NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 29-Dec-2008
Day Change Summary
Previous Current
26-Dec-2008 29-Dec-2008 Change Change % Previous Week
Open 42.87 46.70 3.83 8.9% 50.14
High 45.52 48.33 2.81 6.2% 50.56
Low 42.87 45.42 2.55 5.9% 42.51
Close 45.08 47.46 2.38 5.3% 45.08
Range 2.65 2.91 0.26 9.8% 8.05
ATR 3.56 3.54 -0.02 -0.6% 0.00
Volume 9,568 4,283 -5,285 -55.2% 59,819
Daily Pivots for day following 29-Dec-2008
Classic Woodie Camarilla DeMark
R4 55.80 54.54 49.06
R3 52.89 51.63 48.26
R2 49.98 49.98 47.99
R1 48.72 48.72 47.73 49.35
PP 47.07 47.07 47.07 47.39
S1 45.81 45.81 47.19 46.44
S2 44.16 44.16 46.93
S3 41.25 42.90 46.66
S4 38.34 39.99 45.86
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 50.56 42.51 8.05 17.0% 2.90 6.1% 61% False False 12,820
10 58.91 42.51 16.40 34.6% 3.16 6.7% 30% False False 21,215
20 59.01 42.51 16.50 34.8% 3.23 6.8% 30% False False 22,308
40 76.00 42.51 33.49 70.6% 3.56 7.5% 15% False False 18,590
60 95.75 42.51 53.24 112.2% 3.68 7.8% 9% False False 16,533
80 112.04 42.51 69.53 146.5% 3.70 7.8% 7% False False 14,236
100 123.85 42.51 81.34 171.4% 3.38 7.1% 6% False False 12,018
120 147.91 42.51 105.40 222.1% 3.34 7.0% 5% False False 10,652
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 0.62
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.70
2.618 55.95
1.618 53.04
1.000 51.24
0.618 50.13
HIGH 48.33
0.618 47.22
0.500 46.88
0.382 46.53
LOW 45.42
0.618 43.62
1.000 42.51
1.618 40.71
2.618 37.80
4.250 33.05
Fisher Pivots for day following 29-Dec-2008
Pivot 1 day 3 day
R1 47.27 46.78
PP 47.07 46.10
S1 46.88 45.42

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

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