NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 04-Dec-2008
Day Change Summary
Previous Current
03-Dec-2008 04-Dec-2008 Change Change % Previous Week
Open 51.41 51.18 -0.23 -0.4% 54.00
High 52.12 51.68 -0.44 -0.8% 59.57
Low 50.71 48.25 -2.46 -4.9% 52.03
Close 51.34 48.43 -2.91 -5.7% 58.24
Range 1.41 3.43 2.02 143.3% 7.54
ATR 3.87 3.84 -0.03 -0.8% 0.00
Volume 11,635 15,203 3,568 30.7% 48,044
Daily Pivots for day following 04-Dec-2008
Classic Woodie Camarilla DeMark
R4 59.74 57.52 50.32
R3 56.31 54.09 49.37
R2 52.88 52.88 49.06
R1 50.66 50.66 48.74 50.06
PP 49.45 49.45 49.45 49.15
S1 47.23 47.23 48.12 46.63
S2 46.02 46.02 47.80
S3 42.59 43.80 47.49
S4 39.16 40.37 46.54
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 48.25 11.32 23.4% 3.29 6.8% 2% False True 10,868
10 59.57 48.25 11.32 23.4% 3.75 7.7% 2% False True 12,072
20 68.86 48.25 20.61 42.6% 3.48 7.2% 1% False True 9,462
40 89.50 48.25 41.25 85.2% 4.00 8.3% 0% False True 7,939
60 111.15 48.25 62.90 129.9% 3.78 7.8% 0% False True 6,363
80 123.58 48.25 75.33 155.5% 3.10 6.4% 0% False True 5,168
100 137.35 48.25 89.10 184.0% 2.55 5.3% 0% False True 4,357
120 146.86 48.25 98.61 203.6% 2.12 4.4% 0% False True 3,717
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 66.26
2.618 60.66
1.618 57.23
1.000 55.11
0.618 53.80
HIGH 51.68
0.618 50.37
0.500 49.97
0.382 49.56
LOW 48.25
0.618 46.13
1.000 44.82
1.618 42.70
2.618 39.27
4.250 33.67
Fisher Pivots for day following 04-Dec-2008
Pivot 1 day 3 day
R1 49.97 51.16
PP 49.45 50.25
S1 48.94 49.34

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

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