NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 31-Dec-2008
Day Change Summary
Previous Current
30-Dec-2008 31-Dec-2008 Change Change % Previous Week
Open 40.01 39.17 -0.84 -2.1% 42.79
High 40.39 45.54 5.15 12.8% 43.44
Low 37.93 36.94 -0.99 -2.6% 35.13
Close 39.03 44.60 5.57 14.3% 37.71
Range 2.46 8.60 6.14 249.6% 8.31
ATR 3.95 4.28 0.33 8.4% 0.00
Volume 150,601 137,263 -13,338 -8.9% 583,572
Daily Pivots for day following 31-Dec-2008
Classic Woodie Camarilla DeMark
R4 68.16 64.98 49.33
R3 59.56 56.38 46.97
R2 50.96 50.96 46.18
R1 47.78 47.78 45.39 49.37
PP 42.36 42.36 42.36 43.16
S1 39.18 39.18 43.81 40.77
S2 33.76 33.76 43.02
S3 25.16 30.58 42.24
S4 16.56 21.98 39.87
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 45.54 35.13 10.41 23.3% 4.59 10.3% 91% True False 118,399
10 48.98 35.13 13.85 31.1% 4.08 9.1% 68% False False 157,885
20 52.95 35.13 17.82 40.0% 3.96 8.9% 53% False False 139,568
40 72.86 35.13 37.73 84.6% 4.21 9.4% 25% False False 88,257
60 90.30 35.13 55.17 123.7% 4.41 9.9% 17% False False 64,383
80 109.44 35.13 74.31 166.6% 4.50 10.1% 13% False False 50,647
100 123.65 35.13 88.52 198.5% 4.37 9.8% 11% False False 41,260
120 146.93 35.13 111.80 250.7% 4.13 9.3% 8% False False 34,837
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.03
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 82.09
2.618 68.05
1.618 59.45
1.000 54.14
0.618 50.85
HIGH 45.54
0.618 42.25
0.500 41.24
0.382 40.23
LOW 36.94
0.618 31.63
1.000 28.34
1.618 23.03
2.618 14.43
4.250 0.39
Fisher Pivots for day following 31-Dec-2008
Pivot 1 day 3 day
R1 43.48 43.48
PP 42.36 42.36
S1 41.24 41.24

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

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