NYMEX Light Sweet Crude Oil Future May 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 45.30 42.00 -3.30 -7.3% 49.59
High 45.60 43.75 -1.85 -4.1% 49.59
Low 41.25 41.80 0.55 1.3% 41.25
Close 41.50 43.75 2.25 5.4% 43.75
Range 4.35 1.95 -2.40 -55.2% 8.34
ATR 3.38 3.30 -0.08 -2.4% 0.00
Volume 10,719 6,184 -4,535 -42.3% 33,050
Daily Pivots for day following 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 48.95 48.30 44.82
R3 47.00 46.35 44.29
R2 45.05 45.05 44.11
R1 44.40 44.40 43.93 44.73
PP 43.10 43.10 43.10 43.26
S1 42.45 42.45 43.57 42.78
S2 41.15 41.15 43.39
S3 39.20 40.50 43.21
S4 37.25 38.55 42.68
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 69.88 65.16 48.34
R3 61.54 56.82 46.04
R2 53.20 53.20 45.28
R1 48.48 48.48 44.51 46.67
PP 44.86 44.86 44.86 43.96
S1 40.14 40.14 42.99 38.33
S2 36.52 36.52 42.22
S3 28.18 31.80 41.46
S4 19.84 23.46 39.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.65 41.25 8.40 19.2% 2.86 6.5% 30% False False 9,674
10 57.89 41.25 16.64 38.0% 3.17 7.2% 15% False False 11,646
20 59.89 41.25 18.64 42.6% 3.10 7.1% 13% False False 11,720
40 75.10 41.25 33.85 77.4% 3.36 7.7% 7% False False 9,493
60 95.08 41.25 53.83 123.0% 3.09 7.1% 5% False False 7,543
80 111.02 41.25 69.77 159.5% 2.55 5.8% 4% False False 6,127
100 123.71 41.25 82.46 188.5% 2.11 4.8% 3% False False 5,118
120 146.69 41.25 105.44 241.0% 1.79 4.1% 2% False False 4,371
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 0.71
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 52.04
2.618 48.86
1.618 46.91
1.000 45.70
0.618 44.96
HIGH 43.75
0.618 43.01
0.500 42.78
0.382 42.54
LOW 41.80
0.618 40.59
1.000 39.85
1.618 38.64
2.618 36.69
4.250 33.51
Fisher Pivots for day following 26-Dec-2008
Pivot 1 day 3 day
R1 43.43 43.96
PP 43.10 43.89
S1 42.78 43.82

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

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