NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 29-Jan-2009
Day Change Summary
Previous Current
28-Jan-2009 29-Jan-2009 Change Change % Previous Week
Open 53.25 53.96 0.71 1.3% 53.20
High 55.35 54.82 -0.53 -1.0% 55.46
Low 53.25 53.96 0.71 1.3% 52.25
Close 54.41 54.73 0.32 0.6% 55.85
Range 2.10 0.86 -1.24 -59.0% 3.21
ATR 1.93 1.85 -0.08 -4.0% 0.00
Volume 3,347 2,085 -1,262 -37.7% 14,845
Daily Pivots for day following 29-Jan-2009
Classic Woodie Camarilla DeMark
R4 57.08 56.77 55.20
R3 56.22 55.91 54.97
R2 55.36 55.36 54.89
R1 55.05 55.05 54.81 55.21
PP 54.50 54.50 54.50 54.58
S1 54.19 54.19 54.65 54.35
S2 53.64 53.64 54.57
S3 52.78 53.33 54.49
S4 51.92 52.47 54.26
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 52.40 4.23 7.7% 1.53 2.8% 55% False False 3,663
10 58.00 52.25 5.75 10.5% 1.39 2.5% 43% False False 3,419
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.48
2.618 57.07
1.618 56.21
1.000 55.68
0.618 55.35
HIGH 54.82
0.618 54.49
0.500 54.39
0.382 54.29
LOW 53.96
0.618 53.43
1.000 53.10
1.618 52.57
2.618 51.71
4.250 50.31
Fisher Pivots for day following 29-Jan-2009
Pivot 1 day 3 day
R1 54.62 54.55
PP 54.50 54.38
S1 54.39 54.20

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

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