NYMEX Light Sweet Crude Oil Future December 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 57.02 54.13 -2.89 -5.1% 58.64
High 57.02 54.35 -2.67 -4.7% 59.44
Low 53.46 52.72 -0.74 -1.4% 56.28
Close 54.13 53.64 -0.49 -0.9% 57.55
Range 3.56 1.63 -1.93 -54.2% 3.16
ATR
Volume 16,124 24,517 8,393 52.1% 83,793
Daily Pivots for day following 21-Jan-2009
Classic Woodie Camarilla DeMark
R4 58.46 57.68 54.54
R3 56.83 56.05 54.09
R2 55.20 55.20 53.94
R1 54.42 54.42 53.79 54.00
PP 53.57 53.57 53.57 53.36
S1 52.79 52.79 53.49 52.37
S2 51.94 51.94 53.34
S3 50.31 51.16 53.19
S4 48.68 49.53 52.74
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 67.24 65.55 59.29
R3 64.08 62.39 58.42
R2 60.92 60.92 58.13
R1 59.23 59.23 57.84 58.50
PP 57.76 57.76 57.76 57.39
S1 56.07 56.07 57.26 55.34
S2 54.60 54.60 56.97
S3 51.44 52.91 56.68
S4 48.28 49.75 55.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.44 52.72 6.72 12.5% 2.61 4.9% 14% False True 19,271
10 62.50 52.72 9.78 18.2% 2.57 4.8% 9% False True 17,145
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.48
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 61.28
2.618 58.62
1.618 56.99
1.000 55.98
0.618 55.36
HIGH 54.35
0.618 53.73
0.500 53.54
0.382 53.34
LOW 52.72
0.618 51.71
1.000 51.09
1.618 50.08
2.618 48.45
4.250 45.79
Fisher Pivots for day following 21-Jan-2009
Pivot 1 day 3 day
R1 53.61 55.91
PP 53.57 55.15
S1 53.54 54.40

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

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