NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 15-Dec-2008
Day Change Summary
Previous Current
12-Dec-2008 15-Dec-2008 Change Change % Previous Week
Open 47.00 46.77 -0.23 -0.5% 41.64
High 47.51 50.05 2.54 5.3% 49.12
Low 43.32 43.95 0.63 1.5% 41.55
Close 46.28 44.51 -1.77 -3.8% 46.28
Range 4.19 6.10 1.91 45.6% 7.57
ATR 4.42 4.54 0.12 2.7% 0.00
Volume 317,267 291,629 -25,638 -8.1% 1,537,196
Daily Pivots for day following 15-Dec-2008
Classic Woodie Camarilla DeMark
R4 64.47 60.59 47.87
R3 58.37 54.49 46.19
R2 52.27 52.27 45.63
R1 48.39 48.39 45.07 47.28
PP 46.17 46.17 46.17 45.62
S1 42.29 42.29 43.95 41.18
S2 40.07 40.07 43.39
S3 33.97 36.19 42.83
S4 27.87 30.09 41.16
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 68.36 64.89 50.44
R3 60.79 57.32 48.36
R2 53.22 53.22 47.67
R1 49.75 49.75 46.97 51.49
PP 45.65 45.65 45.65 46.52
S1 42.18 42.18 45.59 43.92
S2 38.08 38.08 44.89
S3 30.51 34.61 44.20
S4 22.94 27.04 42.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.05 41.83 8.22 18.5% 4.63 10.4% 33% True False 300,337
10 50.25 40.50 9.75 21.9% 3.95 8.9% 41% False False 272,914
20 59.52 40.50 19.02 42.7% 4.13 9.3% 21% False False 233,535
40 76.45 40.50 35.95 80.8% 4.62 10.4% 11% False False 151,926
60 109.36 40.50 68.86 154.7% 4.97 11.2% 6% False False 114,005
80 123.22 40.50 82.72 185.8% 4.86 10.9% 5% False False 89,524
100 129.52 40.50 89.02 200.0% 4.68 10.5% 5% False False 73,200
120 148.35 40.50 107.85 242.3% 4.50 10.1% 4% False False 61,743
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.79
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 75.98
2.618 66.02
1.618 59.92
1.000 56.15
0.618 53.82
HIGH 50.05
0.618 47.72
0.500 47.00
0.382 46.28
LOW 43.95
0.618 40.18
1.000 37.85
1.618 34.08
2.618 27.98
4.250 18.03
Fisher Pivots for day following 15-Dec-2008
Pivot 1 day 3 day
R1 47.00 46.67
PP 46.17 45.95
S1 45.34 45.23

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

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