NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 19-Nov-2008
Day Change Summary
Previous Current
18-Nov-2008 19-Nov-2008 Change Change % Previous Week
Open 56.54 55.63 -0.91 -1.6% 64.28
High 57.20 56.61 -0.59 -1.0% 67.23
Low 55.18 54.30 -0.88 -1.6% 56.54
Close 55.58 54.95 -0.63 -1.1% 58.40
Range 2.02 2.31 0.29 14.4% 10.69
ATR 4.72 4.54 -0.17 -3.6% 0.00
Volume 22,796 34,913 12,117 53.2% 132,030
Daily Pivots for day following 19-Nov-2008
Classic Woodie Camarilla DeMark
R4 62.22 60.89 56.22
R3 59.91 58.58 55.59
R2 57.60 57.60 55.37
R1 56.27 56.27 55.16 55.78
PP 55.29 55.29 55.29 55.04
S1 53.96 53.96 54.74 53.47
S2 52.98 52.98 54.53
S3 50.67 51.65 54.31
S4 48.36 49.34 53.68
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 92.79 86.29 64.28
R3 82.10 75.60 61.34
R2 71.41 71.41 60.36
R1 64.91 64.91 59.38 62.82
PP 60.72 60.72 60.72 59.68
S1 54.22 54.22 57.42 52.13
S2 50.03 50.03 56.44
S3 39.34 43.53 55.46
S4 28.65 32.84 52.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.45 54.30 7.15 13.0% 3.49 6.3% 9% False True 29,141
10 67.23 54.30 12.93 23.5% 3.83 7.0% 5% False True 26,790
20 72.86 54.30 18.56 33.8% 4.58 8.3% 4% False True 24,635
40 107.32 54.30 53.02 96.5% 4.85 8.8% 1% False True 18,076
60 121.18 54.30 66.88 121.7% 4.60 8.4% 1% False True 14,594
80 129.51 54.30 75.21 136.9% 4.38 8.0% 1% False True 11,680
100 148.17 54.30 93.87 170.8% 3.92 7.1% 1% False True 9,753
120 148.17 54.30 93.87 170.8% 3.44 6.3% 1% False True 8,258
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.84
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.43
2.618 62.66
1.618 60.35
1.000 58.92
0.618 58.04
HIGH 56.61
0.618 55.73
0.500 55.46
0.382 55.18
LOW 54.30
0.618 52.87
1.000 51.99
1.618 50.56
2.618 48.25
4.250 44.48
Fisher Pivots for day following 19-Nov-2008
Pivot 1 day 3 day
R1 55.46 57.31
PP 55.29 56.52
S1 55.12 55.74

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

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