NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 24-Nov-2008
Day Change Summary
Previous Current
21-Nov-2008 24-Nov-2008 Change Change % Previous Week
Open 48.57 50.97 2.40 4.9% 57.10
High 51.12 55.30 4.18 8.2% 59.52
Low 48.25 48.80 0.55 1.1% 48.25
Close 49.93 54.50 4.57 9.2% 49.93
Range 2.87 6.50 3.63 126.5% 11.27
ATR 4.66 4.79 0.13 2.8% 0.00
Volume 274,669 213,647 -61,022 -22.2% 893,853
Daily Pivots for day following 24-Nov-2008
Classic Woodie Camarilla DeMark
R4 72.37 69.93 58.08
R3 65.87 63.43 56.29
R2 59.37 59.37 55.69
R1 56.93 56.93 55.10 58.15
PP 52.87 52.87 52.87 53.48
S1 50.43 50.43 53.90 51.65
S2 46.37 46.37 53.31
S3 39.87 43.93 52.71
S4 33.37 37.43 50.93
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 86.38 79.42 56.13
R3 75.11 68.15 53.03
R2 63.84 63.84 52.00
R1 56.88 56.88 50.96 54.73
PP 52.57 52.57 52.57 51.49
S1 45.61 45.61 48.90 43.46
S2 41.30 41.30 47.86
S3 30.03 34.34 46.83
S4 18.76 23.07 43.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.46 48.25 8.21 15.1% 3.83 7.0% 76% False False 198,409
10 62.95 48.25 14.70 27.0% 4.03 7.4% 43% False False 154,320
20 72.37 48.25 24.12 44.3% 4.78 8.8% 26% False False 110,378
40 102.55 48.25 54.30 99.6% 5.09 9.3% 12% False False 76,731
60 118.20 48.25 69.95 128.3% 5.05 9.3% 9% False False 59,118
80 127.84 48.25 79.59 146.0% 4.78 8.8% 8% False False 46,456
100 148.35 48.25 100.10 183.7% 4.68 8.6% 6% False False 38,206
120 148.35 48.25 100.10 183.7% 4.32 7.9% 6% False False 32,355
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.07
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 82.93
2.618 72.32
1.618 65.82
1.000 61.80
0.618 59.32
HIGH 55.30
0.618 52.82
0.500 52.05
0.382 51.28
LOW 48.80
0.618 44.78
1.000 42.30
1.618 38.28
2.618 31.78
4.250 21.18
Fisher Pivots for day following 24-Nov-2008
Pivot 1 day 3 day
R1 53.68 53.59
PP 52.87 52.68
S1 52.05 51.78

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

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