NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 28-Jan-2009
Day Change Summary
Previous Current
27-Jan-2009 28-Jan-2009 Change Change % Previous Week
Open 55.25 54.28 -0.97 -1.8% 57.02
High 56.55 56.30 -0.25 -0.4% 57.02
Low 53.63 53.69 0.06 0.1% 52.49
Close 53.71 55.11 1.40 2.6% 56.50
Range 2.92 2.61 -0.31 -10.6% 4.53
ATR 2.92 2.90 -0.02 -0.8% 0.00
Volume 24,202 20,202 -4,000 -16.5% 95,808
Daily Pivots for day following 28-Jan-2009
Classic Woodie Camarilla DeMark
R4 62.86 61.60 56.55
R3 60.25 58.99 55.83
R2 57.64 57.64 55.59
R1 56.38 56.38 55.35 57.01
PP 55.03 55.03 55.03 55.35
S1 53.77 53.77 54.87 54.40
S2 52.42 52.42 54.63
S3 49.81 51.16 54.39
S4 47.20 48.55 53.67
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 9.2% 2.81 5.1% 52% False False 24,011
10 59.44 52.49 6.95 12.6% 2.71 4.9% 38% False False 21,641
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 0.66
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 67.39
2.618 63.13
1.618 60.52
1.000 58.91
0.618 57.91
HIGH 56.30
0.618 55.30
0.500 55.00
0.382 54.69
LOW 53.69
0.618 52.08
1.000 51.08
1.618 49.47
2.618 46.86
4.250 42.60
Fisher Pivots for day following 28-Jan-2009
Pivot 1 day 3 day
R1 55.07 55.59
PP 55.03 55.43
S1 55.00 55.27

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

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