NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 29-Jan-2009
Day Change Summary
Previous Current
28-Jan-2009 29-Jan-2009 Change Change % Previous Week
Open 54.28 54.90 0.62 1.1% 57.02
High 56.30 55.90 -0.40 -0.7% 57.02
Low 53.69 54.15 0.46 0.9% 52.49
Close 55.11 55.42 0.31 0.6% 56.50
Range 2.61 1.75 -0.86 -33.0% 4.53
ATR 2.90 2.82 -0.08 -2.8% 0.00
Volume 20,202 18,359 -1,843 -9.1% 95,808
Daily Pivots for day following 29-Jan-2009
Classic Woodie Camarilla DeMark
R4 60.41 59.66 56.38
R3 58.66 57.91 55.90
R2 56.91 56.91 55.74
R1 56.16 56.16 55.58 56.54
PP 55.16 55.16 55.16 55.34
S1 54.41 54.41 55.26 54.79
S2 53.41 53.41 55.10
S3 51.66 52.66 54.94
S4 49.91 50.91 54.46
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 52.73 4.81 8.7% 2.72 4.9% 56% False False 22,970
10 59.44 52.49 6.95 12.5% 2.63 4.7% 42% False False 21,438
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.68
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 63.34
2.618 60.48
1.618 58.73
1.000 57.65
0.618 56.98
HIGH 55.90
0.618 55.23
0.500 55.03
0.382 54.82
LOW 54.15
0.618 53.07
1.000 52.40
1.618 51.32
2.618 49.57
4.250 46.71
Fisher Pivots for day following 29-Jan-2009
Pivot 1 day 3 day
R1 55.29 55.31
PP 55.16 55.20
S1 55.03 55.09

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

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