NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 22-Dec-2008
Day Change Summary
Previous Current
19-Dec-2008 22-Dec-2008 Change Change % Previous Week
Open 44.90 45.21 0.31 0.7% 52.50
High 46.10 46.11 0.01 0.0% 55.30
Low 43.75 42.44 -1.31 -3.0% 43.75
Close 45.16 42.88 -2.28 -5.0% 45.16
Range 2.35 3.67 1.32 56.2% 11.55
ATR 4.09 4.06 -0.03 -0.7% 0.00
Volume 63,046 54,024 -9,022 -14.3% 263,196
Daily Pivots for day following 22-Dec-2008
Classic Woodie Camarilla DeMark
R4 54.82 52.52 44.90
R3 51.15 48.85 43.89
R2 47.48 47.48 43.55
R1 45.18 45.18 43.22 44.50
PP 43.81 43.81 43.81 43.47
S1 41.51 41.51 42.54 40.83
S2 40.14 40.14 42.21
S3 36.47 37.84 41.87
S4 32.80 34.17 40.86
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 82.72 75.49 51.51
R3 71.17 63.94 48.34
R2 59.62 59.62 47.28
R1 52.39 52.39 46.22 50.23
PP 48.07 48.07 48.07 46.99
S1 40.84 40.84 44.10 38.68
S2 36.52 36.52 43.04
S3 24.97 29.29 41.98
S4 13.42 17.74 38.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.96 42.44 9.52 22.2% 3.64 8.5% 5% False True 53,420
10 55.30 42.44 12.86 30.0% 3.99 9.3% 3% False True 56,533
20 58.48 42.44 16.04 37.4% 3.99 9.3% 3% False True 44,182
40 73.54 42.44 31.10 72.5% 4.09 9.5% 1% False True 30,069
60 106.03 42.44 63.59 148.3% 4.42 10.3% 1% False True 22,992
80 119.70 42.44 77.26 180.2% 4.35 10.1% 1% False True 18,733
100 127.94 42.44 85.50 199.4% 4.00 9.3% 1% False True 15,441
120 148.35 42.44 105.91 247.0% 3.72 8.7% 0% False True 13,184
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.71
2.618 55.72
1.618 52.05
1.000 49.78
0.618 48.38
HIGH 46.11
0.618 44.71
0.500 44.28
0.382 43.84
LOW 42.44
0.618 40.17
1.000 38.77
1.618 36.50
2.618 32.83
4.250 26.84
Fisher Pivots for day following 22-Dec-2008
Pivot 1 day 3 day
R1 44.28 45.41
PP 43.81 44.57
S1 43.35 43.72

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

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