NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 27-Jan-2009
Day Change Summary
Previous Current
26-Jan-2009 27-Jan-2009 Change Change % Previous Week
Open 55.75 55.25 -0.50 -0.9% 57.02
High 57.54 56.55 -0.99 -1.7% 57.02
Low 55.00 53.63 -1.37 -2.5% 52.49
Close 55.30 53.71 -1.59 -2.9% 56.50
Range 2.54 2.92 0.38 15.0% 4.53
ATR 2.92 2.92 0.00 0.0% 0.00
Volume 20,488 24,202 3,714 18.1% 95,808
Daily Pivots for day following 27-Jan-2009
Classic Woodie Camarilla DeMark
R4 63.39 61.47 55.32
R3 60.47 58.55 54.51
R2 57.55 57.55 54.25
R1 55.63 55.63 53.98 55.13
PP 54.63 54.63 54.63 54.38
S1 52.71 52.71 53.44 52.21
S2 51.71 51.71 53.17
S3 48.79 49.79 52.91
S4 45.87 46.87 52.10
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 57.54 52.49 5.05 9.4% 2.61 4.9% 24% False False 24,874
10 59.44 52.49 6.95 12.9% 2.72 5.1% 18% False False 20,963
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.72
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.96
2.618 64.19
1.618 61.27
1.000 59.47
0.618 58.35
HIGH 56.55
0.618 55.43
0.500 55.09
0.382 54.75
LOW 53.63
0.618 51.83
1.000 50.71
1.618 48.91
2.618 45.99
4.250 41.22
Fisher Pivots for day following 27-Jan-2009
Pivot 1 day 3 day
R1 55.09 55.14
PP 54.63 54.66
S1 54.17 54.19

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

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