NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 10-Nov-2008
Day Change Summary
Previous Current
07-Nov-2008 10-Nov-2008 Change Change % Previous Week
Open 63.78 66.83 3.05 4.8% 69.87
High 65.36 68.86 3.50 5.4% 74.05
Low 63.67 64.16 0.49 0.8% 63.67
Close 64.69 65.95 1.26 1.9% 64.69
Range 1.69 4.70 3.01 178.1% 10.38
ATR 4.53 4.54 0.01 0.3% 0.00
Volume 7,534 5,277 -2,257 -30.0% 43,297
Daily Pivots for day following 10-Nov-2008
Classic Woodie Camarilla DeMark
R4 80.42 77.89 68.54
R3 75.72 73.19 67.24
R2 71.02 71.02 66.81
R1 68.49 68.49 66.38 67.41
PP 66.32 66.32 66.32 65.78
S1 63.79 63.79 65.52 62.71
S2 61.62 61.62 65.09
S3 56.92 59.09 64.66
S4 52.22 54.39 63.37
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 98.61 92.03 70.40
R3 88.23 81.65 67.54
R2 77.85 77.85 66.59
R1 71.27 71.27 65.64 69.37
PP 67.47 67.47 67.47 66.52
S1 60.89 60.89 63.74 58.99
S2 57.09 57.09 62.79
S3 46.71 50.51 61.84
S4 36.33 40.13 58.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.05 63.67 10.38 15.7% 4.65 7.0% 22% False False 8,016
10 74.05 63.67 10.38 15.7% 4.59 7.0% 22% False False 7,798
20 86.45 63.67 22.78 34.5% 4.42 6.7% 10% False False 6,706
40 111.15 63.67 47.48 72.0% 4.06 6.2% 5% False False 5,246
60 123.58 63.67 59.91 90.8% 3.11 4.7% 4% False False 4,067
80 133.73 63.67 70.06 106.2% 2.45 3.7% 3% False False 3,343
100 146.86 63.67 83.19 126.1% 1.96 3.0% 3% False False 2,790
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.10
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 88.84
2.618 81.16
1.618 76.46
1.000 73.56
0.618 71.76
HIGH 68.86
0.618 67.06
0.500 66.51
0.382 65.96
LOW 64.16
0.618 61.26
1.000 59.46
1.618 56.56
2.618 51.86
4.250 44.19
Fisher Pivots for day following 10-Nov-2008
Pivot 1 day 3 day
R1 66.51 66.27
PP 66.32 66.16
S1 66.14 66.06

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

View Archives - Comment on this page... - Back to Index of Symbols