NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 10-Dec-2008
Day Change Summary
Previous Current
09-Dec-2008 10-Dec-2008 Change Change % Previous Week
Open 48.80 46.99 -1.81 -3.7% 56.66
High 49.25 50.21 0.96 1.9% 56.66
Low 46.59 46.34 -0.25 -0.5% 44.25
Close 46.86 48.04 1.18 2.5% 44.76
Range 2.66 3.87 1.21 45.5% 12.41
ATR 4.03 4.02 -0.01 -0.3% 0.00
Volume 63,760 46,862 -16,898 -26.5% 147,655
Daily Pivots for day following 10-Dec-2008
Classic Woodie Camarilla DeMark
R4 59.81 57.79 50.17
R3 55.94 53.92 49.10
R2 52.07 52.07 48.75
R1 50.05 50.05 48.39 51.06
PP 48.20 48.20 48.20 48.70
S1 46.18 46.18 47.69 47.19
S2 44.33 44.33 47.33
S3 40.46 42.31 46.98
S4 36.59 38.44 45.91
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 50.29 44.25 6.04 12.6% 3.43 7.1% 63% False False 50,032
10 58.48 44.25 14.23 29.6% 3.65 7.6% 27% False False 36,861
20 62.21 44.25 17.96 37.4% 3.65 7.6% 21% False False 28,772
40 80.40 44.25 36.15 75.2% 4.20 8.7% 10% False False 20,837
60 111.00 44.25 66.75 138.9% 4.51 9.4% 6% False False 16,437
80 123.30 44.25 79.05 164.6% 4.23 8.8% 5% False False 13,285
100 132.00 44.25 87.75 182.7% 3.85 8.0% 4% False False 11,071
120 148.35 44.25 104.10 216.7% 3.48 7.2% 4% False False 9,444
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.68
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 66.66
2.618 60.34
1.618 56.47
1.000 54.08
0.618 52.60
HIGH 50.21
0.618 48.73
0.500 48.28
0.382 47.82
LOW 46.34
0.618 43.95
1.000 42.47
1.618 40.08
2.618 36.21
4.250 29.89
Fisher Pivots for day following 10-Dec-2008
Pivot 1 day 3 day
R1 48.28 48.02
PP 48.20 48.01
S1 48.12 47.99

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

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