NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 25-Nov-2008
Day Change Summary
Previous Current
24-Nov-2008 25-Nov-2008 Change Change % Previous Week
Open 54.00 57.38 3.38 6.3% 59.16
High 58.31 57.47 -0.84 -1.4% 61.77
Low 52.03 54.19 2.16 4.2% 51.54
Close 57.68 54.33 -3.35 -5.8% 53.09
Range 6.28 3.28 -3.00 -47.8% 10.23
ATR 4.04 4.00 -0.04 -1.0% 0.00
Volume 14,006 9,477 -4,529 -32.3% 51,165
Daily Pivots for day following 25-Nov-2008
Classic Woodie Camarilla DeMark
R4 65.17 63.03 56.13
R3 61.89 59.75 55.23
R2 58.61 58.61 54.93
R1 56.47 56.47 54.63 55.90
PP 55.33 55.33 55.33 55.05
S1 53.19 53.19 54.03 52.62
S2 52.05 52.05 53.73
S3 48.77 49.91 53.43
S4 45.49 46.63 52.53
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 58.31 51.54 6.77 12.5% 3.63 6.7% 41% False False 11,983
10 63.12 51.54 11.58 21.3% 3.48 6.4% 24% False False 9,138
20 74.05 51.54 22.51 41.4% 4.04 7.4% 12% False False 8,614
40 102.60 51.54 51.06 94.0% 4.12 7.6% 5% False False 6,820
60 112.27 51.54 60.73 111.8% 3.52 6.5% 5% False False 5,497
80 123.58 51.54 72.04 132.6% 2.87 5.3% 4% False False 4,396
100 146.86 51.54 95.32 175.4% 2.34 4.3% 3% False False 3,738
120 146.86 51.54 95.32 175.4% 1.95 3.6% 3% False False 3,169
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.41
2.618 66.06
1.618 62.78
1.000 60.75
0.618 59.50
HIGH 57.47
0.618 56.22
0.500 55.83
0.382 55.44
LOW 54.19
0.618 52.16
1.000 50.91
1.618 48.88
2.618 45.60
4.250 40.25
Fisher Pivots for day following 25-Nov-2008
Pivot 1 day 3 day
R1 55.83 54.93
PP 55.33 54.73
S1 54.83 54.53

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

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