NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 14-Nov-2008
Day Change Summary
Previous Current
13-Nov-2008 14-Nov-2008 Change Change % Previous Week
Open 59.10 62.61 3.51 5.9% 66.83
High 63.00 62.61 -0.39 -0.6% 68.86
Low 58.74 59.53 0.79 1.3% 58.74
Close 61.90 60.25 -1.65 -2.7% 60.25
Range 4.26 3.08 -1.18 -27.7% 10.12
ATR 4.43 4.34 -0.10 -2.2% 0.00
Volume 5,628 6,719 1,091 19.4% 29,098
Daily Pivots for day following 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 70.04 68.22 61.94
R3 66.96 65.14 61.10
R2 63.88 63.88 60.81
R1 62.06 62.06 60.53 61.43
PP 60.80 60.80 60.80 60.48
S1 58.98 58.98 59.97 58.35
S2 57.72 57.72 59.69
S3 54.64 55.90 59.40
S4 51.56 52.82 58.56
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 92.98 86.73 65.82
R3 82.86 76.61 63.03
R2 72.74 72.74 62.11
R1 66.49 66.49 61.18 64.56
PP 62.62 62.62 62.62 61.65
S1 56.37 56.37 59.32 54.44
S2 52.50 52.50 58.39
S3 42.38 46.25 57.47
S4 32.26 36.13 54.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.86 58.74 10.12 16.8% 3.77 6.3% 15% False False 5,819
10 74.05 58.74 15.31 25.4% 4.24 7.0% 10% False False 7,239
20 77.63 58.74 18.89 31.4% 4.21 7.0% 8% False False 6,907
40 111.15 58.74 52.41 87.0% 4.12 6.8% 3% False False 5,600
60 121.19 58.74 62.45 103.7% 3.32 5.5% 2% False False 4,391
80 126.96 58.74 68.22 113.2% 2.60 4.3% 2% False False 3,596
100 146.86 58.74 88.12 146.3% 2.10 3.5% 2% False False 3,017
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 75.70
2.618 70.67
1.618 67.59
1.000 65.69
0.618 64.51
HIGH 62.61
0.618 61.43
0.500 61.07
0.382 60.71
LOW 59.53
0.618 57.63
1.000 56.45
1.618 54.55
2.618 51.47
4.250 46.44
Fisher Pivots for day following 14-Nov-2008
Pivot 1 day 3 day
R1 61.07 60.93
PP 60.80 60.70
S1 60.52 60.48

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

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