NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 14-Dec-2007
Day Change Summary
Previous Current
13-Dec-2007 14-Dec-2007 Change Change % Previous Week
Open 88.51 88.75 0.24 0.3% 85.68
High 88.51 88.75 0.24 0.3% 88.85
Low 88.51 88.40 -0.11 -0.1% 85.68
Close 88.51 88.45 -0.06 -0.1% 88.45
Range 0.00 0.35 0.35 3.17
ATR 1.09 1.04 -0.05 -4.8% 0.00
Volume 191 10 -181 -94.8% 1,843
Daily Pivots for day following 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 89.58 89.37 88.64
R3 89.23 89.02 88.55
R2 88.88 88.88 88.51
R1 88.67 88.67 88.48 88.60
PP 88.53 88.53 88.53 88.50
S1 88.32 88.32 88.42 88.25
S2 88.18 88.18 88.39
S3 87.83 87.97 88.35
S4 87.48 87.62 88.26
Weekly Pivots for week ending 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 97.17 95.98 90.19
R3 94.00 92.81 89.32
R2 90.83 90.83 89.03
R1 89.64 89.64 88.74 90.24
PP 87.66 87.66 87.66 87.96
S1 86.47 86.47 88.16 87.07
S2 84.49 84.49 87.87
S3 81.32 83.30 87.58
S4 78.15 80.13 86.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.85 85.68 3.17 3.6% 0.07 0.1% 87% False False 368
10 88.85 85.07 3.78 4.3% 0.17 0.2% 89% False False 641
20 88.91 84.43 4.48 5.1% 0.08 0.1% 90% False False 426
40 88.91 78.45 10.46 11.8% 0.04 0.0% 96% False False 431
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 90.24
2.618 89.67
1.618 89.32
1.000 89.10
0.618 88.97
HIGH 88.75
0.618 88.62
0.500 88.58
0.382 88.53
LOW 88.40
0.618 88.18
1.000 88.05
1.618 87.83
2.618 87.48
4.250 86.91
Fisher Pivots for day following 14-Dec-2007
Pivot 1 day 3 day
R1 88.58 88.63
PP 88.53 88.57
S1 88.49 88.51

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

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