NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 24-Nov-2008
Day Change Summary
Previous Current
21-Nov-2008 24-Nov-2008 Change Change % Previous Week
Open 52.20 54.00 1.80 3.4% 59.16
High 53.74 58.31 4.57 8.5% 61.77
Low 51.54 52.03 0.49 1.0% 51.54
Close 53.09 57.68 4.59 8.6% 53.09
Range 2.20 6.28 4.08 185.5% 10.23
ATR 3.87 4.04 0.17 4.4% 0.00
Volume 14,538 14,006 -532 -3.7% 51,165
Daily Pivots for day following 24-Nov-2008
Classic Woodie Camarilla DeMark
R4 74.85 72.54 61.13
R3 68.57 66.26 59.41
R2 62.29 62.29 58.83
R1 59.98 59.98 58.26 61.14
PP 56.01 56.01 56.01 56.58
S1 53.70 53.70 57.10 54.86
S2 49.73 49.73 56.53
S3 43.45 47.42 55.95
S4 37.17 41.14 54.23
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 86.16 79.85 58.72
R3 75.93 69.62 55.90
R2 65.70 65.70 54.97
R1 59.39 59.39 54.03 57.43
PP 55.47 55.47 55.47 54.49
S1 49.16 49.16 52.15 47.20
S2 45.24 45.24 51.21
S3 35.01 38.93 50.28
S4 24.78 28.70 47.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.78 51.54 7.24 12.6% 3.28 5.7% 85% False False 11,231
10 65.00 51.54 13.46 23.3% 3.45 6.0% 46% False False 8,899
20 74.05 51.54 22.51 39.0% 4.02 7.0% 27% False False 8,348
40 102.60 51.54 51.06 88.5% 4.20 7.3% 12% False False 6,638
60 112.91 51.54 61.37 106.4% 3.55 6.2% 10% False False 5,376
80 123.58 51.54 72.04 124.9% 2.83 4.9% 9% False False 4,283
100 146.86 51.54 95.32 165.3% 2.30 4.0% 6% False False 3,646
120 146.86 51.54 95.32 165.3% 1.92 3.3% 6% False False 3,093
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 85.00
2.618 74.75
1.618 68.47
1.000 64.59
0.618 62.19
HIGH 58.31
0.618 55.91
0.500 55.17
0.382 54.43
LOW 52.03
0.618 48.15
1.000 45.75
1.618 41.87
2.618 35.59
4.250 25.34
Fisher Pivots for day following 24-Nov-2008
Pivot 1 day 3 day
R1 56.84 56.76
PP 56.01 55.84
S1 55.17 54.93

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

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