NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 19-Nov-2008
Day Change Summary
Previous Current
18-Nov-2008 19-Nov-2008 Change Change % Previous Week
Open 55.01 54.70 -0.31 -0.6% 61.80
High 55.98 55.34 -0.64 -1.1% 65.56
Low 53.96 52.79 -1.17 -2.2% 54.67
Close 54.39 53.62 -0.77 -1.4% 57.04
Range 2.02 2.55 0.53 26.2% 10.89
ATR 5.02 4.84 -0.18 -3.5% 0.00
Volume 337,536 189,689 -147,847 -43.8% 1,365,107
Daily Pivots for day following 19-Nov-2008
Classic Woodie Camarilla DeMark
R4 61.57 60.14 55.02
R3 59.02 57.59 54.32
R2 56.47 56.47 54.09
R1 55.04 55.04 53.85 54.48
PP 53.92 53.92 53.92 53.64
S1 52.49 52.49 53.39 51.93
S2 51.37 51.37 53.15
S3 48.82 49.94 52.92
S4 46.27 47.39 52.22
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 59.96 52.79 7.17 13.4% 3.62 6.7% 12% False True 271,438
10 65.56 52.79 12.77 23.8% 4.07 7.6% 6% False True 270,267
20 71.77 52.79 18.98 35.4% 4.87 9.1% 4% False True 267,951
40 107.70 52.79 54.91 102.4% 5.42 10.1% 2% False True 213,984
60 121.12 52.79 68.33 127.4% 5.33 9.9% 1% False True 171,367
80 129.58 52.79 76.79 143.2% 5.13 9.6% 1% False True 140,117
100 148.60 52.79 95.81 178.7% 5.04 9.4% 1% False True 119,990
120 148.60 52.79 95.81 178.7% 5.02 9.4% 1% False True 106,385
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.95
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.18
2.618 62.02
1.618 59.47
1.000 57.89
0.618 56.92
HIGH 55.34
0.618 54.37
0.500 54.07
0.382 53.76
LOW 52.79
0.618 51.21
1.000 50.24
1.618 48.66
2.618 46.11
4.250 41.95
Fisher Pivots for day following 19-Nov-2008
Pivot 1 day 3 day
R1 54.07 55.89
PP 53.92 55.13
S1 53.77 54.38

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

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