NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 31-Dec-2008
Day Change Summary
Previous Current
30-Dec-2008 31-Dec-2008 Change Change % Previous Week
Open 47.55 47.67 0.12 0.3% 50.14
High 48.00 53.70 5.70 11.9% 50.56
Low 46.25 46.36 0.11 0.2% 42.51
Close 47.67 53.16 5.49 11.5% 45.08
Range 1.75 7.34 5.59 319.4% 8.05
ATR 3.41 3.69 0.28 8.2% 0.00
Volume 12,755 15,467 2,712 21.3% 59,819
Daily Pivots for day following 31-Dec-2008
Classic Woodie Camarilla DeMark
R4 73.09 70.47 57.20
R3 65.75 63.13 55.18
R2 58.41 58.41 54.51
R1 55.79 55.79 53.83 57.10
PP 51.07 51.07 51.07 51.73
S1 48.45 48.45 52.49 49.76
S2 43.73 43.73 51.81
S3 36.39 41.11 51.14
S4 29.05 33.77 49.12
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 53.70 42.51 11.19 21.0% 3.52 6.6% 95% True False 11,692
10 55.40 42.51 12.89 24.2% 3.22 6.1% 83% False False 19,342
20 58.91 42.51 16.40 30.9% 3.33 6.3% 65% False False 22,493
40 76.00 42.51 33.49 63.0% 3.59 6.7% 32% False False 18,583
60 91.43 42.51 48.92 92.0% 3.71 7.0% 22% False False 16,709
80 109.98 42.51 67.47 126.9% 3.73 7.0% 16% False False 14,476
100 123.85 42.51 81.34 153.0% 3.46 6.5% 13% False False 12,249
120 146.84 42.51 104.33 196.3% 3.36 6.3% 10% False False 10,835
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 0.56
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 84.90
2.618 72.92
1.618 65.58
1.000 61.04
0.618 58.24
HIGH 53.70
0.618 50.90
0.500 50.03
0.382 49.16
LOW 46.36
0.618 41.82
1.000 39.02
1.618 34.48
2.618 27.14
4.250 15.17
Fisher Pivots for day following 31-Dec-2008
Pivot 1 day 3 day
R1 52.12 51.96
PP 51.07 50.76
S1 50.03 49.56

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

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