NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 06-Apr-2009
Day Change Summary
Previous Current
03-Apr-2009 06-Apr-2009 Change Change % Previous Week
Open 60.75 60.91 0.16 0.3% 58.91
High 62.00 61.57 -0.43 -0.7% 62.00
Low 60.75 60.91 0.16 0.3% 56.31
Close 62.14 61.44 -0.70 -1.1% 62.14
Range 1.25 0.66 -0.59 -47.2% 5.69
ATR 2.12 2.06 -0.06 -3.0% 0.00
Volume 1,735 3,395 1,660 95.7% 7,802
Daily Pivots for day following 06-Apr-2009
Classic Woodie Camarilla DeMark
R4 63.29 63.02 61.80
R3 62.63 62.36 61.62
R2 61.97 61.97 61.56
R1 61.70 61.70 61.50 61.84
PP 61.31 61.31 61.31 61.37
S1 61.04 61.04 61.38 61.18
S2 60.65 60.65 61.32
S3 59.99 60.38 61.26
S4 59.33 59.72 61.08
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 77.22 75.37 65.27
R3 71.53 69.68 63.70
R2 65.84 65.84 63.18
R1 63.99 63.99 62.66 64.92
PP 60.15 60.15 60.15 60.61
S1 58.30 58.30 61.62 59.23
S2 54.46 54.46 61.10
S3 48.77 52.61 60.58
S4 43.08 46.92 59.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.00 56.31 5.69 9.3% 1.36 2.2% 90% False False 1,873
10 62.42 56.31 6.11 9.9% 1.24 2.0% 84% False False 1,839
20 62.42 50.10 12.32 20.1% 1.47 2.4% 92% False False 2,171
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.22
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 64.38
2.618 63.30
1.618 62.64
1.000 62.23
0.618 61.98
HIGH 61.57
0.618 61.32
0.500 61.24
0.382 61.16
LOW 60.91
0.618 60.50
1.000 60.25
1.618 59.84
2.618 59.18
4.250 58.11
Fisher Pivots for day following 06-Apr-2009
Pivot 1 day 3 day
R1 61.37 61.24
PP 61.31 61.04
S1 61.24 60.85

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

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