NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 05-Dec-2008
Day Change Summary
Previous Current
04-Dec-2008 05-Dec-2008 Change Change % Previous Week
Open 51.18 48.57 -2.61 -5.1% 56.85
High 51.68 49.08 -2.60 -5.0% 57.39
Low 48.25 45.95 -2.30 -4.8% 45.95
Close 48.43 46.27 -2.16 -4.5% 46.27
Range 3.43 3.13 -0.30 -8.7% 11.44
ATR 3.84 3.79 -0.05 -1.3% 0.00
Volume 15,203 27,610 12,407 81.6% 70,773
Daily Pivots for day following 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 56.49 54.51 47.99
R3 53.36 51.38 47.13
R2 50.23 50.23 46.84
R1 48.25 48.25 46.56 47.68
PP 47.10 47.10 47.10 46.81
S1 45.12 45.12 45.98 44.55
S2 43.97 43.97 45.70
S3 40.84 41.99 45.41
S4 37.71 38.86 44.55
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 84.19 76.67 52.56
R3 72.75 65.23 49.42
R2 61.31 61.31 48.37
R1 53.79 53.79 47.32 51.83
PP 49.87 49.87 49.87 48.89
S1 42.35 42.35 45.22 40.39
S2 38.43 38.43 44.17
S3 26.99 30.91 43.12
S4 15.55 19.47 39.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.39 45.95 11.44 24.7% 3.07 6.6% 3% False True 14,154
10 59.57 45.95 13.62 29.4% 3.59 7.7% 2% False True 13,335
20 68.86 45.95 22.91 49.5% 3.41 7.4% 1% False True 10,330
40 86.45 45.95 40.50 87.5% 3.98 8.6% 1% False True 8,467
60 111.15 45.95 65.20 140.9% 3.81 8.2% 0% False True 6,804
80 123.58 45.95 77.63 167.8% 3.11 6.7% 0% False True 5,498
100 133.73 45.95 87.78 189.7% 2.58 5.6% 0% False True 4,625
120 146.86 45.95 100.91 218.1% 2.15 4.6% 0% False True 3,942
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.88
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 62.38
2.618 57.27
1.618 54.14
1.000 52.21
0.618 51.01
HIGH 49.08
0.618 47.88
0.500 47.52
0.382 47.15
LOW 45.95
0.618 44.02
1.000 42.82
1.618 40.89
2.618 37.76
4.250 32.65
Fisher Pivots for day following 05-Dec-2008
Pivot 1 day 3 day
R1 47.52 49.04
PP 47.10 48.11
S1 46.69 47.19

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

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