NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 26-Dec-2008
Day Change Summary
Previous Current
24-Dec-2008 26-Dec-2008 Change Change % Previous Week
Open 45.03 42.87 -2.16 -4.8% 50.14
High 45.45 45.52 0.07 0.2% 50.56
Low 42.51 42.87 0.36 0.8% 42.51
Close 42.79 45.08 2.29 5.4% 45.08
Range 2.94 2.65 -0.29 -9.9% 8.05
ATR 3.63 3.56 -0.06 -1.8% 0.00
Volume 16,390 9,568 -6,822 -41.6% 59,819
Daily Pivots for day following 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 52.44 51.41 46.54
R3 49.79 48.76 45.81
R2 47.14 47.14 45.57
R1 46.11 46.11 45.32 46.63
PP 44.49 44.49 44.49 44.75
S1 43.46 43.46 44.84 43.98
S2 41.84 41.84 44.59
S3 39.19 40.81 44.35
S4 36.54 38.16 43.62
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 70.20 65.69 49.51
R3 62.15 57.64 47.29
R2 54.10 54.10 46.56
R1 49.59 49.59 45.82 47.82
PP 46.05 46.05 46.05 45.17
S1 41.54 41.54 44.34 39.77
S2 38.00 38.00 43.60
S3 29.95 33.49 42.87
S4 21.90 25.44 40.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.05 42.51 8.54 18.9% 2.68 5.9% 30% False False 17,891
10 58.91 42.51 16.40 36.4% 3.20 7.1% 16% False False 23,495
20 61.33 42.51 18.82 41.7% 3.27 7.3% 14% False False 22,860
40 76.00 42.51 33.49 74.3% 3.63 8.0% 8% False False 18,784
60 98.25 42.51 55.74 123.6% 3.70 8.2% 5% False False 16,581
80 113.10 42.51 70.59 156.6% 3.69 8.2% 4% False False 14,238
100 123.85 42.51 81.34 180.4% 3.36 7.5% 3% False False 12,018
120 147.91 42.51 105.40 233.8% 3.33 7.4% 2% False False 10,632
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 56.78
2.618 52.46
1.618 49.81
1.000 48.17
0.618 47.16
HIGH 45.52
0.618 44.51
0.500 44.20
0.382 43.88
LOW 42.87
0.618 41.23
1.000 40.22
1.618 38.58
2.618 35.93
4.250 31.61
Fisher Pivots for day following 26-Dec-2008
Pivot 1 day 3 day
R1 44.79 45.21
PP 44.49 45.17
S1 44.20 45.12

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

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