NYMEX Light Sweet Crude Oil Future March 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 46.90 45.93 -0.97 -2.1% 56.66
High 47.62 49.24 1.62 3.4% 56.66
Low 44.25 45.77 1.52 3.4% 44.25
Close 44.76 48.62 3.86 8.6% 44.76
Range 3.37 3.47 0.10 3.0% 12.41
ATR 4.11 4.14 0.03 0.6% 0.00
Volume 42,990 60,708 17,718 41.2% 147,655
Daily Pivots for day following 08-Dec-2008
Classic Woodie Camarilla DeMark
R4 58.29 56.92 50.53
R3 54.82 53.45 49.57
R2 51.35 51.35 49.26
R1 49.98 49.98 48.94 50.67
PP 47.88 47.88 47.88 48.22
S1 46.51 46.51 48.30 47.20
S2 44.41 44.41 47.98
S3 40.94 43.04 47.67
S4 37.47 39.57 46.71
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 85.79 77.68 51.59
R3 73.38 65.27 48.17
R2 60.97 60.97 47.04
R1 52.86 52.86 45.90 50.71
PP 48.56 48.56 48.56 47.48
S1 40.45 40.45 43.62 38.30
S2 36.15 36.15 42.48
S3 23.74 28.04 41.35
S4 11.33 15.63 37.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.97 44.25 8.72 17.9% 3.12 6.4% 50% False False 39,114
10 58.48 44.25 14.23 29.3% 3.99 8.2% 31% False False 31,830
20 68.06 44.25 23.81 49.0% 3.73 7.7% 18% False False 24,708
40 86.05 44.25 41.80 86.0% 4.25 8.7% 10% False False 18,554
60 111.00 44.25 66.75 137.3% 4.57 9.4% 7% False False 14,747
80 123.30 44.25 79.05 162.6% 4.21 8.7% 6% False False 11,966
100 133.67 44.25 89.42 183.9% 3.81 7.8% 5% False False 10,013
120 148.35 44.25 104.10 214.1% 3.43 7.1% 4% False False 8,538
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.80
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.99
2.618 58.32
1.618 54.85
1.000 52.71
0.618 51.38
HIGH 49.24
0.618 47.91
0.500 47.51
0.382 47.10
LOW 45.77
0.618 43.63
1.000 42.30
1.618 40.16
2.618 36.69
4.250 31.02
Fisher Pivots for day following 08-Dec-2008
Pivot 1 day 3 day
R1 48.25 48.17
PP 47.88 47.72
S1 47.51 47.27

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

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