NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 22-Dec-2008
Day Change Summary
Previous Current
19-Dec-2008 22-Dec-2008 Change Change % Previous Week
Open 42.17 42.79 0.62 1.5% 49.29
High 43.25 43.44 0.19 0.4% 52.95
Low 40.90 39.50 -1.40 -3.4% 40.90
Close 42.36 39.91 -2.45 -5.8% 42.36
Range 2.35 3.94 1.59 67.7% 12.05
ATR 4.20 4.18 -0.02 -0.4% 0.00
Volume 233,662 194,858 -38,804 -16.6% 887,302
Daily Pivots for day following 22-Dec-2008
Classic Woodie Camarilla DeMark
R4 52.77 50.28 42.08
R3 48.83 46.34 40.99
R2 44.89 44.89 40.63
R1 42.40 42.40 40.27 41.68
PP 40.95 40.95 40.95 40.59
S1 38.46 38.46 39.55 37.74
S2 37.01 37.01 39.19
S3 33.07 34.52 38.83
S4 29.13 30.58 37.74
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 81.55 74.01 48.99
R3 69.50 61.96 45.67
R2 57.45 57.45 44.57
R1 49.91 49.91 43.46 47.66
PP 45.40 45.40 45.40 44.28
S1 37.86 37.86 41.26 35.61
S2 33.35 33.35 40.15
S3 21.30 25.81 39.05
S4 9.25 13.76 35.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.54 39.50 10.04 25.2% 3.73 9.4% 4% False True 191,064
10 52.95 39.50 13.45 33.7% 4.11 10.3% 3% False True 169,845
20 57.24 39.50 17.74 44.5% 4.13 10.4% 2% False True 119,107
40 72.86 39.50 33.36 83.6% 4.30 10.8% 1% False True 73,180
60 105.77 39.50 66.27 166.0% 4.62 11.6% 1% False True 53,055
80 119.70 39.50 80.20 201.0% 4.49 11.3% 1% False True 41,850
100 129.51 39.50 90.01 225.5% 4.32 10.8% 0% False True 34,082
120 148.17 39.50 108.67 272.3% 4.01 10.0% 0% False True 28,751
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 2 trading days
Fibonacci Retracements and Extensions
4.250 60.19
2.618 53.75
1.618 49.81
1.000 47.38
0.618 45.87
HIGH 43.44
0.618 41.93
0.500 41.47
0.382 41.01
LOW 39.50
0.618 37.07
1.000 35.56
1.618 33.13
2.618 29.19
4.250 22.76
Fisher Pivots for day following 22-Dec-2008
Pivot 1 day 3 day
R1 41.47 42.57
PP 40.95 41.68
S1 40.43 40.80

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

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