NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 18-Nov-2008
Day Change Summary
Previous Current
17-Nov-2008 18-Nov-2008 Change Change % Previous Week
Open 57.10 55.43 -1.67 -2.9% 63.20
High 59.52 56.46 -3.06 -5.1% 66.39
Low 55.27 54.35 -0.92 -1.7% 55.54
Close 55.49 54.76 -0.73 -1.3% 57.60
Range 4.25 2.11 -2.14 -50.4% 10.85
ATR 5.14 4.92 -0.22 -4.2% 0.00
Volume 115,453 127,983 12,530 10.9% 520,828
Daily Pivots for day following 18-Nov-2008
Classic Woodie Camarilla DeMark
R4 61.52 60.25 55.92
R3 59.41 58.14 55.34
R2 57.30 57.30 55.15
R1 56.03 56.03 54.95 55.61
PP 55.19 55.19 55.19 54.98
S1 53.92 53.92 54.57 53.50
S2 53.08 53.08 54.37
S3 50.97 51.81 54.18
S4 48.86 49.70 53.60
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 92.39 85.85 63.57
R3 81.54 75.00 60.58
R2 70.69 70.69 59.59
R1 64.15 64.15 58.59 62.00
PP 59.84 59.84 59.84 58.77
S1 53.30 53.30 56.61 51.15
S2 48.99 48.99 55.61
S3 38.14 42.45 54.62
S4 27.29 31.60 51.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.65 54.35 6.30 11.5% 3.89 7.1% 7% False True 113,987
10 70.94 54.35 16.59 30.3% 4.27 7.8% 2% False True 99,470
20 72.37 54.35 18.02 32.9% 4.94 9.0% 2% False True 79,218
40 108.10 54.35 53.75 98.2% 5.24 9.6% 1% False True 58,533
60 121.09 54.35 66.74 121.9% 5.05 9.2% 1% False True 45,313
80 129.52 54.35 75.17 137.3% 4.83 8.8% 1% False True 35,956
100 148.35 54.35 94.00 171.7% 4.59 8.4% 0% False True 29,769
120 148.35 54.35 94.00 171.7% 4.32 7.9% 0% False True 25,209
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.89
Narrowest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 65.43
2.618 61.98
1.618 59.87
1.000 58.57
0.618 57.76
HIGH 56.46
0.618 55.65
0.500 55.41
0.382 55.16
LOW 54.35
0.618 53.05
1.000 52.24
1.618 50.94
2.618 48.83
4.250 45.38
Fisher Pivots for day following 18-Nov-2008
Pivot 1 day 3 day
R1 55.41 57.50
PP 55.19 56.59
S1 54.98 55.67

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

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