NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 30-Dec-2008
Day Change Summary
Previous Current
29-Dec-2008 30-Dec-2008 Change Change % Previous Week
Open 46.70 47.55 0.85 1.8% 50.14
High 48.33 48.00 -0.33 -0.7% 50.56
Low 45.42 46.25 0.83 1.8% 42.51
Close 47.46 47.67 0.21 0.4% 45.08
Range 2.91 1.75 -1.16 -39.9% 8.05
ATR 3.54 3.41 -0.13 -3.6% 0.00
Volume 4,283 12,755 8,472 197.8% 59,819
Daily Pivots for day following 30-Dec-2008
Classic Woodie Camarilla DeMark
R4 52.56 51.86 48.63
R3 50.81 50.11 48.15
R2 49.06 49.06 47.99
R1 48.36 48.36 47.83 48.71
PP 47.31 47.31 47.31 47.48
S1 46.61 46.61 47.51 46.96
S2 45.56 45.56 47.35
S3 43.81 44.86 47.19
S4 42.06 43.11 46.71
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 48.33 42.51 5.82 12.2% 2.61 5.5% 89% False False 11,584
10 55.66 42.51 13.15 27.6% 2.82 5.9% 39% False False 20,364
20 58.91 42.51 16.40 34.4% 3.11 6.5% 31% False False 22,458
40 76.00 42.51 33.49 70.3% 3.48 7.3% 15% False False 18,428
60 91.57 42.51 49.06 102.9% 3.65 7.7% 11% False False 16,571
80 112.04 42.51 69.53 145.9% 3.69 7.7% 7% False False 14,323
100 123.85 42.51 81.34 170.6% 3.39 7.1% 6% False False 12,115
120 147.91 42.51 105.40 221.1% 3.31 6.9% 5% False False 10,734
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 55.44
2.618 52.58
1.618 50.83
1.000 49.75
0.618 49.08
HIGH 48.00
0.618 47.33
0.500 47.13
0.382 46.92
LOW 46.25
0.618 45.17
1.000 44.50
1.618 43.42
2.618 41.67
4.250 38.81
Fisher Pivots for day following 30-Dec-2008
Pivot 1 day 3 day
R1 47.49 46.98
PP 47.31 46.29
S1 47.13 45.60

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

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