NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 18-Dec-2008
Day Change Summary
Previous Current
17-Dec-2008 18-Dec-2008 Change Change % Previous Week
Open 55.50 53.26 -2.24 -4.0% 51.18
High 55.67 53.46 -2.21 -4.0% 57.40
Low 52.74 50.56 -2.18 -4.1% 50.89
Close 52.87 50.69 -2.18 -4.1% 55.85
Range 2.93 2.90 -0.03 -1.0% 6.51
ATR 3.40 3.37 -0.04 -1.1% 0.00
Volume 6,875 10,368 3,493 50.8% 35,911
Daily Pivots for day following 18-Dec-2008
Classic Woodie Camarilla DeMark
R4 60.27 58.38 52.29
R3 57.37 55.48 51.49
R2 54.47 54.47 51.22
R1 52.58 52.58 50.96 52.08
PP 51.57 51.57 51.57 51.32
S1 49.68 49.68 50.42 49.18
S2 48.67 48.67 50.16
S3 45.77 46.78 49.89
S4 42.87 43.88 49.10
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 74.24 71.56 59.43
R3 67.73 65.05 57.64
R2 61.22 61.22 57.04
R1 58.54 58.54 56.45 59.88
PP 54.71 54.71 54.71 55.39
S1 52.03 52.03 55.25 53.37
S2 48.20 48.20 54.66
S3 41.69 45.52 54.06
S4 35.18 39.01 52.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.43 50.56 8.87 17.5% 3.47 6.8% 1% False True 7,106
10 59.43 49.59 9.84 19.4% 3.42 6.8% 11% False False 6,864
20 61.20 49.59 11.61 22.9% 3.01 5.9% 9% False False 5,415
40 76.25 49.59 26.66 52.6% 2.57 5.1% 4% False False 4,202
60 108.05 49.59 58.46 115.3% 2.22 4.4% 2% False False 3,536
80 119.87 49.59 70.28 138.6% 1.92 3.8% 2% False False 2,816
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.55
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 65.79
2.618 61.05
1.618 58.15
1.000 56.36
0.618 55.25
HIGH 53.46
0.618 52.35
0.500 52.01
0.382 51.67
LOW 50.56
0.618 48.77
1.000 47.66
1.618 45.87
2.618 42.97
4.250 38.24
Fisher Pivots for day following 18-Dec-2008
Pivot 1 day 3 day
R1 52.01 53.46
PP 51.57 52.53
S1 51.13 51.61

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

View Archives - Comment on this page... - Back to Index of Symbols