NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 12-Dec-2008
Day Change Summary
Previous Current
11-Dec-2008 12-Dec-2008 Change Change % Previous Week
Open 44.05 47.00 2.95 6.7% 41.64
High 49.12 47.51 -1.61 -3.3% 49.12
Low 43.28 43.32 0.04 0.1% 41.55
Close 47.98 46.28 -1.70 -3.5% 46.28
Range 5.84 4.19 -1.65 -28.3% 7.57
ATR 4.41 4.42 0.02 0.4% 0.00
Volume 362,393 317,267 -45,126 -12.5% 1,537,196
Daily Pivots for day following 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 58.27 56.47 48.58
R3 54.08 52.28 47.43
R2 49.89 49.89 47.05
R1 48.09 48.09 46.66 46.90
PP 45.70 45.70 45.70 45.11
S1 43.90 43.90 45.90 42.71
S2 41.51 41.51 45.51
S3 37.32 39.71 45.13
S4 33.13 35.52 43.98
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 68.36 64.89 50.44
R3 60.79 57.32 48.36
R2 53.22 53.22 47.67
R1 49.75 49.75 46.97 51.49
PP 45.65 45.65 45.65 46.52
S1 42.18 42.18 45.59 43.92
S2 38.08 38.08 44.89
S3 30.51 34.61 44.20
S4 22.94 27.04 42.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.12 41.55 7.57 16.4% 4.04 8.7% 62% False False 307,439
10 54.62 40.50 14.12 30.5% 3.94 8.5% 41% False False 256,666
20 60.65 40.50 20.15 43.5% 4.04 8.7% 29% False False 225,755
40 76.45 40.50 35.95 77.7% 4.58 9.9% 16% False False 145,875
60 109.36 40.50 68.86 148.8% 4.96 10.7% 8% False False 109,610
80 123.22 40.50 82.72 178.7% 4.86 10.5% 7% False False 85,957
100 129.52 40.50 89.02 192.4% 4.64 10.0% 6% False False 70,346
120 148.35 40.50 107.85 233.0% 4.47 9.7% 5% False False 59,336
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 65.32
2.618 58.48
1.618 54.29
1.000 51.70
0.618 50.10
HIGH 47.51
0.618 45.91
0.500 45.42
0.382 44.92
LOW 43.32
0.618 40.73
1.000 39.13
1.618 36.54
2.618 32.35
4.250 25.51
Fisher Pivots for day following 12-Dec-2008
Pivot 1 day 3 day
R1 45.99 46.02
PP 45.70 45.76
S1 45.42 45.51

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

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