NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 26-Nov-2008
Day Change Summary
Previous Current
25-Nov-2008 26-Nov-2008 Change Change % Previous Week
Open 57.99 56.20 -1.79 -3.1% 61.25
High 59.44 60.43 0.99 1.7% 63.70
Low 55.85 56.17 0.32 0.6% 53.50
Close 56.43 60.12 3.69 6.5% 55.05
Range 3.59 4.26 0.67 18.7% 10.20
ATR 4.17 4.18 0.01 0.2% 0.00
Volume 14,986 15,083 97 0.6% 72,961
Daily Pivots for day following 26-Nov-2008
Classic Woodie Camarilla DeMark
R4 71.69 70.16 62.46
R3 67.43 65.90 61.29
R2 63.17 63.17 60.90
R1 61.64 61.64 60.51 62.41
PP 58.91 58.91 58.91 59.29
S1 57.38 57.38 59.73 58.15
S2 54.65 54.65 59.34
S3 50.39 53.12 58.95
S4 46.13 48.86 57.78
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 88.02 81.73 60.66
R3 77.82 71.53 57.86
R2 67.62 67.62 56.92
R1 61.33 61.33 55.99 59.38
PP 57.42 57.42 57.42 56.44
S1 51.13 51.13 54.12 49.18
S2 47.22 47.22 53.18
S3 37.02 40.93 52.25
S4 26.82 30.73 49.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.43 53.50 6.93 11.5% 4.19 7.0% 96% True False 17,384
10 65.00 53.50 11.50 19.1% 3.69 6.1% 58% False False 14,940
20 76.00 53.50 22.50 37.4% 3.99 6.6% 29% False False 14,708
40 98.25 53.50 44.75 74.4% 3.92 6.5% 15% False False 13,441
60 113.10 53.50 59.60 99.1% 3.83 6.4% 11% False False 11,364
80 123.85 53.50 70.35 117.0% 3.38 5.6% 9% False False 9,307
100 147.91 53.50 94.41 157.0% 3.34 5.6% 7% False False 8,187
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 0.70
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.54
2.618 71.58
1.618 67.32
1.000 64.69
0.618 63.06
HIGH 60.43
0.618 58.80
0.500 58.30
0.382 57.80
LOW 56.17
0.618 53.54
1.000 51.91
1.618 49.28
2.618 45.02
4.250 38.07
Fisher Pivots for day following 26-Nov-2008
Pivot 1 day 3 day
R1 59.51 59.15
PP 58.91 58.18
S1 58.30 57.22

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

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