NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 05-Nov-2008
Day Change Summary
Previous Current
04-Nov-2008 05-Nov-2008 Change Change % Previous Week
Open 65.21 71.30 6.09 9.3% 65.00
High 72.86 71.30 -1.56 -2.1% 71.45
Low 63.69 66.56 2.87 4.5% 62.45
Close 71.96 66.84 -5.12 -7.1% 69.22
Range 9.17 4.74 -4.43 -48.3% 9.00
ATR 5.42 5.42 0.00 0.0% 0.00
Volume 17,611 24,829 7,218 41.0% 115,400
Daily Pivots for day following 05-Nov-2008
Classic Woodie Camarilla DeMark
R4 82.45 79.39 69.45
R3 77.71 74.65 68.14
R2 72.97 72.97 67.71
R1 69.91 69.91 67.27 69.07
PP 68.23 68.23 68.23 67.82
S1 65.17 65.17 66.41 64.33
S2 63.49 63.49 65.97
S3 58.75 60.43 65.54
S4 54.01 55.69 64.23
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 94.71 90.96 74.17
R3 85.71 81.96 71.70
R2 76.71 76.71 70.87
R1 72.96 72.96 70.05 74.84
PP 67.71 67.71 67.71 68.64
S1 63.96 63.96 68.40 65.84
S2 58.71 58.71 67.57
S3 49.71 54.96 66.75
S4 40.71 45.96 64.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.86 63.69 9.17 13.7% 6.18 9.3% 34% False False 24,766
10 72.86 62.45 10.41 15.6% 5.33 8.0% 42% False False 22,481
20 89.32 62.45 26.87 40.2% 5.08 7.6% 16% False False 17,524
40 109.44 62.45 46.99 70.3% 5.02 7.5% 9% False False 13,759
60 123.65 62.45 61.20 91.6% 4.60 6.9% 7% False False 10,529
80 138.64 62.45 76.19 114.0% 4.18 6.3% 6% False False 8,620
100 148.17 62.45 85.72 128.2% 3.68 5.5% 5% False False 7,131
120 148.17 62.45 85.72 128.2% 3.25 4.9% 5% False False 6,099
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.30
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 91.45
2.618 83.71
1.618 78.97
1.000 76.04
0.618 74.23
HIGH 71.30
0.618 69.49
0.500 68.93
0.382 68.37
LOW 66.56
0.618 63.63
1.000 61.82
1.618 58.89
2.618 54.15
4.250 46.42
Fisher Pivots for day following 05-Nov-2008
Pivot 1 day 3 day
R1 68.93 68.28
PP 68.23 67.80
S1 67.54 67.32

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

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