NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 05-Nov-2008
Day Change Summary
Previous Current
04-Nov-2008 05-Nov-2008 Change Change % Previous Week
Open 64.52 70.94 6.42 10.0% 65.24
High 72.37 70.94 -1.43 -2.0% 71.03
Low 62.95 65.71 2.76 4.4% 61.70
Close 71.19 66.01 -5.18 -7.3% 68.48
Range 9.42 5.23 -4.19 -44.5% 9.33
ATR 5.72 5.71 -0.02 -0.3% 0.00
Volume 53,122 79,306 26,184 49.3% 284,340
Daily Pivots for day following 05-Nov-2008
Classic Woodie Camarilla DeMark
R4 83.24 79.86 68.89
R3 78.01 74.63 67.45
R2 72.78 72.78 66.97
R1 69.40 69.40 66.49 68.48
PP 67.55 67.55 67.55 67.09
S1 64.17 64.17 65.53 63.25
S2 62.32 62.32 65.05
S3 57.09 58.94 64.57
S4 51.86 53.71 63.13
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 95.06 91.10 73.61
R3 85.73 81.77 71.05
R2 76.40 76.40 70.19
R1 72.44 72.44 69.34 74.42
PP 67.07 67.07 67.07 68.06
S1 63.11 63.11 67.62 65.09
S2 57.74 57.74 66.77
S3 48.41 53.78 65.91
S4 39.08 44.45 63.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.37 62.95 9.42 14.3% 6.42 9.7% 32% False False 68,592
10 72.37 61.70 10.67 16.2% 5.59 8.5% 40% False False 62,701
20 89.21 61.70 27.51 41.7% 5.43 8.2% 16% False False 52,579
40 109.36 61.70 47.66 72.2% 5.45 8.3% 9% False False 41,767
60 123.22 61.70 61.52 93.2% 5.06 7.7% 7% False False 31,046
80 141.22 61.70 79.52 120.5% 4.80 7.3% 5% False False 25,147
100 148.35 61.70 86.65 131.3% 4.44 6.7% 5% False False 20,827
120 148.35 61.70 86.65 131.3% 4.21 6.4% 5% False False 17,808
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.27
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 93.17
2.618 84.63
1.618 79.40
1.000 76.17
0.618 74.17
HIGH 70.94
0.618 68.94
0.500 68.33
0.382 67.71
LOW 65.71
0.618 62.48
1.000 60.48
1.618 57.25
2.618 52.02
4.250 43.48
Fisher Pivots for day following 05-Nov-2008
Pivot 1 day 3 day
R1 68.33 67.66
PP 67.55 67.11
S1 66.78 66.56

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

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