NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 02-Dec-2008
Day Change Summary
Previous Current
01-Dec-2008 02-Dec-2008 Change Change % Previous Week
Open 56.85 52.64 -4.21 -7.4% 54.00
High 57.39 54.07 -3.32 -5.8% 59.57
Low 53.03 51.04 -1.99 -3.8% 52.03
Close 53.22 51.15 -2.07 -3.9% 58.24
Range 4.36 3.03 -1.33 -30.5% 7.54
ATR 4.14 4.06 -0.08 -1.9% 0.00
Volume 5,635 10,690 5,055 89.7% 48,044
Daily Pivots for day following 02-Dec-2008
Classic Woodie Camarilla DeMark
R4 61.18 59.19 52.82
R3 58.15 56.16 51.98
R2 55.12 55.12 51.71
R1 53.13 53.13 51.43 52.61
PP 52.09 52.09 52.09 51.83
S1 50.10 50.10 50.87 49.58
S2 49.06 49.06 50.59
S3 46.03 47.07 50.32
S4 43.00 44.04 49.48
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 79.23 76.28 62.39
R3 71.69 68.74 60.31
R2 64.15 64.15 59.62
R1 61.20 61.20 58.93 62.68
PP 56.61 56.61 56.61 57.35
S1 53.66 53.66 57.55 55.14
S2 49.07 49.07 56.86
S3 41.53 46.12 56.17
S4 33.99 38.58 54.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.57 51.04 8.53 16.7% 3.88 7.6% 1% False True 10,072
10 59.57 51.04 8.53 16.7% 3.58 7.0% 1% False True 10,652
20 74.05 51.04 23.01 45.0% 3.86 7.5% 0% False True 8,971
40 90.14 51.04 39.10 76.4% 4.05 7.9% 0% False True 7,458
60 111.15 51.04 60.11 117.5% 3.74 7.3% 0% False True 5,997
80 123.58 51.04 72.54 141.8% 3.07 6.0% 0% False True 4,849
100 146.86 51.04 95.82 187.3% 2.50 4.9% 0% False True 4,107
120 146.86 51.04 95.82 187.3% 2.08 4.1% 0% False True 3,499
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.83
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 66.95
2.618 62.00
1.618 58.97
1.000 57.10
0.618 55.94
HIGH 54.07
0.618 52.91
0.500 52.56
0.382 52.20
LOW 51.04
0.618 49.17
1.000 48.01
1.618 46.14
2.618 43.11
4.250 38.16
Fisher Pivots for day following 02-Dec-2008
Pivot 1 day 3 day
R1 52.56 55.31
PP 52.09 53.92
S1 51.62 52.54

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

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