NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 04-Dec-2008
Day Change Summary
Previous Current
03-Dec-2008 04-Dec-2008 Change Change % Previous Week
Open 47.76 47.00 -0.76 -1.6% 50.97
High 48.10 47.27 -0.83 -1.7% 55.98
Low 46.26 43.36 -2.90 -6.3% 48.80
Close 46.79 43.67 -3.12 -6.7% 54.43
Range 1.84 3.91 2.07 112.5% 7.18
ATR 4.54 4.50 -0.05 -1.0% 0.00
Volume 233,248 217,573 -15,675 -6.7% 918,562
Daily Pivots for day following 04-Dec-2008
Classic Woodie Camarilla DeMark
R4 56.50 53.99 45.82
R3 52.59 50.08 44.75
R2 48.68 48.68 44.39
R1 46.17 46.17 44.03 45.47
PP 44.77 44.77 44.77 44.42
S1 42.26 42.26 43.31 41.56
S2 40.86 40.86 42.95
S3 36.95 38.35 42.59
S4 33.04 34.44 41.52
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 43.36 12.62 28.9% 4.01 9.2% 2% False True 208,092
10 55.98 43.36 12.62 28.9% 4.37 10.0% 2% False True 220,980
20 66.39 43.36 23.03 52.7% 4.17 9.6% 1% False True 164,069
40 89.21 43.36 45.85 105.0% 4.80 11.0% 1% False True 108,324
60 109.36 43.36 66.00 151.1% 5.02 11.5% 0% False True 82,535
80 123.22 43.36 79.86 182.9% 4.84 11.1% 0% False True 64,302
100 141.22 43.36 97.86 224.1% 4.68 10.7% 0% False True 52,932
120 148.35 43.36 104.99 240.4% 4.40 10.1% 0% False True 44,700
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.03
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 63.89
2.618 57.51
1.618 53.60
1.000 51.18
0.618 49.69
HIGH 47.27
0.618 45.78
0.500 45.32
0.382 44.85
LOW 43.36
0.618 40.94
1.000 39.45
1.618 37.03
2.618 33.12
4.250 26.74
Fisher Pivots for day following 04-Dec-2008
Pivot 1 day 3 day
R1 45.32 46.81
PP 44.77 45.76
S1 44.22 44.72

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

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