NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 11-Nov-2008
Day Change Summary
Previous Current
10-Nov-2008 11-Nov-2008 Change Change % Previous Week
Open 63.20 62.95 -0.25 -0.4% 68.00
High 66.39 62.95 -3.44 -5.2% 72.37
Low 60.20 59.18 -1.02 -1.7% 60.74
Close 63.27 60.22 -3.05 -4.8% 61.87
Range 6.19 3.77 -2.42 -39.1% 11.63
ATR 5.52 5.42 -0.10 -1.8% 0.00
Volume 85,123 109,206 24,083 28.3% 355,085
Daily Pivots for day following 11-Nov-2008
Classic Woodie Camarilla DeMark
R4 72.09 69.93 62.29
R3 68.32 66.16 61.26
R2 64.55 64.55 60.91
R1 62.39 62.39 60.57 61.59
PP 60.78 60.78 60.78 60.38
S1 58.62 58.62 59.87 57.82
S2 57.01 57.01 59.53
S3 53.24 54.85 59.18
S4 49.47 51.08 58.15
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 70.94 59.18 11.76 19.5% 4.64 7.7% 9% False True 84,953
10 72.37 59.18 13.19 21.9% 5.57 9.2% 8% False True 72,853
20 79.90 59.18 20.72 34.4% 5.24 8.7% 5% False True 60,097
40 109.36 59.18 50.18 83.3% 5.50 9.1% 2% False True 48,454
60 123.22 59.18 64.04 106.3% 5.13 8.5% 2% False True 36,358
80 134.05 59.18 74.87 124.3% 4.80 8.0% 1% False True 29,209
100 148.35 59.18 89.17 148.1% 4.52 7.5% 1% False True 24,182
120 148.35 59.18 89.17 148.1% 4.23 7.0% 1% False True 20,566
Crabel Price Patterns
NR True
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 1.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.97
2.618 72.82
1.618 69.05
1.000 66.72
0.618 65.28
HIGH 62.95
0.618 61.51
0.500 61.07
0.382 60.62
LOW 59.18
0.618 56.85
1.000 55.41
1.618 53.08
2.618 49.31
4.250 43.16
Fisher Pivots for day following 11-Nov-2008
Pivot 1 day 3 day
R1 61.07 62.79
PP 60.78 61.93
S1 60.50 61.08

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

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