NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 05-Nov-2008
Day Change Summary
Previous Current
04-Nov-2008 05-Nov-2008 Change Change % Previous Week
Open 65.86 71.96 6.10 9.3% 65.60
High 73.54 72.00 -1.54 -2.1% 72.04
Low 64.45 67.50 3.05 4.7% 62.76
Close 72.79 67.77 -5.02 -6.9% 69.92
Range 9.09 4.50 -4.59 -50.5% 9.28
ATR 5.27 5.27 0.00 0.0% 0.00
Volume 8,855 14,818 5,963 67.3% 74,044
Daily Pivots for day following 05-Nov-2008
Classic Woodie Camarilla DeMark
R4 82.59 79.68 70.25
R3 78.09 75.18 69.01
R2 73.59 73.59 68.60
R1 70.68 70.68 68.18 69.89
PP 69.09 69.09 69.09 68.69
S1 66.18 66.18 67.36 65.39
S2 64.59 64.59 66.95
S3 60.09 61.68 66.53
S4 55.59 57.18 65.30
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 96.08 92.28 75.02
R3 86.80 83.00 72.47
R2 77.52 77.52 71.62
R1 73.72 73.72 70.77 75.62
PP 68.24 68.24 68.24 69.19
S1 64.44 64.44 69.07 66.34
S2 58.96 58.96 68.22
S3 49.68 55.16 67.37
S4 40.40 45.88 64.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.54 64.45 9.09 13.4% 5.93 8.8% 37% False False 13,625
10 73.54 62.76 10.78 15.9% 5.15 7.6% 46% False False 13,974
20 89.27 62.76 26.51 39.1% 4.94 7.3% 19% False False 11,615
40 111.00 62.76 48.24 71.2% 4.95 7.3% 10% False False 9,214
60 123.30 62.76 60.54 89.3% 4.35 6.4% 8% False False 7,248
80 140.01 62.76 77.25 114.0% 3.80 5.6% 6% False False 5,985
100 148.35 62.76 85.59 126.3% 3.30 4.9% 6% False False 5,007
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1.16
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 91.13
2.618 83.78
1.618 79.28
1.000 76.50
0.618 74.78
HIGH 72.00
0.618 70.28
0.500 69.75
0.382 69.22
LOW 67.50
0.618 64.72
1.000 63.00
1.618 60.22
2.618 55.72
4.250 48.38
Fisher Pivots for day following 05-Nov-2008
Pivot 1 day 3 day
R1 69.75 69.00
PP 69.09 68.59
S1 68.43 68.18

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

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