NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 18-Dec-2007
Day Change Summary
Previous Current
17-Dec-2007 18-Dec-2007 Change Change % Previous Week
Open 87.68 87.84 0.16 0.2% 86.35
High 87.68 89.04 1.36 1.6% 89.15
Low 87.68 87.84 0.16 0.2% 86.35
Close 88.82 87.84 -0.98 -1.1% 88.71
Range 0.00 1.20 1.20 2.80
ATR 1.49 1.47 -0.02 -1.4% 0.00
Volume 491 467 -24 -4.9% 2,516
Daily Pivots for day following 18-Dec-2007
Classic Woodie Camarilla DeMark
R4 91.84 91.04 88.50
R3 90.64 89.84 88.17
R2 89.44 89.44 88.06
R1 88.64 88.64 87.95 88.44
PP 88.24 88.24 88.24 88.14
S1 87.44 87.44 87.73 87.24
S2 87.04 87.04 87.62
S3 85.84 86.24 87.51
S4 84.64 85.04 87.18
Weekly Pivots for week ending 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 96.47 95.39 90.25
R3 93.67 92.59 89.48
R2 90.87 90.87 89.22
R1 89.79 89.79 88.97 90.33
PP 88.07 88.07 88.07 88.34
S1 86.99 86.99 88.45 87.53
S2 85.27 85.27 88.20
S3 82.47 84.19 87.94
S4 79.67 81.39 87.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.15 87.15 2.00 2.3% 0.76 0.9% 35% False False 346
10 89.15 84.59 4.56 5.2% 1.05 1.2% 71% False False 913
20 89.67 83.94 5.73 6.5% 1.05 1.2% 68% False False 851
40 89.67 79.93 9.74 11.1% 1.11 1.3% 81% False False 752
60 89.67 73.20 16.47 18.8% 0.79 0.9% 89% False False 631
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 94.14
2.618 92.18
1.618 90.98
1.000 90.24
0.618 89.78
HIGH 89.04
0.618 88.58
0.500 88.44
0.382 88.30
LOW 87.84
0.618 87.10
1.000 86.64
1.618 85.90
2.618 84.70
4.250 82.74
Fisher Pivots for day following 18-Dec-2007
Pivot 1 day 3 day
R1 88.44 88.36
PP 88.24 88.19
S1 88.04 88.01

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

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