NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 19-Dec-2008
Day Change Summary
Previous Current
18-Dec-2008 19-Dec-2008 Change Change % Previous Week
Open 44.66 42.17 -2.49 -5.6% 49.29
High 45.64 43.25 -2.39 -5.2% 52.95
Low 41.55 40.90 -0.65 -1.6% 40.90
Close 41.67 42.36 0.69 1.7% 42.36
Range 4.09 2.35 -1.74 -42.5% 12.05
ATR 4.34 4.20 -0.14 -3.3% 0.00
Volume 253,901 233,662 -20,239 -8.0% 887,302
Daily Pivots for day following 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 49.22 48.14 43.65
R3 46.87 45.79 43.01
R2 44.52 44.52 42.79
R1 43.44 43.44 42.58 43.98
PP 42.17 42.17 42.17 42.44
S1 41.09 41.09 42.14 41.63
S2 39.82 39.82 41.93
S3 37.47 38.74 41.71
S4 35.12 36.39 41.07
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 81.55 74.01 48.99
R3 69.50 61.96 45.67
R2 57.45 57.45 44.57
R1 49.91 49.91 43.46 47.66
PP 45.40 45.40 45.40 44.28
S1 37.86 37.86 41.26 35.61
S2 33.35 33.35 40.15
S3 21.30 25.81 39.05
S4 9.25 13.76 35.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.95 40.90 12.05 28.4% 4.12 9.7% 12% False True 177,460
10 52.95 40.90 12.05 28.4% 4.04 9.5% 12% False True 166,117
20 57.24 40.90 16.34 38.6% 4.07 9.6% 9% False True 112,367
40 72.86 40.90 31.96 75.4% 4.36 10.3% 5% False True 68,793
60 106.59 40.90 65.69 155.1% 4.59 10.8% 2% False True 49,969
80 121.18 40.90 80.28 189.5% 4.50 10.6% 2% False True 39,454
100 129.51 40.90 88.61 209.2% 4.31 10.2% 2% False True 32,167
120 148.17 40.90 107.27 253.2% 3.98 9.4% 1% False True 27,142
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.05
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 53.24
2.618 49.40
1.618 47.05
1.000 45.60
0.618 44.70
HIGH 43.25
0.618 42.35
0.500 42.08
0.382 41.80
LOW 40.90
0.618 39.45
1.000 38.55
1.618 37.10
2.618 34.75
4.250 30.91
Fisher Pivots for day following 19-Dec-2008
Pivot 1 day 3 day
R1 42.27 44.94
PP 42.17 44.08
S1 42.08 43.22

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

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