NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 11-Dec-2008
Day Change Summary
Previous Current
10-Dec-2008 11-Dec-2008 Change Change % Previous Week
Open 51.60 51.61 0.01 0.0% 59.01
High 53.16 56.84 3.68 6.9% 59.01
Low 50.07 51.52 1.45 2.9% 48.52
Close 51.52 56.34 4.82 9.4% 48.84
Range 3.09 5.32 2.23 72.2% 10.49
ATR 3.77 3.88 0.11 2.9% 0.00
Volume 20,642 34,063 13,421 65.0% 99,823
Daily Pivots for day following 11-Dec-2008
Classic Woodie Camarilla DeMark
R4 70.86 68.92 59.27
R3 65.54 63.60 57.80
R2 60.22 60.22 57.32
R1 58.28 58.28 56.83 59.25
PP 54.90 54.90 54.90 55.39
S1 52.96 52.96 55.85 53.93
S2 49.58 49.58 55.36
S3 44.26 47.64 54.88
S4 38.94 42.32 53.41
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 56.84 48.52 8.32 14.8% 3.55 6.3% 94% True False 27,492
10 61.33 48.52 12.81 22.7% 3.34 5.9% 61% False False 22,224
20 65.00 48.52 16.48 29.3% 3.51 6.2% 47% False False 18,582
40 78.60 48.52 30.08 53.4% 3.80 6.7% 26% False False 16,478
60 109.98 48.52 61.46 109.1% 3.86 6.9% 13% False False 14,036
80 123.85 48.52 75.33 133.7% 3.63 6.4% 10% False False 11,670
100 129.90 48.52 81.38 144.4% 3.35 6.0% 10% False False 10,079
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.90
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 79.45
2.618 70.77
1.618 65.45
1.000 62.16
0.618 60.13
HIGH 56.84
0.618 54.81
0.500 54.18
0.382 53.55
LOW 51.52
0.618 48.23
1.000 46.20
1.618 42.91
2.618 37.59
4.250 28.91
Fisher Pivots for day following 11-Dec-2008
Pivot 1 day 3 day
R1 55.62 55.38
PP 54.90 54.42
S1 54.18 53.46

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

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