NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 14-Nov-2008
Day Change Summary
Previous Current
13-Nov-2008 14-Nov-2008 Change Change % Previous Week
Open 57.35 61.05 3.70 6.5% 64.28
High 61.27 61.45 0.18 0.3% 67.23
Low 56.54 57.30 0.76 1.3% 56.54
Close 60.00 58.40 -1.60 -2.7% 58.40
Range 4.73 4.15 -0.58 -12.3% 10.69
ATR 5.04 4.98 -0.06 -1.3% 0.00
Volume 25,770 31,225 5,455 21.2% 132,030
Daily Pivots for day following 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 71.50 69.10 60.68
R3 67.35 64.95 59.54
R2 63.20 63.20 59.16
R1 60.80 60.80 58.78 59.93
PP 59.05 59.05 59.05 58.61
S1 56.65 56.65 58.02 55.78
S2 54.90 54.90 57.64
S3 50.75 52.50 57.26
S4 46.60 48.35 56.12
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 92.79 86.29 64.28
R3 82.10 75.60 61.34
R2 71.41 71.41 60.36
R1 64.91 64.91 59.38 62.82
PP 60.72 60.72 60.72 59.68
S1 54.22 54.22 57.42 52.13
S2 50.03 50.03 56.44
S3 39.34 43.53 55.46
S4 28.65 32.84 52.52
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 18.3% 4.45 7.6% 17% False False 26,406
10 72.86 56.54 16.32 27.9% 4.90 8.4% 11% False False 24,427
20 76.72 56.54 20.18 34.6% 4.85 8.3% 9% False False 21,923
40 109.44 56.54 52.90 90.6% 5.03 8.6% 4% False False 16,760
60 123.65 56.54 67.11 114.9% 4.68 8.0% 3% False False 13,248
80 129.51 56.54 72.97 124.9% 4.34 7.4% 3% False False 10,669
100 148.17 56.54 91.63 156.9% 3.87 6.6% 2% False False 8,889
120 148.17 56.54 91.63 156.9% 3.38 5.8% 2% False False 7,539
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.92
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.09
2.618 72.31
1.618 68.16
1.000 65.60
0.618 64.01
HIGH 61.45
0.618 59.86
0.500 59.38
0.382 58.89
LOW 57.30
0.618 54.74
1.000 53.15
1.618 50.59
2.618 46.44
4.250 39.66
Fisher Pivots for day following 14-Nov-2008
Pivot 1 day 3 day
R1 59.38 59.00
PP 59.05 58.80
S1 58.73 58.60

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

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