NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 09-Dec-2008
Day Change Summary
Previous Current
08-Dec-2008 09-Dec-2008 Change Change % Previous Week
Open 43.69 46.58 2.89 6.6% 55.67
High 47.00 47.05 0.05 0.1% 55.77
Low 43.69 44.43 0.74 1.7% 42.51
Close 46.36 44.66 -1.70 -3.7% 42.93
Range 3.31 2.62 -0.69 -20.8% 13.26
ATR 4.27 4.15 -0.12 -2.8% 0.00
Volume 157,572 164,570 6,998 4.4% 280,328
Daily Pivots for day following 09-Dec-2008
Classic Woodie Camarilla DeMark
R4 53.24 51.57 46.10
R3 50.62 48.95 45.38
R2 48.00 48.00 45.14
R1 46.33 46.33 44.90 45.86
PP 45.38 45.38 45.38 45.14
S1 43.71 43.71 44.42 43.24
S2 42.76 42.76 44.18
S3 40.14 41.09 43.94
S4 37.52 38.47 43.22
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 49.54 42.51 7.03 15.7% 3.00 6.7% 31% False False 103,268
10 57.24 42.51 14.73 33.0% 3.76 8.4% 15% False False 77,448
20 63.57 42.51 21.06 47.2% 3.83 8.6% 10% False False 57,180
40 85.78 42.51 43.27 96.9% 4.45 10.0% 5% False False 38,118
60 109.44 42.51 66.93 149.9% 4.67 10.4% 3% False False 29,026
80 123.65 42.51 81.14 181.7% 4.46 10.0% 3% False False 22,962
100 133.55 42.51 91.04 203.9% 4.20 9.4% 2% False False 18,941
120 148.17 42.51 105.66 236.6% 3.79 8.5% 2% False False 16,033
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 58.19
2.618 53.91
1.618 51.29
1.000 49.67
0.618 48.67
HIGH 47.05
0.618 46.05
0.500 45.74
0.382 45.43
LOW 44.43
0.618 42.81
1.000 41.81
1.618 40.19
2.618 37.57
4.250 33.30
Fisher Pivots for day following 09-Dec-2008
Pivot 1 day 3 day
R1 45.74 44.78
PP 45.38 44.74
S1 45.02 44.70

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

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