NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 30-Dec-2008
Day Change Summary
Previous Current
29-Dec-2008 30-Dec-2008 Change Change % Previous Week
Open 43.40 45.00 1.60 3.7% 47.41
High 46.50 45.15 -1.35 -2.9% 48.00
Low 42.45 43.26 0.81 1.9% 39.82
Close 44.81 44.80 -0.01 0.0% 42.28
Range 4.05 1.89 -2.16 -53.3% 8.18
ATR 3.69 3.56 -0.13 -3.5% 0.00
Volume 4,045 14,763 10,718 265.0% 72,727
Daily Pivots for day following 30-Dec-2008
Classic Woodie Camarilla DeMark
R4 50.07 49.33 45.84
R3 48.18 47.44 45.32
R2 46.29 46.29 45.15
R1 45.55 45.55 44.97 44.98
PP 44.40 44.40 44.40 44.12
S1 43.66 43.66 44.63 43.09
S2 42.51 42.51 44.45
S3 40.62 41.77 44.28
S4 38.73 39.88 43.76
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 46.50 39.82 6.68 14.9% 3.08 6.9% 75% False False 14,731
10 53.58 39.82 13.76 30.7% 3.22 7.2% 36% False False 18,723
20 56.96 39.82 17.14 38.3% 3.35 7.5% 29% False False 19,861
40 74.05 39.82 34.23 76.4% 3.65 8.2% 15% False False 14,361
60 91.65 39.82 51.83 115.7% 3.84 8.6% 10% False False 11,469
80 111.15 39.82 71.33 159.2% 3.60 8.0% 7% False False 9,383
100 123.58 39.82 83.76 187.0% 3.09 6.9% 6% False False 7,761
120 146.86 39.82 107.04 238.9% 2.61 5.8% 5% False False 6,646
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.81
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 53.18
2.618 50.10
1.618 48.21
1.000 47.04
0.618 46.32
HIGH 45.15
0.618 44.43
0.500 44.21
0.382 43.98
LOW 43.26
0.618 42.09
1.000 41.37
1.618 40.20
2.618 38.31
4.250 35.23
Fisher Pivots for day following 30-Dec-2008
Pivot 1 day 3 day
R1 44.60 44.31
PP 44.40 43.83
S1 44.21 43.34

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

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