NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 23-Dec-2008
Day Change Summary
Previous Current
22-Dec-2008 23-Dec-2008 Change Change % Previous Week
Open 42.79 39.55 -3.24 -7.6% 49.29
High 43.44 40.65 -2.79 -6.4% 52.95
Low 39.50 37.79 -1.71 -4.3% 40.90
Close 39.91 38.98 -0.93 -2.3% 42.36
Range 3.94 2.86 -1.08 -27.4% 12.05
ATR 4.18 4.09 -0.09 -2.3% 0.00
Volume 194,858 149,135 -45,723 -23.5% 887,302
Daily Pivots for day following 23-Dec-2008
Classic Woodie Camarilla DeMark
R4 47.72 46.21 40.55
R3 44.86 43.35 39.77
R2 42.00 42.00 39.50
R1 40.49 40.49 39.24 39.82
PP 39.14 39.14 39.14 38.80
S1 37.63 37.63 38.72 36.96
S2 36.28 36.28 38.46
S3 33.42 34.77 38.19
S4 30.56 31.91 37.41
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 48.98 37.79 11.19 28.7% 3.56 9.1% 11% False True 197,372
10 52.95 37.79 15.16 38.9% 4.13 10.6% 8% False True 168,302
20 57.24 37.79 19.45 49.9% 3.95 10.1% 6% False True 122,875
40 72.86 37.79 35.07 90.0% 4.27 11.0% 3% False True 76,435
60 102.17 37.79 64.38 165.2% 4.51 11.6% 2% False True 55,436
80 118.20 37.79 80.41 206.3% 4.49 11.5% 1% False True 43,654
100 127.89 37.79 90.10 231.1% 4.30 11.0% 1% False True 35,544
120 148.17 37.79 110.38 283.2% 4.03 10.3% 1% False True 29,979
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 1.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.81
2.618 48.14
1.618 45.28
1.000 43.51
0.618 42.42
HIGH 40.65
0.618 39.56
0.500 39.22
0.382 38.88
LOW 37.79
0.618 36.02
1.000 34.93
1.618 33.16
2.618 30.30
4.250 25.64
Fisher Pivots for day following 23-Dec-2008
Pivot 1 day 3 day
R1 39.22 40.62
PP 39.14 40.07
S1 39.06 39.53

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

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