NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 29-Dec-2008
Day Change Summary
Previous Current
26-Dec-2008 29-Dec-2008 Change Change % Previous Week
Open 38.78 42.00 3.22 8.3% 45.21
High 40.84 45.04 4.20 10.3% 46.11
Low 38.41 40.57 2.16 5.6% 38.00
Close 40.53 43.03 2.50 6.2% 40.53
Range 2.43 4.47 2.04 84.0% 8.11
ATR 3.92 3.96 0.04 1.1% 0.00
Volume 31,635 12,904 -18,731 -59.2% 187,196
Daily Pivots for day following 29-Dec-2008
Classic Woodie Camarilla DeMark
R4 56.29 54.13 45.49
R3 51.82 49.66 44.26
R2 47.35 47.35 43.85
R1 45.19 45.19 43.44 46.27
PP 42.88 42.88 42.88 43.42
S1 40.72 40.72 42.62 41.80
S2 38.41 38.41 42.21
S3 33.94 36.25 41.80
S4 29.47 31.78 40.57
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 65.88 61.31 44.99
R3 57.77 53.20 42.76
R2 49.66 49.66 42.02
R1 45.09 45.09 41.27 43.32
PP 41.55 41.55 41.55 40.66
S1 36.98 36.98 39.79 35.21
S2 33.44 33.44 39.04
S3 25.33 28.87 38.30
S4 17.22 20.76 36.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.11 38.00 8.11 18.8% 3.61 8.4% 62% False False 40,020
10 55.30 38.00 17.30 40.2% 3.81 8.9% 29% False False 46,329
20 56.66 38.00 18.66 43.4% 3.76 8.7% 27% False False 45,988
40 73.54 38.00 35.54 82.6% 3.99 9.3% 14% False False 32,269
60 95.20 38.00 57.20 132.9% 4.19 9.7% 9% False False 25,025
80 111.00 38.00 73.00 169.6% 4.35 10.1% 7% False False 20,343
100 123.30 38.00 85.30 198.2% 4.04 9.4% 6% False False 16,808
120 148.35 38.00 110.35 256.4% 3.83 8.9% 5% False False 14,345
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 1.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.04
2.618 56.74
1.618 52.27
1.000 49.51
0.618 47.80
HIGH 45.04
0.618 43.33
0.500 42.81
0.382 42.28
LOW 40.57
0.618 37.81
1.000 36.10
1.618 33.34
2.618 28.87
4.250 21.57
Fisher Pivots for day following 29-Dec-2008
Pivot 1 day 3 day
R1 42.96 42.53
PP 42.88 42.02
S1 42.81 41.52

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

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