NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 05-Dec-2008
Day Change Summary
Previous Current
04-Dec-2008 05-Dec-2008 Change Change % Previous Week
Open 48.51 45.31 -3.20 -6.6% 55.67
High 48.69 46.03 -2.66 -5.5% 55.77
Low 44.89 42.51 -2.38 -5.3% 42.51
Close 45.21 42.93 -2.28 -5.0% 42.93
Range 3.80 3.52 -0.28 -7.4% 13.26
ATR 4.34 4.28 -0.06 -1.4% 0.00
Volume 65,744 69,424 3,680 5.6% 280,328
Daily Pivots for day following 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 54.38 52.18 44.87
R3 50.86 48.66 43.90
R2 47.34 47.34 43.58
R1 45.14 45.14 43.25 44.48
PP 43.82 43.82 43.82 43.50
S1 41.62 41.62 42.61 40.96
S2 40.30 40.30 42.28
S3 36.78 38.10 41.96
S4 33.26 34.58 40.99
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 86.85 78.15 50.22
R3 73.59 64.89 46.58
R2 60.33 60.33 45.36
R1 51.63 51.63 44.15 49.35
PP 47.07 47.07 47.07 45.93
S1 38.37 38.37 41.71 36.09
S2 33.81 33.81 40.50
S3 20.55 25.11 39.28
S4 7.29 11.85 35.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.77 42.51 13.26 30.9% 3.64 8.5% 3% False True 56,065
10 57.24 42.51 14.73 34.3% 4.10 9.5% 3% False True 58,616
20 67.23 42.51 24.72 57.6% 3.96 9.2% 2% False True 43,428
40 85.78 42.51 43.27 100.8% 4.54 10.6% 1% False True 30,626
60 109.44 42.51 66.93 155.9% 4.70 10.9% 1% False True 23,888
80 123.65 42.51 81.14 189.0% 4.46 10.4% 1% False True 18,979
100 138.64 42.51 96.13 223.9% 4.18 9.7% 0% False True 15,777
120 148.17 42.51 105.66 246.1% 3.75 8.7% 0% False True 13,360
Crabel Price Patterns
NR True
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 False
Bear Hook False
Bull Hook False
Stretch 0.76
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.99
2.618 55.25
1.618 51.73
1.000 49.55
0.618 48.21
HIGH 46.03
0.618 44.69
0.500 44.27
0.382 43.85
LOW 42.51
0.618 40.33
1.000 38.99
1.618 36.81
2.618 33.29
4.250 27.55
Fisher Pivots for day following 05-Dec-2008
Pivot 1 day 3 day
R1 44.27 46.03
PP 43.82 44.99
S1 43.38 43.96

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

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