NYMEX Light Sweet Crude Oil Future December 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 54.13 54.10 -0.03 -0.1% 58.64
High 54.35 54.70 0.35 0.6% 59.44
Low 52.72 52.49 -0.23 -0.4% 56.28
Close 53.64 53.90 0.26 0.5% 57.55
Range 1.63 2.21 0.58 35.6% 3.16
ATR 0.00 2.89 2.89 0.00
Volume 24,517 23,567 -950 -3.9% 83,793
Daily Pivots for day following 22-Jan-2009
Classic Woodie Camarilla DeMark
R4 60.33 59.32 55.12
R3 58.12 57.11 54.51
R2 55.91 55.91 54.31
R1 54.90 54.90 54.10 54.30
PP 53.70 53.70 53.70 53.40
S1 52.69 52.69 53.70 52.09
S2 51.49 51.49 53.49
S3 49.28 50.48 53.29
S4 47.07 48.27 52.68
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 52.49 6.95 12.9% 2.53 4.7% 20% False True 19,905
10 59.50 52.49 7.01 13.0% 2.38 4.4% 20% False True 17,902
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.09
2.618 60.49
1.618 58.28
1.000 56.91
0.618 56.07
HIGH 54.70
0.618 53.86
0.500 53.60
0.382 53.33
LOW 52.49
0.618 51.12
1.000 50.28
1.618 48.91
2.618 46.70
4.250 43.10
Fisher Pivots for day following 22-Jan-2009
Pivot 1 day 3 day
R1 53.80 54.76
PP 53.70 54.47
S1 53.60 54.19

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

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