NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 26-Jan-2009
Day Change Summary
Previous Current
23-Jan-2009 26-Jan-2009 Change Change % Previous Week
Open 52.40 55.69 3.29 6.3% 53.20
High 55.46 56.63 1.17 2.1% 55.46
Low 52.40 54.98 2.58 4.9% 52.25
Close 55.85 54.65 -1.20 -2.1% 55.85
Range 3.06 1.65 -1.41 -46.1% 3.21
ATR 1.94 1.92 -0.02 -1.1% 0.00
Volume 4,867 4,219 -648 -13.3% 14,845
Daily Pivots for day following 26-Jan-2009
Classic Woodie Camarilla DeMark
R4 60.37 59.16 55.56
R3 58.72 57.51 55.10
R2 57.07 57.07 54.95
R1 55.86 55.86 54.80 55.64
PP 55.42 55.42 55.42 55.31
S1 54.21 54.21 54.50 53.99
S2 53.77 53.77 54.35
S3 52.12 52.56 54.20
S4 50.47 50.91 53.74
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 64.15 63.21 57.62
R3 60.94 60.00 56.73
R2 57.73 57.73 56.44
R1 56.79 56.79 56.14 57.26
PP 54.52 54.52 54.52 54.76
S1 53.58 53.58 55.56 54.05
S2 51.31 51.31 55.26
S3 48.10 50.37 54.97
S4 44.89 47.16 54.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.63 52.25 4.38 8.0% 1.43 2.6% 55% True False 3,812
10 58.00 52.25 5.75 10.5% 1.47 2.7% 42% False False 3,488
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 True
Stretch 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.64
2.618 60.95
1.618 59.30
1.000 58.28
0.618 57.65
HIGH 56.63
0.618 56.00
0.500 55.81
0.382 55.61
LOW 54.98
0.618 53.96
1.000 53.33
1.618 52.31
2.618 50.66
4.250 47.97
Fisher Pivots for day following 26-Jan-2009
Pivot 1 day 3 day
R1 55.81 54.61
PP 55.42 54.56
S1 55.04 54.52

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

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