NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 14-Nov-2008
Day Change Summary
Previous Current
13-Nov-2008 14-Nov-2008 Change Change % Previous Week
Open 55.44 59.39 3.95 7.1% 61.80
High 59.66 59.96 0.30 0.5% 65.56
Low 54.67 55.69 1.02 1.9% 54.67
Close 58.24 57.04 -1.20 -2.1% 57.04
Range 4.99 4.27 -0.72 -14.4% 10.89
ATR 5.41 5.33 -0.08 -1.5% 0.00
Volume 261,423 322,685 61,262 23.4% 1,365,107
Daily Pivots for day following 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 70.37 67.98 59.39
R3 66.10 63.71 58.21
R2 61.83 61.83 57.82
R1 59.44 59.44 57.43 58.50
PP 57.56 57.56 57.56 57.10
S1 55.17 55.17 56.65 54.23
S2 53.29 53.29 56.26
S3 49.02 50.90 55.87
S4 44.75 46.63 54.69
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 91.76 85.29 63.03
R3 80.87 74.40 60.03
R2 69.98 69.98 59.04
R1 63.51 63.51 58.04 61.30
PP 59.09 59.09 59.09 57.99
S1 52.62 52.62 56.04 50.41
S2 48.20 48.20 55.04
S3 37.31 41.73 54.05
S4 26.42 30.84 51.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.56 54.67 10.89 19.1% 4.74 8.3% 22% False False 273,021
10 71.77 54.67 17.10 30.0% 5.24 9.2% 14% False False 275,208
20 76.24 54.67 21.57 37.8% 5.20 9.1% 11% False False 262,265
40 109.74 54.67 55.07 96.5% 5.65 9.9% 4% False False 205,898
60 122.78 54.67 68.11 119.4% 5.43 9.5% 3% False False 160,465
80 129.58 54.67 74.91 131.3% 5.17 9.1% 3% False False 132,357
100 148.60 54.67 93.93 164.7% 5.06 8.9% 3% False False 113,291
120 148.60 54.67 93.93 164.7% 5.04 8.8% 3% False False 100,794
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.97
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.11
2.618 71.14
1.618 66.87
1.000 64.23
0.618 62.60
HIGH 59.96
0.618 58.33
0.500 57.83
0.382 57.32
LOW 55.69
0.618 53.05
1.000 51.42
1.618 48.78
2.618 44.51
4.250 37.54
Fisher Pivots for day following 14-Nov-2008
Pivot 1 day 3 day
R1 57.83 57.32
PP 57.56 57.22
S1 57.30 57.13

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

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