NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 19-Nov-2008
Day Change Summary
Previous Current
18-Nov-2008 19-Nov-2008 Change Change % Previous Week
Open 57.30 56.80 -0.50 -0.9% 64.50
High 57.99 57.46 -0.53 -0.9% 68.06
Low 56.33 55.28 -1.05 -1.9% 57.59
Close 56.45 55.88 -0.57 -1.0% 59.30
Range 1.66 2.18 0.52 31.3% 10.47
ATR 4.48 4.31 -0.16 -3.7% 0.00
Volume 14,079 17,819 3,740 26.6% 68,312
Daily Pivots for day following 19-Nov-2008
Classic Woodie Camarilla DeMark
R4 62.75 61.49 57.08
R3 60.57 59.31 56.48
R2 58.39 58.39 56.28
R1 57.13 57.13 56.08 56.67
PP 56.21 56.21 56.21 55.98
S1 54.95 54.95 55.68 54.49
S2 54.03 54.03 55.48
S3 51.85 52.77 55.28
S4 49.67 50.59 54.68
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 93.06 86.65 65.06
R3 82.59 76.18 62.18
R2 72.12 72.12 61.22
R1 65.71 65.71 60.26 63.68
PP 61.65 61.65 61.65 60.64
S1 55.24 55.24 58.34 53.21
S2 51.18 51.18 57.38
S3 40.71 44.77 56.42
S4 30.24 34.30 53.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.86 55.28 6.58 11.8% 3.05 5.5% 9% False True 16,983
10 68.06 55.28 12.78 22.9% 3.42 6.1% 5% False True 15,602
20 73.54 55.28 18.26 32.7% 4.29 7.7% 3% False True 14,788
40 107.60 55.28 52.32 93.6% 4.62 8.3% 1% False True 11,498
60 121.38 55.28 66.10 118.3% 4.45 8.0% 1% False True 9,512
80 128.22 55.28 72.94 130.5% 4.01 7.2% 1% False True 7,656
100 148.35 55.28 93.07 166.6% 3.61 6.5% 1% False True 6,496
120 148.35 55.28 93.07 166.6% 3.06 5.5% 1% False True 5,555
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.73
2.618 63.17
1.618 60.99
1.000 59.64
0.618 58.81
HIGH 57.46
0.618 56.63
0.500 56.37
0.382 56.11
LOW 55.28
0.618 53.93
1.000 53.10
1.618 51.75
2.618 49.57
4.250 46.02
Fisher Pivots for day following 19-Nov-2008
Pivot 1 day 3 day
R1 56.37 58.20
PP 56.21 57.42
S1 56.04 56.65

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

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