NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 29-Dec-2008
Day Change Summary
Previous Current
26-Dec-2008 29-Dec-2008 Change Change % Previous Week
Open 42.00 44.58 2.58 6.1% 49.59
High 43.75 46.89 3.14 7.2% 49.59
Low 41.80 44.08 2.28 5.5% 41.25
Close 43.75 46.19 2.44 5.6% 43.75
Range 1.95 2.81 0.86 44.1% 8.34
ATR 3.30 3.29 -0.01 -0.4% 0.00
Volume 6,184 1,913 -4,271 -69.1% 33,050
Daily Pivots for day following 29-Dec-2008
Classic Woodie Camarilla DeMark
R4 54.15 52.98 47.74
R3 51.34 50.17 46.96
R2 48.53 48.53 46.71
R1 47.36 47.36 46.45 47.95
PP 45.72 45.72 45.72 46.01
S1 44.55 44.55 45.93 45.14
S2 42.91 42.91 45.67
S3 40.10 41.74 45.42
S4 37.29 38.93 44.64
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 49.59 41.25 8.34 18.1% 3.03 6.6% 59% False False 6,992
10 57.89 41.25 16.64 36.0% 3.12 6.8% 30% False False 10,022
20 58.40 41.25 17.15 37.1% 3.08 6.7% 29% False False 11,398
40 75.10 41.25 33.85 73.3% 3.35 7.3% 15% False False 9,358
60 94.50 41.25 53.25 115.3% 3.13 6.8% 9% False False 7,551
80 110.69 41.25 69.44 150.3% 2.58 5.6% 7% False False 6,127
100 123.71 41.25 82.46 178.5% 2.13 4.6% 6% False False 5,129
120 146.69 41.25 105.44 228.3% 1.82 3.9% 5% False False 4,382
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 0.72
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.83
2.618 54.25
1.618 51.44
1.000 49.70
0.618 48.63
HIGH 46.89
0.618 45.82
0.500 45.49
0.382 45.15
LOW 44.08
0.618 42.34
1.000 41.27
1.618 39.53
2.618 36.72
4.250 32.14
Fisher Pivots for day following 29-Dec-2008
Pivot 1 day 3 day
R1 45.96 45.48
PP 45.72 44.78
S1 45.49 44.07

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

View Archives - Comment on this page... - Back to Index of Symbols