NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 10-Nov-2008
Day Change Summary
Previous Current
07-Nov-2008 10-Nov-2008 Change Change % Previous Week
Open 60.67 61.80 1.13 1.9% 67.37
High 62.82 65.56 2.74 4.4% 71.77
Low 59.97 59.10 -0.87 -1.5% 59.97
Close 61.04 62.41 1.37 2.2% 61.04
Range 2.85 6.46 3.61 126.7% 11.80
ATR 5.60 5.66 0.06 1.1% 0.00
Volume 292,018 236,045 -55,973 -19.2% 1,386,982
Daily Pivots for day following 10-Nov-2008
Classic Woodie Camarilla DeMark
R4 81.74 78.53 65.96
R3 75.28 72.07 64.19
R2 68.82 68.82 63.59
R1 65.61 65.61 63.00 67.22
PP 62.36 62.36 62.36 63.16
S1 59.15 59.15 61.82 60.76
S2 55.90 55.90 61.23
S3 49.44 52.69 60.63
S4 42.98 46.23 58.86
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 99.66 92.15 67.53
R3 87.86 80.35 64.29
R2 76.06 76.06 63.20
R1 68.55 68.55 62.12 66.41
PP 64.26 64.26 64.26 63.19
S1 56.75 56.75 59.96 54.61
S2 52.46 52.46 58.88
S3 40.66 44.95 57.80
S4 28.86 33.15 54.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.77 59.10 12.67 20.3% 5.93 9.5% 26% False True 273,229
10 71.77 59.10 12.67 20.3% 5.64 9.0% 26% False True 267,387
20 85.28 59.10 26.18 41.9% 5.47 8.8% 13% False True 241,086
40 109.74 59.10 50.64 81.1% 5.78 9.3% 7% False True 189,303
60 122.87 59.10 63.77 102.2% 5.46 8.8% 5% False True 144,153
80 134.15 59.10 75.05 120.3% 5.16 8.3% 4% False True 119,962
100 148.60 59.10 89.50 143.4% 5.07 8.1% 4% False True 103,129
120 148.60 59.10 89.50 143.4% 5.05 8.1% 4% False True 93,274
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.41
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 93.02
2.618 82.47
1.618 76.01
1.000 72.02
0.618 69.55
HIGH 65.56
0.618 63.09
0.500 62.33
0.382 61.57
LOW 59.10
0.618 55.11
1.000 52.64
1.618 48.65
2.618 42.19
4.250 31.65
Fisher Pivots for day following 10-Nov-2008
Pivot 1 day 3 day
R1 62.38 62.38
PP 62.36 62.36
S1 62.33 62.33

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

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