NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 06-Nov-2008
Day Change Summary
Previous Current
05-Nov-2008 06-Nov-2008 Change Change % Previous Week
Open 72.74 68.45 -4.29 -5.9% 66.53
High 72.78 68.54 -4.24 -5.8% 72.38
Low 68.49 64.02 -4.47 -6.5% 64.07
Close 68.69 64.29 -4.40 -6.4% 70.56
Range 4.29 4.52 0.23 5.4% 8.31
ATR 4.75 4.74 -0.01 -0.1% 0.00
Volume 11,332 10,238 -1,094 -9.7% 40,097
Daily Pivots for day following 06-Nov-2008
Classic Woodie Camarilla DeMark
R4 79.18 76.25 66.78
R3 74.66 71.73 65.53
R2 70.14 70.14 65.12
R1 67.21 67.21 64.70 66.42
PP 65.62 65.62 65.62 65.22
S1 62.69 62.69 63.88 61.90
S2 61.10 61.10 63.46
S3 56.58 58.17 63.05
S4 52.06 53.65 61.80
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 93.93 90.56 75.13
R3 85.62 82.25 72.85
R2 77.31 77.31 72.08
R1 73.94 73.94 71.32 75.63
PP 69.00 69.00 69.00 69.85
S1 65.63 65.63 69.80 67.32
S2 60.69 60.69 69.04
S3 52.38 57.32 68.27
S4 44.07 49.01 65.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.05 64.02 10.03 15.6% 5.28 8.2% 3% False True 8,880
10 74.05 64.02 10.03 15.6% 4.76 7.4% 3% False True 8,238
20 86.45 64.02 22.43 34.9% 4.54 7.1% 1% False True 6,605
40 111.15 64.02 47.13 73.3% 4.00 6.2% 1% False True 5,041
60 123.58 64.02 59.56 92.6% 3.01 4.7% 0% False True 3,887
80 133.73 64.02 69.71 108.4% 2.37 3.7% 0% False True 3,199
100 146.86 64.02 82.84 128.9% 1.90 2.9% 0% False True 2,665
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 0.91
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.75
2.618 80.37
1.618 75.85
1.000 73.06
0.618 71.33
HIGH 68.54
0.618 66.81
0.500 66.28
0.382 65.75
LOW 64.02
0.618 61.23
1.000 59.50
1.618 56.71
2.618 52.19
4.250 44.81
Fisher Pivots for day following 06-Nov-2008
Pivot 1 day 3 day
R1 66.28 69.04
PP 65.62 67.45
S1 64.95 65.87

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

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