NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 06-Nov-2008
Day Change Summary
Previous Current
05-Nov-2008 06-Nov-2008 Change Change % Previous Week
Open 70.00 65.02 -4.98 -7.1% 64.78
High 70.46 65.50 -4.96 -7.0% 70.60
Low 65.00 60.16 -4.84 -7.4% 61.30
Close 65.30 60.77 -4.53 -6.9% 67.81
Range 5.46 5.34 -0.12 -2.2% 9.30
ATR 5.85 5.81 -0.04 -0.6% 0.00
Volume 329,187 272,470 -56,717 -17.2% 1,304,656
Daily Pivots for day following 06-Nov-2008
Classic Woodie Camarilla DeMark
R4 78.16 74.81 63.71
R3 72.82 69.47 62.24
R2 67.48 67.48 61.75
R1 64.13 64.13 61.26 63.14
PP 62.14 62.14 62.14 61.65
S1 58.79 58.79 60.28 57.80
S2 56.80 56.80 59.79
S3 51.46 53.45 59.30
S4 46.12 48.11 57.83
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 94.47 90.44 72.93
R3 85.17 81.14 70.37
R2 75.87 75.87 69.52
R1 71.84 71.84 68.66 73.86
PP 66.57 66.57 66.57 67.58
S1 62.54 62.54 66.96 64.56
S2 57.27 57.27 66.11
S3 47.97 53.24 65.25
S4 38.67 43.94 62.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.77 60.16 11.61 19.1% 6.27 10.3% 5% False True 274,832
10 71.77 60.16 11.61 19.1% 5.84 9.6% 5% False True 265,650
20 85.28 60.16 25.12 41.3% 5.64 9.3% 2% False True 235,588
40 109.74 60.16 49.58 81.6% 5.78 9.5% 1% False True 179,365
60 122.87 60.16 62.71 103.2% 5.43 8.9% 1% False True 136,930
80 138.56 60.16 78.40 129.0% 5.18 8.5% 1% False True 114,579
100 148.60 60.16 88.44 145.5% 5.08 8.4% 1% False True 98,649
120 148.60 60.16 88.44 145.5% 5.07 8.3% 1% False True 89,785
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 1.18
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 88.20
2.618 79.48
1.618 74.14
1.000 70.84
0.618 68.80
HIGH 65.50
0.618 63.46
0.500 62.83
0.382 62.20
LOW 60.16
0.618 56.86
1.000 54.82
1.618 51.52
2.618 46.18
4.250 37.47
Fisher Pivots for day following 06-Nov-2008
Pivot 1 day 3 day
R1 62.83 65.97
PP 62.14 64.23
S1 61.46 62.50

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

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