NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 16-Dec-2008
Day Change Summary
Previous Current
15-Dec-2008 16-Dec-2008 Change Change % Previous Week
Open 49.29 47.92 -1.37 -2.8% 43.69
High 52.95 49.54 -3.41 -6.4% 51.77
Low 47.07 45.79 -1.28 -2.7% 43.69
Close 47.47 46.70 -0.77 -1.6% 49.12
Range 5.88 3.75 -2.13 -36.2% 8.08
ATR 4.40 4.35 -0.05 -1.1% 0.00
Volume 126,839 117,594 -9,245 -7.3% 773,871
Daily Pivots for day following 16-Dec-2008
Classic Woodie Camarilla DeMark
R4 58.59 56.40 48.76
R3 54.84 52.65 47.73
R2 51.09 51.09 47.39
R1 48.90 48.90 47.04 48.12
PP 47.34 47.34 47.34 46.96
S1 45.15 45.15 46.36 44.37
S2 43.59 43.59 46.01
S3 39.84 41.40 45.67
S4 36.09 37.65 44.64
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 72.43 68.86 53.56
R3 64.35 60.78 51.34
R2 56.27 56.27 50.60
R1 52.70 52.70 49.86 54.49
PP 48.19 48.19 48.19 49.09
S1 44.62 44.62 48.38 46.41
S2 40.11 40.11 47.64
S3 32.03 36.54 46.90
S4 23.95 28.46 44.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.95 44.28 8.67 18.6% 4.70 10.1% 28% False False 139,232
10 52.95 42.51 10.44 22.4% 3.85 8.3% 40% False False 121,250
20 57.24 42.51 14.73 31.5% 3.99 8.5% 28% False False 84,940
40 76.49 42.51 33.98 72.8% 4.43 9.5% 12% False False 53,893
60 108.83 42.51 66.32 142.0% 4.64 9.9% 6% False False 39,872
80 121.18 42.51 78.67 168.5% 4.47 9.6% 5% False False 31,521
100 129.51 42.51 87.00 186.3% 4.31 9.2% 5% False False 25,795
120 148.17 42.51 105.66 226.3% 3.90 8.4% 4% False False 21,817
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 0.77
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 65.48
2.618 59.36
1.618 55.61
1.000 53.29
0.618 51.86
HIGH 49.54
0.618 48.11
0.500 47.67
0.382 47.22
LOW 45.79
0.618 43.47
1.000 42.04
1.618 39.72
2.618 35.97
4.250 29.85
Fisher Pivots for day following 16-Dec-2008
Pivot 1 day 3 day
R1 47.67 49.37
PP 47.34 48.48
S1 47.02 47.59

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

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