NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 08-Dec-2008
Day Change Summary
Previous Current
05-Dec-2008 08-Dec-2008 Change Change % Previous Week
Open 43.78 41.64 -2.14 -4.9% 54.62
High 44.47 44.70 0.23 0.5% 54.62
Low 40.50 41.55 1.05 2.6% 40.50
Close 40.81 43.71 2.90 7.1% 40.81
Range 3.97 3.15 -0.82 -20.7% 14.12
ATR 4.46 4.42 -0.04 -0.9% 0.00
Volume 232,447 327,140 94,693 40.7% 1,029,471
Daily Pivots for day following 08-Dec-2008
Classic Woodie Camarilla DeMark
R4 52.77 51.39 45.44
R3 49.62 48.24 44.58
R2 46.47 46.47 44.29
R1 45.09 45.09 44.00 45.78
PP 43.32 43.32 43.32 43.67
S1 41.94 41.94 43.42 42.63
S2 40.17 40.17 43.13
S3 37.02 38.79 42.84
S4 33.87 35.64 41.98
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 87.67 78.36 48.58
R3 73.55 64.24 44.69
R2 59.43 59.43 43.40
R1 50.12 50.12 42.10 47.72
PP 45.31 45.31 45.31 44.11
S1 36.00 36.00 39.52 33.60
S2 31.19 31.19 38.22
S3 17.07 21.88 36.93
S4 2.95 7.76 33.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.25 40.50 9.75 22.3% 3.26 7.5% 33% False False 245,491
10 55.98 40.50 15.48 35.4% 4.26 9.8% 21% False False 227,517
20 66.39 40.50 25.89 59.2% 4.13 9.4% 12% False False 184,492
40 85.58 40.50 45.08 103.1% 4.68 10.7% 7% False False 119,734
60 109.36 40.50 68.86 157.5% 5.04 11.5% 5% False False 91,237
80 123.22 40.50 82.72 189.2% 4.83 11.0% 4% False False 71,100
100 134.20 40.50 93.70 214.4% 4.63 10.6% 3% False False 58,431
120 148.35 40.50 107.85 246.7% 4.39 10.1% 3% False False 49,322
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.81
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 58.09
2.618 52.95
1.618 49.80
1.000 47.85
0.618 46.65
HIGH 44.70
0.618 43.50
0.500 43.13
0.382 42.75
LOW 41.55
0.618 39.60
1.000 38.40
1.618 36.45
2.618 33.30
4.250 28.16
Fisher Pivots for day following 08-Dec-2008
Pivot 1 day 3 day
R1 43.52 43.89
PP 43.32 43.83
S1 43.13 43.77

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

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