NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 13-Nov-2008
Day Change Summary
Previous Current
12-Nov-2008 13-Nov-2008 Change Change % Previous Week
Open 60.54 57.35 -3.19 -5.3% 68.42
High 61.26 61.27 0.01 0.0% 72.86
Low 57.40 56.54 -0.86 -1.5% 61.80
Close 57.95 60.00 2.05 3.5% 62.81
Range 3.86 4.73 0.87 22.5% 11.06
ATR 5.07 5.04 -0.02 -0.5% 0.00
Volume 24,571 25,770 1,199 4.9% 112,247
Daily Pivots for day following 13-Nov-2008
Classic Woodie Camarilla DeMark
R4 73.46 71.46 62.60
R3 68.73 66.73 61.30
R2 64.00 64.00 60.87
R1 62.00 62.00 60.43 63.00
PP 59.27 59.27 59.27 59.77
S1 57.27 57.27 59.57 58.27
S2 54.54 54.54 59.13
S3 49.81 52.54 58.70
S4 45.08 47.81 57.40
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 99.00 91.97 68.89
R3 87.94 80.91 65.85
R2 76.88 76.88 64.84
R1 69.85 69.85 63.82 67.84
PP 65.82 65.82 65.82 64.82
S1 58.79 58.79 61.80 56.78
S2 54.76 54.76 60.78
S3 43.70 47.73 59.77
S4 32.64 36.67 56.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.23 56.54 10.69 17.8% 4.12 6.9% 32% False True 25,166
10 72.86 56.54 16.32 27.2% 5.04 8.4% 21% False True 24,332
20 76.72 56.54 20.18 33.6% 4.86 8.1% 17% False True 21,316
40 109.44 56.54 52.90 88.2% 5.06 8.4% 7% False True 16,236
60 123.65 56.54 67.11 111.9% 4.71 7.8% 5% False True 12,782
80 129.51 56.54 72.97 121.6% 4.30 7.2% 5% False True 10,310
100 148.17 56.54 91.63 152.7% 3.85 6.4% 4% False True 8,584
120 148.17 56.54 91.63 152.7% 3.36 5.6% 4% False True 7,290
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.12
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.37
2.618 73.65
1.618 68.92
1.000 66.00
0.618 64.19
HIGH 61.27
0.618 59.46
0.500 58.91
0.382 58.35
LOW 56.54
0.618 53.62
1.000 51.81
1.618 48.89
2.618 44.16
4.250 36.44
Fisher Pivots for day following 13-Nov-2008
Pivot 1 day 3 day
R1 59.64 60.06
PP 59.27 60.04
S1 58.91 60.02

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

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