NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 17-Nov-2008
Day Change Summary
Previous Current
14-Nov-2008 17-Nov-2008 Change Change % Previous Week
Open 61.05 57.20 -3.85 -6.3% 64.28
High 61.45 60.32 -1.13 -1.8% 67.23
Low 57.30 56.10 -1.20 -2.1% 56.54
Close 58.40 56.28 -2.12 -3.6% 58.40
Range 4.15 4.22 0.07 1.7% 10.69
ATR 4.98 4.92 -0.05 -1.1% 0.00
Volume 31,225 31,005 -220 -0.7% 132,030
Daily Pivots for day following 17-Nov-2008
Classic Woodie Camarilla DeMark
R4 70.23 67.47 58.60
R3 66.01 63.25 57.44
R2 61.79 61.79 57.05
R1 59.03 59.03 56.67 58.30
PP 57.57 57.57 57.57 57.20
S1 54.81 54.81 55.89 54.08
S2 53.35 53.35 55.51
S3 49.13 50.59 55.12
S4 44.91 46.37 53.96
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 63.57 56.10 7.47 13.3% 4.09 7.3% 2% False True 28,190
10 72.86 56.10 16.76 29.8% 4.79 8.5% 1% False True 25,263
20 76.49 56.10 20.39 36.2% 4.86 8.6% 1% False True 22,845
40 108.83 56.10 52.73 93.7% 4.96 8.8% 0% False True 17,338
60 121.18 56.10 65.08 115.6% 4.63 8.2% 0% False True 13,715
80 129.51 56.10 73.41 130.4% 4.39 7.8% 0% False True 11,009
100 148.17 56.10 92.07 163.6% 3.88 6.9% 0% False True 9,192
120 148.17 56.10 92.07 163.6% 3.41 6.1% 0% False True 7,790
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.83
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.26
2.618 71.37
1.618 67.15
1.000 64.54
0.618 62.93
HIGH 60.32
0.618 58.71
0.500 58.21
0.382 57.71
LOW 56.10
0.618 53.49
1.000 51.88
1.618 49.27
2.618 45.05
4.250 38.17
Fisher Pivots for day following 17-Nov-2008
Pivot 1 day 3 day
R1 58.21 58.78
PP 57.57 57.94
S1 56.92 57.11

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

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