NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 28-Nov-2008
Day Change Summary
Previous Current
26-Nov-2008 28-Nov-2008 Change Change % Previous Week
Open 52.08 55.55 3.47 6.7% 51.83
High 56.20 57.24 1.04 1.9% 57.24
Low 51.42 52.52 1.10 2.1% 49.87
Close 55.70 55.82 0.12 0.2% 55.82
Range 4.78 4.72 -0.06 -1.3% 7.37
ATR 4.58 4.59 0.01 0.2% 0.00
Volume 53,053 65,598 12,545 23.6% 245,787
Daily Pivots for day following 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 69.35 67.31 58.42
R3 64.63 62.59 57.12
R2 59.91 59.91 56.69
R1 57.87 57.87 56.25 58.89
PP 55.19 55.19 55.19 55.71
S1 53.15 53.15 55.39 54.17
S2 50.47 50.47 54.95
S3 45.75 48.43 54.52
S4 41.03 43.71 53.22
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 76.42 73.49 59.87
R3 69.05 66.12 57.85
R2 61.68 61.68 57.17
R1 58.75 58.75 56.50 60.22
PP 54.31 54.31 54.31 55.04
S1 51.38 51.38 55.14 52.85
S2 46.94 46.94 54.47
S3 39.57 44.01 53.79
S4 32.20 36.64 51.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.24 49.40 7.84 14.0% 4.56 8.2% 82% True False 61,168
10 61.45 49.40 12.05 21.6% 4.05 7.3% 53% False False 46,241
20 72.86 49.40 23.46 42.0% 4.54 8.1% 27% False False 35,287
40 95.00 49.40 45.60 81.7% 4.63 8.3% 14% False False 25,206
60 110.60 49.40 61.20 109.6% 4.64 8.3% 10% False False 19,781
80 123.65 49.40 74.25 133.0% 4.43 7.9% 9% False False 15,711
100 148.17 49.40 98.77 176.9% 4.15 7.4% 6% False False 13,076
120 148.17 49.40 98.77 176.9% 3.63 6.5% 6% False False 11,068
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.81
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.30
2.618 69.60
1.618 64.88
1.000 61.96
0.618 60.16
HIGH 57.24
0.618 55.44
0.500 54.88
0.382 54.32
LOW 52.52
0.618 49.60
1.000 47.80
1.618 44.88
2.618 40.16
4.250 32.46
Fisher Pivots for day following 28-Nov-2008
Pivot 1 day 3 day
R1 55.51 55.32
PP 55.19 54.83
S1 54.88 54.33

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

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