NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 27-Apr-2009
Day Change Summary
Previous Current
24-Apr-2009 27-Apr-2009 Change Change % Previous Week
Open 58.40 56.67 -1.73 -3.0% 58.80
High 58.62 57.65 -0.97 -1.7% 58.80
Low 58.30 56.67 -1.63 -2.8% 56.18
Close 58.54 57.42 -1.12 -1.9% 58.54
Range 0.32 0.98 0.66 206.3% 2.62
ATR 1.61 1.62 0.02 1.2% 0.00
Volume 2,305 2,613 308 13.4% 9,028
Daily Pivots for day following 27-Apr-2009
Classic Woodie Camarilla DeMark
R4 60.19 59.78 57.96
R3 59.21 58.80 57.69
R2 58.23 58.23 57.60
R1 57.82 57.82 57.51 58.03
PP 57.25 57.25 57.25 57.35
S1 56.84 56.84 57.33 57.05
S2 56.27 56.27 57.24
S3 55.29 55.86 57.15
S4 54.31 54.88 56.88
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 65.70 64.74 59.98
R3 63.08 62.12 59.26
R2 60.46 60.46 59.02
R1 59.50 59.50 58.78 58.67
PP 57.84 57.84 57.84 57.43
S1 56.88 56.88 58.30 56.05
S2 55.22 55.22 58.06
S3 52.60 54.26 57.82
S4 49.98 51.64 57.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.62 56.18 2.44 4.2% 0.79 1.4% 51% False False 2,114
10 61.54 56.18 5.36 9.3% 0.75 1.3% 23% False False 1,601
20 62.41 56.18 6.23 10.8% 1.02 1.8% 20% False False 1,867
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.08
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 61.82
2.618 60.22
1.618 59.24
1.000 58.63
0.618 58.26
HIGH 57.65
0.618 57.28
0.500 57.16
0.382 57.04
LOW 56.67
0.618 56.06
1.000 55.69
1.618 55.08
2.618 54.10
4.250 52.51
Fisher Pivots for day following 27-Apr-2009
Pivot 1 day 3 day
R1 57.33 57.56
PP 57.25 57.51
S1 57.16 57.47

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

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