NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 25-Nov-2008
Day Change Summary
Previous Current
24-Nov-2008 25-Nov-2008 Change Change % Previous Week
Open 51.83 55.62 3.79 7.3% 57.20
High 56.44 55.75 -0.69 -1.2% 60.32
Low 49.87 51.76 1.89 3.8% 49.40
Close 55.62 52.01 -3.61 -6.5% 50.96
Range 6.57 3.99 -2.58 -39.3% 10.92
ATR 4.61 4.57 -0.04 -1.0% 0.00
Volume 73,770 53,366 -20,404 -27.7% 185,405
Daily Pivots for day following 25-Nov-2008
Classic Woodie Camarilla DeMark
R4 65.14 62.57 54.20
R3 61.15 58.58 53.11
R2 57.16 57.16 52.74
R1 54.59 54.59 52.38 53.88
PP 53.17 53.17 53.17 52.82
S1 50.60 50.60 51.64 49.89
S2 49.18 49.18 51.28
S3 45.19 46.61 50.91
S4 41.20 42.62 49.82
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 86.32 79.56 56.97
R3 75.40 68.64 53.96
R2 64.48 64.48 52.96
R1 57.72 57.72 51.96 55.64
PP 53.56 53.56 53.56 52.52
S1 46.80 46.80 49.96 44.72
S2 42.64 42.64 48.96
S3 31.72 35.88 47.96
S4 20.80 24.96 44.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.61 49.40 7.21 13.9% 4.12 7.9% 36% False False 51,748
10 61.45 49.40 12.05 23.2% 3.96 7.6% 22% False False 39,410
20 72.86 49.40 23.46 45.1% 4.63 8.9% 11% False False 31,826
40 102.12 49.40 52.72 101.4% 4.71 9.1% 5% False False 22,763
60 112.15 49.40 62.75 120.6% 4.56 8.8% 4% False False 18,087
80 123.65 49.40 74.25 142.8% 4.37 8.4% 4% False False 14,335
100 148.17 49.40 98.77 189.9% 4.09 7.9% 3% False False 11,925
120 148.17 49.40 98.77 189.9% 3.57 6.9% 3% False False 10,100
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.73
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 72.71
2.618 66.20
1.618 62.21
1.000 59.74
0.618 58.22
HIGH 55.75
0.618 54.23
0.500 53.76
0.382 53.28
LOW 51.76
0.618 49.29
1.000 47.77
1.618 45.30
2.618 41.31
4.250 34.80
Fisher Pivots for day following 25-Nov-2008
Pivot 1 day 3 day
R1 53.76 52.92
PP 53.17 52.62
S1 52.59 52.31

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

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