NYMEX Light Sweet Crude Oil Future January 2009


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 70.94 65.82 -5.12 -7.2% 65.24
High 70.94 66.14 -4.80 -6.8% 71.03
Low 65.71 60.91 -4.80 -7.3% 61.70
Close 66.01 61.47 -4.54 -6.9% 68.48
Range 5.23 5.23 0.00 0.0% 9.33
ATR 5.71 5.67 -0.03 -0.6% 0.00
Volume 79,306 63,261 -16,045 -20.2% 284,340
Daily Pivots for day following 06-Nov-2008
Classic Woodie Camarilla DeMark
R4 78.53 75.23 64.35
R3 73.30 70.00 62.91
R2 68.07 68.07 62.43
R1 64.77 64.77 61.95 63.81
PP 62.84 62.84 62.84 62.36
S1 59.54 59.54 60.99 58.58
S2 57.61 57.61 60.51
S3 52.38 54.31 60.03
S4 47.15 49.08 58.59
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 95.06 91.10 73.61
R3 85.73 81.77 71.05
R2 76.40 76.40 70.19
R1 72.44 72.44 69.34 74.42
PP 67.07 67.07 67.07 68.06
S1 63.11 63.11 67.62 65.09
S2 57.74 57.74 66.77
S3 48.41 53.78 65.91
S4 39.08 44.45 63.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.37 60.91 11.46 18.6% 6.18 10.1% 5% False True 68,373
10 72.37 60.91 11.46 18.6% 5.76 9.4% 5% False True 61,690
20 85.58 60.91 24.67 40.1% 5.45 8.9% 2% False True 52,763
40 109.36 60.91 48.45 78.8% 5.50 8.9% 1% False True 42,878
60 123.22 60.91 62.31 101.4% 5.08 8.3% 1% False True 31,958
80 138.50 60.91 77.59 126.2% 4.80 7.8% 1% False True 25,863
100 148.35 60.91 87.44 142.2% 4.45 7.2% 1% False True 21,438
120 148.35 60.91 87.44 142.2% 4.23 6.9% 1% False True 18,321
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 1.16
Fibonacci Retracements and Extensions
4.250 88.37
2.618 79.83
1.618 74.60
1.000 71.37
0.618 69.37
HIGH 66.14
0.618 64.14
0.500 63.53
0.382 62.91
LOW 60.91
0.618 57.68
1.000 55.68
1.618 52.45
2.618 47.22
4.250 38.68
Fisher Pivots for day following 06-Nov-2008
Pivot 1 day 3 day
R1 63.53 66.64
PP 62.84 64.92
S1 62.16 63.19

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

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