NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 08-Dec-2008
Day Change Summary
Previous Current
05-Dec-2008 08-Dec-2008 Change Change % Previous Week
Open 48.57 47.32 -1.25 -2.6% 56.85
High 49.08 50.69 1.61 3.3% 57.39
Low 45.95 47.32 1.37 3.0% 45.95
Close 46.27 50.29 4.02 8.7% 46.27
Range 3.13 3.37 0.24 7.7% 11.44
ATR 3.79 3.83 0.05 1.2% 0.00
Volume 27,610 24,543 -3,067 -11.1% 70,773
Daily Pivots for day following 08-Dec-2008
Classic Woodie Camarilla DeMark
R4 59.54 58.29 52.14
R3 56.17 54.92 51.22
R2 52.80 52.80 50.91
R1 51.55 51.55 50.60 52.18
PP 49.43 49.43 49.43 49.75
S1 48.18 48.18 49.98 48.81
S2 46.06 46.06 49.67
S3 42.69 44.81 49.36
S4 39.32 41.44 48.44
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 54.07 45.95 8.12 16.1% 2.87 5.7% 53% False False 17,936
10 59.57 45.95 13.62 27.1% 3.70 7.4% 32% False False 14,336
20 68.86 45.95 22.91 45.6% 3.50 7.0% 19% False False 11,181
40 86.45 45.95 40.50 80.5% 3.91 7.8% 11% False False 8,979
60 111.15 45.95 65.20 129.6% 3.85 7.7% 7% False False 7,156
80 123.58 45.95 77.63 154.4% 3.16 6.3% 6% False False 5,792
100 133.73 45.95 87.78 174.5% 2.61 5.2% 5% False False 4,863
120 146.86 45.95 100.91 200.7% 2.18 4.3% 4% False False 4,146
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 0.81
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.01
2.618 59.51
1.618 56.14
1.000 54.06
0.618 52.77
HIGH 50.69
0.618 49.40
0.500 49.01
0.382 48.61
LOW 47.32
0.618 45.24
1.000 43.95
1.618 41.87
2.618 38.50
4.250 33.00
Fisher Pivots for day following 08-Dec-2008
Pivot 1 day 3 day
R1 49.86 49.80
PP 49.43 49.31
S1 49.01 48.82

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

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