -1.13 -100.0% 2.48
ATR 0.00 1.85 1.85 0.00
Volume 4,988 3,169 -1,819 -36.5% 15,818
Daily Pivots for day following 22-Jan-2009
Classic Woodie Camarilla DeMark
R4 53.15 53.15 53.15
R3 53.15 53.15 53.15
R2 53.15 53.15 53.15
R1 53.15 53.15 53.15 53.15
PP 53.15 53.15 53.15 53.15
S1 53.15 53.15 53.15 53.15
S2 53.15 53.15 53.15
S3 53.15 53.15 53.15
S4 53.15 53.15 53.15
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 10.8% 1.25 2.4% 16% False False 3,175
10 58.00 52.25 5.75 10.8% 1.15 2.2% 16% False False 3,212
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 53.15
2.618 53.15
1.618 53.15
1.000 53.15
0.618 53.15
HIGH 53.15
0.618 53.15
0.500 53.15
0.382 53.15
LOW 53.15
0.618 53.15
1.000 53.15
1.618 53.15
2.618 53.15
4.250 53.15
Fisher Pivots for day following 22-Jan-2009
Pivot 1 day 3 day
R1 53.15 53.14
PP 53.15 53.13
S1 53.15 53.13

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

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