NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 09-Dec-2008
Day Change Summary
Previous Current
08-Dec-2008 09-Dec-2008 Change Change % Previous Week
Open 41.64 44.05 2.41 5.8% 54.62
High 44.70 44.57 -0.13 -0.3% 54.62
Low 41.55 41.83 0.28 0.7% 40.50
Close 43.71 42.07 -1.64 -3.8% 40.81
Range 3.15 2.74 -0.41 -13.0% 14.12
ATR 4.42 4.30 -0.12 -2.7% 0.00
Volume 327,140 289,529 -37,611 -11.5% 1,029,471
Daily Pivots for day following 09-Dec-2008
Classic Woodie Camarilla DeMark
R4 51.04 49.30 43.58
R3 48.30 46.56 42.82
R2 45.56 45.56 42.57
R1 43.82 43.82 42.32 43.32
PP 42.82 42.82 42.82 42.58
S1 41.08 41.08 41.82 40.58
S2 40.08 40.08 41.57
S3 37.34 38.34 41.32
S4 34.60 35.60 40.56
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 48.10 40.50 7.60 18.1% 3.12 7.4% 21% False False 259,987
10 55.98 40.50 15.48 36.8% 3.89 9.2% 10% False False 235,105
20 62.95 40.50 22.45 53.4% 3.96 9.4% 7% False False 194,713
40 85.58 40.50 45.08 107.2% 4.67 11.1% 3% False False 125,658
60 109.36 40.50 68.86 163.7% 4.98 11.8% 2% False False 95,764
80 123.22 40.50 82.72 196.6% 4.83 11.5% 2% False False 74,651
100 134.05 40.50 93.55 222.4% 4.62 11.0% 2% False False 61,272
120 148.35 40.50 107.85 256.4% 4.40 10.5% 1% False False 51,711
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.65
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 56.22
2.618 51.74
1.618 49.00
1.000 47.31
0.618 46.26
HIGH 44.57
0.618 43.52
0.500 43.20
0.382 42.88
LOW 41.83
0.618 40.14
1.000 39.09
1.618 37.40
2.618 34.66
4.250 30.19
Fisher Pivots for day following 09-Dec-2008
Pivot 1 day 3 day
R1 43.20 42.60
PP 42.82 42.42
S1 42.45 42.25

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

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