NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 07-Nov-2008
Day Change Summary
Previous Current
06-Nov-2008 07-Nov-2008 Change Change % Previous Week
Open 65.82 61.43 -4.39 -6.7% 68.00
High 66.14 63.53 -2.61 -3.9% 72.37
Low 60.91 60.74 -0.17 -0.3% 60.74
Close 61.47 61.87 0.40 0.7% 61.87
Range 5.23 2.79 -2.44 -46.7% 11.63
ATR 5.67 5.47 -0.21 -3.6% 0.00
Volume 63,261 87,869 24,608 38.9% 355,085
Daily Pivots for day following 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 70.42 68.93 63.40
R3 67.63 66.14 62.64
R2 64.84 64.84 62.38
R1 63.35 63.35 62.13 64.10
PP 62.05 62.05 62.05 62.42
S1 60.56 60.56 61.61 61.31
S2 59.26 59.26 61.36
S3 56.47 57.77 61.10
S4 53.68 54.98 60.34
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 99.88 92.51 68.27
R3 88.25 80.88 65.07
R2 76.62 76.62 64.00
R1 69.25 69.25 62.94 67.12
PP 64.99 64.99 64.99 63.93
S1 57.62 57.62 60.80 55.49
S2 53.36 53.36 59.74
S3 41.73 45.99 58.67
S4 30.10 34.36 55.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.37 60.74 11.63 18.8% 5.62 9.1% 10% False True 71,017
10 72.37 60.74 11.63 18.8% 5.36 8.7% 10% False True 63,942
20 85.58 60.74 24.84 40.1% 5.23 8.4% 5% False True 54,975
40 109.36 60.74 48.62 78.6% 5.50 8.9% 2% False True 44,609
60 123.22 60.74 62.48 101.0% 5.06 8.2% 2% False True 33,303
80 134.20 60.74 73.46 118.7% 4.76 7.7% 2% False True 26,916
100 148.35 60.74 87.61 141.6% 4.45 7.2% 1% False True 22,287
120 148.35 60.74 87.61 141.6% 4.21 6.8% 1% False True 19,022
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 1.20
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 75.39
2.618 70.83
1.618 68.04
1.000 66.32
0.618 65.25
HIGH 63.53
0.618 62.46
0.500 62.14
0.382 61.81
LOW 60.74
0.618 59.02
1.000 57.95
1.618 56.23
2.618 53.44
4.250 48.88
Fisher Pivots for day following 07-Nov-2008
Pivot 1 day 3 day
R1 62.14 65.84
PP 62.05 64.52
S1 61.96 63.19

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

View Archives - Comment on this page... - Back to Index of Symbols