NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 23-Jan-2009
Day Change Summary
Previous Current
22-Jan-2009 23-Jan-2009 Change Change % Previous Week
Open 54.10 53.79 -0.31 -0.6% 57.02
High 54.70 56.50 1.80 3.3% 57.02
Low 52.49 52.73 0.24 0.5% 52.49
Close 53.90 56.50 2.60 4.8% 56.50
Range 2.21 3.77 1.56 70.6% 4.53
ATR 2.89 2.95 0.06 2.2% 0.00
Volume 23,567 31,600 8,033 34.1% 95,808
Daily Pivots for day following 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 66.55 65.30 58.57
R3 62.78 61.53 57.54
R2 59.01 59.01 57.19
R1 57.76 57.76 56.85 58.39
PP 55.24 55.24 55.24 55.56
S1 53.99 53.99 56.15 54.62
S2 51.47 51.47 55.81
S3 47.70 50.22 55.46
S4 43.93 46.45 54.43
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 68.93 67.24 58.99
R3 64.40 62.71 57.75
R2 59.87 59.87 57.33
R1 58.18 58.18 56.92 56.76
PP 55.34 55.34 55.34 54.63
S1 53.65 53.65 56.08 52.23
S2 50.81 50.81 55.67
S3 46.28 49.12 55.25
S4 41.75 44.59 54.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.10 52.49 6.61 11.7% 2.65 4.7% 61% False False 23,009
10 59.44 52.49 6.95 12.3% 2.52 4.5% 58% False False 19,375
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 72.52
2.618 66.37
1.618 62.60
1.000 60.27
0.618 58.83
HIGH 56.50
0.618 55.06
0.500 54.62
0.382 54.17
LOW 52.73
0.618 50.40
1.000 48.96
1.618 46.63
2.618 42.86
4.250 36.71
Fisher Pivots for day following 23-Jan-2009
Pivot 1 day 3 day
R1 55.87 55.83
PP 55.24 55.16
S1 54.62 54.50

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

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