NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 10-Nov-2008
Day Change Summary
Previous Current
07-Nov-2008 10-Nov-2008 Change Change % Previous Week
Open 62.54 64.28 1.74 2.8% 68.42
High 64.30 67.23 2.93 4.6% 72.86
Low 61.80 61.20 -0.60 -1.0% 61.80
Close 62.81 64.19 1.38 2.2% 62.81
Range 2.50 6.03 3.53 141.2% 11.06
ATR 5.18 5.24 0.06 1.2% 0.00
Volume 25,029 22,084 -2,945 -11.8% 112,247
Daily Pivots for day following 10-Nov-2008
Classic Woodie Camarilla DeMark
R4 82.30 79.27 67.51
R3 76.27 73.24 65.85
R2 70.24 70.24 65.30
R1 67.21 67.21 64.74 65.71
PP 64.21 64.21 64.21 63.46
S1 61.18 61.18 63.64 59.68
S2 58.18 58.18 63.08
S3 52.15 55.15 62.53
S4 46.12 49.12 60.87
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 99.00 91.97 68.89
R3 87.94 80.91 65.85
R2 76.88 76.88 64.84
R1 69.85 69.85 63.82 67.84
PP 65.82 65.82 65.82 64.82
S1 58.79 58.79 61.80 56.78
S2 54.76 54.76 60.78
S3 43.70 47.73 59.77
S4 32.64 36.67 56.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.86 61.20 11.66 18.2% 5.49 8.6% 26% False True 22,336
10 72.86 61.20 11.66 18.2% 5.28 8.2% 26% False True 23,078
20 85.78 61.20 24.58 38.3% 5.06 7.9% 12% False True 19,056
40 109.44 61.20 48.24 75.2% 5.08 7.9% 6% False True 14,949
60 123.65 61.20 62.45 97.3% 4.67 7.3% 5% False True 11,557
80 133.55 61.20 72.35 112.7% 4.29 6.7% 4% False True 9,381
100 148.17 61.20 86.97 135.5% 3.78 5.9% 3% False True 7,804
120 148.17 61.20 86.97 135.5% 3.27 5.1% 3% False True 6,659
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.35
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 92.86
2.618 83.02
1.618 76.99
1.000 73.26
0.618 70.96
HIGH 67.23
0.618 64.93
0.500 64.22
0.382 63.50
LOW 61.20
0.618 57.47
1.000 55.17
1.618 51.44
2.618 45.41
4.250 35.57
Fisher Pivots for day following 10-Nov-2008
Pivot 1 day 3 day
R1 64.22 64.22
PP 64.21 64.21
S1 64.20 64.20

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

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