NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 10-Dec-2008
Day Change Summary
Previous Current
09-Dec-2008 10-Dec-2008 Change Change % Previous Week
Open 50.23 49.11 -1.12 -2.2% 56.85
High 50.87 51.42 0.55 1.1% 57.39
Low 48.40 47.98 -0.42 -0.9% 45.95
Close 48.56 49.56 1.00 2.1% 46.27
Range 2.47 3.44 0.97 39.3% 11.44
ATR 3.73 3.71 -0.02 -0.6% 0.00
Volume 23,017 19,947 -3,070 -13.3% 70,773
Daily Pivots for day following 10-Dec-2008
Classic Woodie Camarilla DeMark
R4 59.97 58.21 51.45
R3 56.53 54.77 50.51
R2 53.09 53.09 50.19
R1 51.33 51.33 49.88 52.21
PP 49.65 49.65 49.65 50.10
S1 47.89 47.89 49.24 48.77
S2 46.21 46.21 48.93
S3 42.77 44.45 48.61
S4 39.33 41.01 47.67
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 51.68 45.95 5.73 11.6% 3.17 6.4% 63% False False 22,064
10 59.57 45.95 13.62 27.5% 3.34 6.7% 27% False False 16,284
20 63.12 45.95 17.17 34.6% 3.41 6.9% 21% False False 12,711
40 80.94 45.95 34.99 70.6% 3.85 7.8% 10% False False 9,798
60 111.15 45.95 65.20 131.6% 3.89 7.9% 6% False False 7,825
80 123.58 45.95 77.63 156.6% 3.22 6.5% 5% False False 6,311
100 132.20 45.95 86.25 174.0% 2.67 5.4% 4% False False 5,277
120 146.86 45.95 100.91 203.6% 2.23 4.5% 4% False False 4,502
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.78
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 66.04
2.618 60.43
1.618 56.99
1.000 54.86
0.618 53.55
HIGH 51.42
0.618 50.11
0.500 49.70
0.382 49.29
LOW 47.98
0.618 45.85
1.000 44.54
1.618 42.41
2.618 38.97
4.250 33.36
Fisher Pivots for day following 10-Dec-2008
Pivot 1 day 3 day
R1 49.70 49.50
PP 49.65 49.43
S1 49.61 49.37

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

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