NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 04-Dec-2008
Day Change Summary
Previous Current
03-Dec-2008 04-Dec-2008 Change Change % Previous Week
Open 52.80 52.52 -0.28 -0.5% 54.55
High 53.35 52.90 -0.45 -0.8% 59.89
Low 52.13 49.80 -2.33 -4.5% 54.25
Close 52.70 49.89 -2.81 -5.3% 59.29
Range 1.22 3.10 1.88 154.1% 5.64
ATR 3.44 3.41 -0.02 -0.7% 0.00
Volume 8,826 9,833 1,007 11.4% 36,671
Daily Pivots for day following 04-Dec-2008
Classic Woodie Camarilla DeMark
R4 60.16 58.13 51.60
R3 57.06 55.03 50.74
R2 53.96 53.96 50.46
R1 51.93 51.93 50.17 51.40
PP 50.86 50.86 50.86 50.60
S1 48.83 48.83 49.61 48.30
S2 47.76 47.76 49.32
S3 44.66 45.73 49.04
S4 41.56 42.63 48.19
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 74.73 72.65 62.39
R3 69.09 67.01 60.84
R2 63.45 63.45 60.32
R1 61.37 61.37 59.81 62.41
PP 57.81 57.81 57.81 58.33
S1 55.73 55.73 58.77 56.77
S2 52.17 52.17 58.26
S3 46.53 50.09 57.74
S4 40.89 44.45 56.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.89 49.80 10.09 20.2% 2.86 5.7% 1% False True 8,214
10 59.89 49.80 10.09 20.2% 3.35 6.7% 1% False True 8,908
20 69.72 49.80 19.92 39.9% 3.22 6.5% 0% False True 7,613
40 89.02 49.80 39.22 78.6% 3.16 6.3% 0% False True 6,201
60 109.58 49.80 59.78 119.8% 2.59 5.2% 0% False True 4,816
80 123.71 49.80 73.91 148.1% 2.01 4.0% 0% False True 3,932
100 137.24 49.80 87.44 175.3% 1.68 3.4% 0% False True 3,294
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 0.52
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 66.08
2.618 61.02
1.618 57.92
1.000 56.00
0.618 54.82
HIGH 52.90
0.618 51.72
0.500 51.35
0.382 50.98
LOW 49.80
0.618 47.88
1.000 46.70
1.618 44.78
2.618 41.68
4.250 36.63
Fisher Pivots for day following 04-Dec-2008
Pivot 1 day 3 day
R1 51.35 52.44
PP 50.86 51.59
S1 50.38 50.74

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

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