NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 21-Dec-2007
Day Change Summary
Previous Current
20-Dec-2007 21-Dec-2007 Change Change % Previous Week
Open 88.05 88.94 0.89 1.0% 87.70
High 88.05 88.94 0.89 1.0% 88.94
Low 88.05 88.94 0.89 1.0% 87.61
Close 88.05 88.94 0.89 1.0% 88.94
Range
ATR 0.92 0.92 0.00 -0.2% 0.00
Volume 1,201 1,201 0 0.0% 3,745
Daily Pivots for day following 21-Dec-2007
Classic Woodie Camarilla DeMark
R4 88.94 88.94 88.94
R3 88.94 88.94 88.94
R2 88.94 88.94 88.94
R1 88.94 88.94 88.94 88.94
PP 88.94 88.94 88.94 88.94
S1 88.94 88.94 88.94 88.94
S2 88.94 88.94 88.94
S3 88.94 88.94 88.94
S4 88.94 88.94 88.94
Weekly Pivots for week ending 21-Dec-2007
Classic Woodie Camarilla DeMark
R4 92.49 92.04 89.67
R3 91.16 90.71 89.31
R2 89.83 89.83 89.18
R1 89.38 89.38 89.06 89.61
PP 88.50 88.50 88.50 88.61
S1 88.05 88.05 88.82 88.28
S2 87.17 87.17 88.70
S3 85.84 86.72 88.57
S4 84.51 85.39 88.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.94 87.61 1.33 1.5% 0.00 0.0% 100% True False 749
10 88.94 85.68 3.26 3.7% 0.04 0.0% 100% True False 558
20 88.94 84.43 4.51 5.1% 0.08 0.1% 100% True False 587
40 88.94 82.21 6.73 7.6% 0.04 0.0% 100% True False 461
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.00
Fibonacci Retracements and Extensions
4.250 88.94
2.618 88.94
1.618 88.94
1.000 88.94
0.618 88.94
HIGH 88.94
0.618 88.94
0.500 88.94
0.382 88.94
LOW 88.94
0.618 88.94
1.000 88.94
1.618 88.94
2.618 88.94
4.250 88.94
Fisher Pivots for day following 21-Dec-2007
Pivot 1 day 3 day
R1 88.94 88.78
PP 88.94 88.62
S1 88.94 88.46

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

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