I need to know, if it's possible, how I can write a unique "less AND greater than" symbol in LaTeX: for example X >< 5.
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That's not possible (unless you write the greater than symbol followed by the less than symbol).
You can find a comprehensive list of LaTeX symbols here.
EDIT:
For something that looks like an horizontal X, check out \times and \openJoin in the document.
For one over the other, check \lessgtr, from comments I think that's what you're looking for : 
Phelype Oleinik
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alestanis
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mmm are you sure? Because I red something like that in some books in the past... However thanks a lot for the link... It's wonderful! – Feb 11 '13 at 10:34
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I found one that looks like a
>on top of a<but that's all... You don't like how><looks like? Are you looking for something more like an horizontalX? – Feb 11 '13 at 10:47 -
No no... I'm looking for something like a > on top of a <... sorry, but I think that I explained that very bad... How can I do that? – Feb 11 '13 at 10:55
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Perfect @alestanis, that's \lessgrt! Thanks a lot! But it doesn't work: which packages I have to use? I have amsmath,amsfonts,amsthm... – Feb 11 '13 at 11:06
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Sorry, but it doesn't work: which packages I have to use? I have amsmath,amsfonts,amsthm... – Feb 11 '13 at 11:12
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@Daniele: try
\newsymbol\lessgtr 1337after loadingamsmathandamsfonts.:)– Paulo Cereda Feb 11 '13 at 12:48 -
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<>instead of><? – Feb 11 '13 at 10:27\times? – Feb 11 '13 at 12:50\neq. Mathematically it has the same meaning if I sayx =\= 5. – Count Zero Feb 11 '13 at 14:43