NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 28-Nov-2008
Day Change Summary
Previous Current
26-Nov-2008 28-Nov-2008 Change Change % Previous Week
Open 56.20 59.80 3.60 6.4% 55.85
High 60.43 61.33 0.90 1.5% 61.33
Low 56.17 57.63 1.46 2.6% 54.00
Close 60.12 60.28 0.16 0.3% 60.28
Range 4.26 3.70 -0.56 -13.1% 7.33
ATR 4.18 4.14 -0.03 -0.8% 0.00
Volume 15,083 15,321 238 1.6% 63,816
Daily Pivots for day following 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 70.85 69.26 62.32
R3 67.15 65.56 61.30
R2 63.45 63.45 60.96
R1 61.86 61.86 60.62 62.66
PP 59.75 59.75 59.75 60.14
S1 58.16 58.16 59.94 58.96
S2 56.05 56.05 59.60
S3 52.35 54.46 59.26
S4 48.65 50.76 58.25
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 80.53 77.73 64.31
R3 73.20 70.40 62.30
R2 65.87 65.87 61.62
R1 63.07 63.07 60.95 64.47
PP 58.54 58.54 58.54 59.24
S1 55.74 55.74 59.61 57.14
S2 51.21 51.21 58.94
S3 43.88 48.41 58.26
S4 36.55 41.08 56.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.33 53.50 7.83 13.0% 4.06 6.7% 87% True False 16,785
10 65.00 53.50 11.50 19.1% 3.60 6.0% 59% False False 15,280
20 76.00 53.50 22.50 37.3% 3.88 6.4% 30% False False 14,872
40 95.75 53.50 42.25 70.1% 3.91 6.5% 16% False False 13,646
60 112.04 53.50 58.54 97.1% 3.85 6.4% 12% False False 11,546
80 123.85 53.50 70.35 116.7% 3.42 5.7% 10% False False 9,446
100 147.91 53.50 94.41 156.6% 3.36 5.6% 7% False False 8,320
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.78
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.06
2.618 71.02
1.618 67.32
1.000 65.03
0.618 63.62
HIGH 61.33
0.618 59.92
0.500 59.48
0.382 59.04
LOW 57.63
0.618 55.34
1.000 53.93
1.618 51.64
2.618 47.94
4.250 41.91
Fisher Pivots for day following 28-Nov-2008
Pivot 1 day 3 day
R1 60.01 59.72
PP 59.75 59.15
S1 59.48 58.59

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

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