NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 17-Dec-2008
Day Change Summary
Previous Current
16-Dec-2008 17-Dec-2008 Change Change % Previous Week
Open 53.28 53.32 0.04 0.1% 49.04
High 54.30 53.93 -0.37 -0.7% 55.95
Low 52.16 50.66 -1.50 -2.9% 49.04
Close 52.16 50.64 -1.52 -2.9% 54.32
Range 2.14 3.27 1.13 52.8% 6.91
ATR 3.46 3.45 -0.01 -0.4% 0.00
Volume 7,782 15,164 7,382 94.9% 78,607
Daily Pivots for day following 17-Dec-2008
Classic Woodie Camarilla DeMark
R4 61.55 59.37 52.44
R3 58.28 56.10 51.54
R2 55.01 55.01 51.24
R1 52.83 52.83 50.94 52.29
PP 51.74 51.74 51.74 51.47
S1 49.56 49.56 50.34 49.02
S2 48.47 48.47 50.04
S3 45.20 46.29 49.74
S4 41.93 43.02 48.84
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 73.83 70.99 58.12
R3 66.92 64.08 56.22
R2 60.01 60.01 55.59
R1 57.17 57.17 54.95 58.59
PP 53.10 53.10 53.10 53.82
S1 50.26 50.26 53.69 51.68
S2 46.19 46.19 53.05
S3 39.28 43.35 52.42
S4 32.37 36.44 50.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.89 50.40 7.49 14.8% 3.85 7.6% 3% False False 14,284
10 57.89 47.37 10.52 20.8% 3.29 6.5% 31% False False 13,966
20 59.89 47.37 12.52 24.7% 3.22 6.4% 26% False False 11,217
40 75.10 47.37 27.73 54.8% 3.30 6.5% 12% False False 8,593
60 107.65 47.37 60.28 119.0% 2.89 5.7% 5% False False 6,664
80 119.79 47.37 72.42 143.0% 2.35 4.6% 5% False False 5,473
100 126.47 47.37 79.10 156.2% 1.93 3.8% 4% False False 4,523
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 0.70
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 67.83
2.618 62.49
1.618 59.22
1.000 57.20
0.618 55.95
HIGH 53.93
0.618 52.68
0.500 52.30
0.382 51.91
LOW 50.66
0.618 48.64
1.000 47.39
1.618 45.37
2.618 42.10
4.250 36.76
Fisher Pivots for day following 17-Dec-2008
Pivot 1 day 3 day
R1 52.30 54.28
PP 51.74 53.06
S1 51.19 51.85

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

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