NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 09-Dec-2008
Day Change Summary
Previous Current
08-Dec-2008 09-Dec-2008 Change Change % Previous Week
Open 51.22 52.90 1.68 3.3% 59.01
High 53.17 53.52 0.35 0.7% 59.01
Low 50.00 50.81 0.81 1.6% 48.52
Close 52.78 50.98 -1.80 -3.4% 48.84
Range 3.17 2.71 -0.46 -14.5% 10.49
ATR 3.91 3.83 -0.09 -2.2% 0.00
Volume 26,188 26,212 24 0.1% 99,823
Daily Pivots for day following 09-Dec-2008
Classic Woodie Camarilla DeMark
R4 59.90 58.15 52.47
R3 57.19 55.44 51.73
R2 54.48 54.48 51.48
R1 52.73 52.73 51.23 52.25
PP 51.77 51.77 51.77 51.53
S1 50.02 50.02 50.73 49.54
S2 49.06 49.06 50.48
S3 46.35 47.31 50.23
S4 43.64 44.60 49.49
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 83.59 76.71 54.61
R3 73.10 66.22 51.72
R2 62.61 62.61 50.76
R1 55.73 55.73 49.80 53.93
PP 52.12 52.12 52.12 51.22
S1 45.24 45.24 47.88 43.44
S2 41.63 41.63 46.92
S3 31.14 34.75 45.96
S4 20.65 24.26 43.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.61 48.52 6.09 11.9% 2.86 5.6% 40% False False 25,541
10 61.33 48.52 12.81 25.1% 3.29 6.4% 19% False False 19,761
20 65.80 48.52 17.28 33.9% 3.36 6.6% 14% False False 17,230
40 87.13 48.52 38.61 75.7% 3.78 7.4% 6% False False 15,778
60 109.98 48.52 61.46 120.6% 3.86 7.6% 4% False False 13,431
80 123.85 48.52 75.33 147.8% 3.55 7.0% 3% False False 11,037
100 132.79 48.52 84.27 165.3% 3.31 6.5% 3% False False 9,581
Crabel Price Patterns
NR True
NR4 True
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 False
Bear Hook False
Bull Hook False
Stretch 0.89
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 65.04
2.618 60.61
1.618 57.90
1.000 56.23
0.618 55.19
HIGH 53.52
0.618 52.48
0.500 52.17
0.382 51.85
LOW 50.81
0.618 49.14
1.000 48.10
1.618 46.43
2.618 43.72
4.250 39.29
Fisher Pivots for day following 09-Dec-2008
Pivot 1 day 3 day
R1 52.17 51.02
PP 51.77 51.01
S1 51.38 50.99

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

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