NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 14-Nov-2008
Day Change Summary
Previous Current
13-Nov-2008 14-Nov-2008 Change Change % Previous Week
Open 56.45 60.10 3.65 6.5% 63.20
High 60.45 60.65 0.20 0.3% 66.39
Low 55.54 56.40 0.86 1.5% 55.54
Close 59.06 57.60 -1.46 -2.5% 57.60
Range 4.91 4.25 -0.66 -13.4% 10.85
ATR 5.28 5.21 -0.07 -1.4% 0.00
Volume 103,153 136,035 32,882 31.9% 520,828
Daily Pivots for day following 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 70.97 68.53 59.94
R3 66.72 64.28 58.77
R2 62.47 62.47 58.38
R1 60.03 60.03 57.99 59.13
PP 58.22 58.22 58.22 57.76
S1 55.78 55.78 57.21 54.88
S2 53.97 53.97 56.82
S3 49.72 51.53 56.43
S4 45.47 47.28 55.26
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 92.39 85.85 63.57
R3 81.54 75.00 60.58
R2 70.69 70.69 59.59
R1 64.15 64.15 58.59 62.00
PP 59.84 59.84 59.84 58.77
S1 53.30 53.30 56.61 51.15
S2 48.99 48.99 55.61
S3 38.14 42.45 54.62
S4 27.29 31.60 51.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.39 55.54 10.85 18.8% 4.61 8.0% 19% False False 104,165
10 72.37 55.54 16.83 29.2% 5.12 8.9% 12% False False 87,591
20 76.45 55.54 20.91 36.3% 5.11 8.9% 10% False False 70,318
40 109.36 55.54 53.82 93.4% 5.39 9.4% 4% False False 54,240
60 123.22 55.54 67.68 117.5% 5.10 8.9% 3% False False 41,520
80 129.52 55.54 73.98 128.4% 4.82 8.4% 3% False False 33,117
100 148.35 55.54 92.81 161.1% 4.58 7.9% 2% False False 27,384
120 148.35 55.54 92.81 161.1% 4.31 7.5% 2% False False 23,219
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.94
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.71
2.618 71.78
1.618 67.53
1.000 64.90
0.618 63.28
HIGH 60.65
0.618 59.03
0.500 58.53
0.382 58.02
LOW 56.40
0.618 53.77
1.000 52.15
1.618 49.52
2.618 45.27
4.250 38.34
Fisher Pivots for day following 14-Nov-2008
Pivot 1 day 3 day
R1 58.53 58.10
PP 58.22 57.93
S1 57.91 57.77

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

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