NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 12-Dec-2007
Day Change Summary
Previous Current
11-Dec-2007 12-Dec-2007 Change Change % Previous Week
Open 87.15 88.55 1.40 1.6% 84.76
High 87.15 89.15 2.00 2.3% 87.83
Low 87.15 87.15 0.00 0.0% 83.94
Close 87.18 90.21 3.03 3.5% 85.84
Range 0.00 2.00 2.00 3.89
ATR 1.59 1.62 0.03 1.8% 0.00
Volume 473 360 -113 -23.9% 5,821
Daily Pivots for day following 12-Dec-2007
Classic Woodie Camarilla DeMark
R4 94.84 94.52 91.31
R3 92.84 92.52 90.76
R2 90.84 90.84 90.58
R1 90.52 90.52 90.39 90.68
PP 88.84 88.84 88.84 88.92
S1 88.52 88.52 90.03 88.68
S2 86.84 86.84 89.84
S3 84.84 86.52 89.66
S4 82.84 84.52 89.11
Weekly Pivots for week ending 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 97.54 95.58 87.98
R3 93.65 91.69 86.91
R2 89.76 89.76 86.55
R1 87.80 87.80 86.20 88.78
PP 85.87 85.87 85.87 86.36
S1 83.91 83.91 85.48 84.89
S2 81.98 81.98 85.13
S3 78.09 80.02 84.77
S4 74.20 76.13 83.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.15 84.59 4.56 5.1% 1.11 1.2% 123% True False 1,075
10 89.15 83.94 5.21 5.8% 1.56 1.7% 120% True False 840
20 89.67 83.14 6.53 7.2% 1.35 1.5% 108% False False 936
40 89.67 78.79 10.88 12.1% 1.07 1.2% 105% False False 750
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.54
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.65
2.618 94.39
1.618 92.39
1.000 91.15
0.618 90.39
HIGH 89.15
0.618 88.39
0.500 88.15
0.382 87.91
LOW 87.15
0.618 85.91
1.000 85.15
1.618 83.91
2.618 81.91
4.250 78.65
Fisher Pivots for day following 12-Dec-2007
Pivot 1 day 3 day
R1 89.52 89.39
PP 88.84 88.57
S1 88.15 87.75

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

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