NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 26-Dec-2008
Day Change Summary
Previous Current
24-Dec-2008 26-Dec-2008 Change Change % Previous Week
Open 44.20 40.80 -3.40 -7.7% 47.41
High 44.20 42.63 -1.57 -3.6% 48.00
Low 39.82 40.18 0.36 0.9% 39.82
Close 40.06 42.28 2.22 5.5% 42.28
Range 4.38 2.45 -1.93 -44.1% 8.18
ATR 3.73 3.65 -0.08 -2.2% 0.00
Volume 20,507 14,074 -6,433 -31.4% 72,727
Daily Pivots for day following 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 49.05 48.11 43.63
R3 46.60 45.66 42.95
R2 44.15 44.15 42.73
R1 43.21 43.21 42.50 43.68
PP 41.70 41.70 41.70 41.93
S1 40.76 40.76 42.06 41.23
S2 39.25 39.25 41.83
S3 36.80 38.31 41.61
S4 34.35 35.86 40.93
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 67.91 63.27 46.78
R3 59.73 55.09 44.53
R2 51.55 51.55 43.78
R1 46.91 46.91 43.03 45.14
PP 43.37 43.37 43.37 42.48
S1 38.73 38.73 41.53 36.96
S2 35.19 35.19 40.78
S3 27.01 30.55 40.03
S4 18.83 22.37 37.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.10 39.82 8.28 19.6% 2.99 7.1% 30% False False 20,944
10 56.96 39.82 17.14 40.5% 3.53 8.3% 14% False False 21,376
20 59.57 39.82 19.75 46.7% 3.48 8.2% 12% False False 19,761
40 74.05 39.82 34.23 81.0% 3.76 8.9% 7% False False 14,365
60 99.14 39.82 59.32 140.3% 3.88 9.2% 4% False False 11,270
80 112.27 39.82 72.45 171.4% 3.55 8.4% 3% False False 9,183
100 123.58 39.82 83.76 198.1% 3.03 7.2% 3% False False 7,593
120 146.86 39.82 107.04 253.2% 2.56 6.1% 2% False False 6,507
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.98
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 53.04
2.618 49.04
1.618 46.59
1.000 45.08
0.618 44.14
HIGH 42.63
0.618 41.69
0.500 41.41
0.382 41.12
LOW 40.18
0.618 38.67
1.000 37.73
1.618 36.22
2.618 33.77
4.250 29.77
Fisher Pivots for day following 26-Dec-2008
Pivot 1 day 3 day
R1 41.99 42.56
PP 41.70 42.47
S1 41.41 42.37

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

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