NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 08-Dec-2008
Day Change Summary
Previous Current
05-Dec-2008 08-Dec-2008 Change Change % Previous Week
Open 45.31 43.69 -1.62 -3.6% 55.67
High 46.03 47.00 0.97 2.1% 55.77
Low 42.51 43.69 1.18 2.8% 42.51
Close 42.93 46.36 3.43 8.0% 42.93
Range 3.52 3.31 -0.21 -6.0% 13.26
ATR 4.28 4.27 -0.02 -0.4% 0.00
Volume 69,424 157,572 88,148 127.0% 280,328
Daily Pivots for day following 08-Dec-2008
Classic Woodie Camarilla DeMark
R4 55.61 54.30 48.18
R3 52.30 50.99 47.27
R2 48.99 48.99 46.97
R1 47.68 47.68 46.66 48.34
PP 45.68 45.68 45.68 46.01
S1 44.37 44.37 46.06 45.03
S2 42.37 42.37 45.75
S3 39.06 41.06 45.45
S4 35.75 37.75 44.54
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 51.64 42.51 9.13 19.7% 3.15 6.8% 42% False False 81,776
10 57.24 42.51 14.73 31.8% 4.16 9.0% 26% False False 68,368
20 67.23 42.51 24.72 53.3% 4.00 8.6% 16% False False 50,056
40 85.78 42.51 43.27 93.3% 4.45 9.6% 9% False False 34,319
60 109.44 42.51 66.93 144.4% 4.72 10.2% 6% False False 26,366
80 123.65 42.51 81.14 175.0% 4.46 9.6% 5% False False 20,933
100 133.55 42.51 91.04 196.4% 4.17 9.0% 4% False False 17,330
120 148.17 42.51 105.66 227.9% 3.76 8.1% 4% False False 14,669
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 0.72
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 61.07
2.618 55.67
1.618 52.36
1.000 50.31
0.618 49.05
HIGH 47.00
0.618 45.74
0.500 45.35
0.382 44.95
LOW 43.69
0.618 41.64
1.000 40.38
1.618 38.33
2.618 35.02
4.250 29.62
Fisher Pivots for day following 08-Dec-2008
Pivot 1 day 3 day
R1 46.02 46.11
PP 45.68 45.85
S1 45.35 45.60

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

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