NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 19-Dec-2008
Day Change Summary
Previous Current
18-Dec-2008 19-Dec-2008 Change Change % Previous Week
Open 40.32 36.26 -4.06 -10.1% 46.77
High 40.90 37.59 -3.31 -8.1% 50.05
Low 35.98 32.40 -3.58 -9.9% 32.40
Close 36.22 33.87 -2.35 -6.5% 33.87
Range 4.92 5.19 0.27 5.5% 17.65
ATR 4.61 4.65 0.04 0.9% 0.00
Volume 174,258 95,999 -78,259 -44.9% 1,078,095
Daily Pivots for day following 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 50.19 47.22 36.72
R3 45.00 42.03 35.30
R2 39.81 39.81 34.82
R1 36.84 36.84 34.35 35.73
PP 34.62 34.62 34.62 34.07
S1 31.65 31.65 33.39 30.54
S2 29.43 29.43 32.92
S3 24.24 26.46 32.44
S4 19.05 21.27 31.02
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 91.72 80.45 43.58
R3 74.07 62.80 38.72
R2 56.42 56.42 37.11
R1 45.15 45.15 35.49 41.96
PP 38.77 38.77 38.77 37.18
S1 27.50 27.50 32.25 24.31
S2 21.12 21.12 30.63
S3 3.47 9.85 29.02
S4 -14.18 -7.80 24.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.05 32.40 17.65 52.1% 5.16 15.2% 8% False True 215,619
10 50.05 32.40 17.65 52.1% 4.60 13.6% 8% False True 261,529
20 55.98 32.40 23.58 69.6% 4.42 13.0% 6% False True 241,899
40 72.37 32.40 39.97 118.0% 4.64 13.7% 4% False True 167,069
60 107.05 32.40 74.65 220.4% 4.95 14.6% 2% False True 124,593
80 121.09 32.40 88.69 261.9% 4.90 14.5% 2% False True 99,005
100 129.52 32.40 97.12 286.7% 4.72 13.9% 2% False True 80,797
120 148.35 32.40 115.95 342.3% 4.58 13.5% 1% False True 68,203
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 1.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 59.65
2.618 51.18
1.618 45.99
1.000 42.78
0.618 40.80
HIGH 37.59
0.618 35.61
0.500 35.00
0.382 34.38
LOW 32.40
0.618 29.19
1.000 27.21
1.618 24.00
2.618 18.81
4.250 10.34
Fisher Pivots for day following 19-Dec-2008
Pivot 1 day 3 day
R1 35.00 38.95
PP 34.62 37.26
S1 34.25 35.56

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

View Archives - Comment on this page... - Back to Index of Symbols