NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 26-Dec-2008
Day Change Summary
Previous Current
24-Dec-2008 26-Dec-2008 Change Change % Previous Week
Open 39.15 35.70 -3.45 -8.8% 42.79
High 39.69 38.03 -1.66 -4.2% 43.44
Low 35.13 35.35 0.22 0.6% 35.13
Close 35.35 37.71 2.36 6.7% 37.71
Range 4.56 2.68 -1.88 -41.2% 8.31
ATR 4.12 4.02 -0.10 -2.5% 0.00
Volume 146,203 93,376 -52,827 -36.1% 583,572
Daily Pivots for day following 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 45.07 44.07 39.18
R3 42.39 41.39 38.45
R2 39.71 39.71 38.20
R1 38.71 38.71 37.96 39.21
PP 37.03 37.03 37.03 37.28
S1 36.03 36.03 37.46 36.53
S2 34.35 34.35 37.22
S3 31.67 33.35 36.97
S4 28.99 30.67 36.24
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 63.69 59.01 42.28
R3 55.38 50.70 40.00
R2 47.07 47.07 39.23
R1 42.39 42.39 38.47 40.58
PP 38.76 38.76 38.76 37.85
S1 34.08 34.08 36.95 32.27
S2 30.45 30.45 36.19
S3 22.14 25.77 35.42
S4 13.83 17.46 33.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.44 35.13 8.31 22.0% 3.28 8.7% 31% False False 163,446
10 52.95 35.13 17.82 47.3% 3.85 10.2% 14% False False 162,080
20 57.24 35.13 22.11 58.6% 3.87 10.3% 12% False False 129,533
40 72.86 35.13 37.73 100.1% 4.24 11.2% 7% False False 81,482
60 99.55 35.13 64.42 170.8% 4.40 11.7% 4% False False 59,080
80 112.15 35.13 77.02 204.2% 4.42 11.7% 3% False False 46,481
100 123.65 35.13 88.52 234.7% 4.29 11.4% 3% False False 37,877
120 148.17 35.13 113.04 299.8% 4.08 10.8% 2% False False 31,954
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.12
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 49.42
2.618 45.05
1.618 42.37
1.000 40.71
0.618 39.69
HIGH 38.03
0.618 37.01
0.500 36.69
0.382 36.37
LOW 35.35
0.618 33.69
1.000 32.67
1.618 31.01
2.618 28.33
4.250 23.96
Fisher Pivots for day following 26-Dec-2008
Pivot 1 day 3 day
R1 37.37 37.89
PP 37.03 37.83
S1 36.69 37.77

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

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