NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 02-Apr-2009
Day Change Summary
Previous Current
01-Apr-2009 02-Apr-2009 Change Change % Previous Week
Open 56.72 59.77 3.05 5.4% 60.80
High 57.33 61.79 4.46 7.8% 62.42
Low 56.31 59.69 3.38 6.0% 60.02
Close 57.33 61.74 4.41 7.7% 60.89
Range 1.02 2.10 1.08 105.9% 2.40
ATR 2.01 2.19 0.17 8.7% 0.00
Volume 1,263 1,770 507 40.1% 8,842
Daily Pivots for day following 02-Apr-2009
Classic Woodie Camarilla DeMark
R4 67.37 66.66 62.90
R3 65.27 64.56 62.32
R2 63.17 63.17 62.13
R1 62.46 62.46 61.93 62.82
PP 61.07 61.07 61.07 61.25
S1 60.36 60.36 61.55 60.72
S2 58.97 58.97 61.36
S3 56.87 58.26 61.16
S4 54.77 56.16 60.59
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 68.31 67.00 62.21
R3 65.91 64.60 61.55
R2 63.51 63.51 61.33
R1 62.20 62.20 61.11 62.86
PP 61.11 61.11 61.11 61.44
S1 59.80 59.80 60.67 60.46
S2 58.71 58.71 60.45
S3 56.31 57.40 60.23
S4 53.91 55.00 59.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.79 56.31 5.48 8.9% 1.53 2.5% 99% True False 1,456
10 62.42 56.31 6.11 9.9% 1.32 2.1% 89% False False 1,619
20 62.42 50.10 12.32 20.0% 1.54 2.5% 94% False False 2,093
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 0.23
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 70.72
2.618 67.29
1.618 65.19
1.000 63.89
0.618 63.09
HIGH 61.79
0.618 60.99
0.500 60.74
0.382 60.49
LOW 59.69
0.618 58.39
1.000 57.59
1.618 56.29
2.618 54.19
4.250 50.77
Fisher Pivots for day following 02-Apr-2009
Pivot 1 day 3 day
R1 61.41 60.84
PP 61.07 59.95
S1 60.74 59.05

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

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