NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 03-Dec-2008
Day Change Summary
Previous Current
02-Dec-2008 03-Dec-2008 Change Change % Previous Week
Open 48.85 47.76 -1.09 -2.2% 50.97
High 50.25 48.10 -2.15 -4.3% 55.98
Low 46.82 46.26 -0.56 -1.2% 48.80
Close 46.96 46.79 -0.17 -0.4% 54.43
Range 3.43 1.84 -1.59 -46.4% 7.18
ATR 4.75 4.54 -0.21 -4.4% 0.00
Volume 217,048 233,248 16,200 7.5% 918,562
Daily Pivots for day following 03-Dec-2008
Classic Woodie Camarilla DeMark
R4 52.57 51.52 47.80
R3 50.73 49.68 47.30
R2 48.89 48.89 47.13
R1 47.84 47.84 46.96 47.45
PP 47.05 47.05 47.05 46.85
S1 46.00 46.00 46.62 45.61
S2 45.21 45.21 46.45
S3 43.37 44.16 46.28
S4 41.53 42.32 45.78
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 74.61 71.70 58.38
R3 67.43 64.52 56.40
R2 60.25 60.25 55.75
R1 57.34 57.34 55.09 58.80
PP 53.07 53.07 53.07 53.80
S1 50.16 50.16 53.77 51.62
S2 45.89 45.89 53.11
S3 38.71 42.98 52.46
S4 31.53 35.80 50.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.98 46.26 9.72 20.8% 4.19 9.0% 5% False True 210,260
10 55.98 46.26 9.72 20.8% 4.21 9.0% 5% False True 214,843
20 70.94 46.26 24.68 52.7% 4.24 9.1% 2% False True 157,156
40 89.21 46.26 42.95 91.8% 4.82 10.3% 1% False True 104,156
60 109.36 46.26 63.10 134.9% 5.01 10.7% 1% False True 79,236
80 123.22 46.26 76.96 164.5% 4.83 10.3% 1% False True 61,738
100 147.30 46.26 101.04 215.9% 4.72 10.1% 1% False True 50,803
120 148.35 46.26 102.09 218.2% 4.38 9.4% 1% False True 42,901
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 1.07
Narrowest range in 106 trading days
Fibonacci Retracements and Extensions
4.250 55.92
2.618 52.92
1.618 51.08
1.000 49.94
0.618 49.24
HIGH 48.10
0.618 47.40
0.500 47.18
0.382 46.96
LOW 46.26
0.618 45.12
1.000 44.42
1.618 43.28
2.618 41.44
4.250 38.44
Fisher Pivots for day following 03-Dec-2008
Pivot 1 day 3 day
R1 47.18 50.44
PP 47.05 49.22
S1 46.92 48.01

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

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