NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 30-Dec-2008
Day Change Summary
Previous Current
29-Dec-2008 30-Dec-2008 Change Change % Previous Week
Open 42.00 43.09 1.09 2.6% 45.21
High 45.04 43.37 -1.67 -3.7% 46.11
Low 40.57 41.25 0.68 1.7% 38.00
Close 43.03 42.76 -0.27 -0.6% 40.53
Range 4.47 2.12 -2.35 -52.6% 8.11
ATR 3.96 3.83 -0.13 -3.3% 0.00
Volume 12,904 43,167 30,263 234.5% 187,196
Daily Pivots for day following 30-Dec-2008
Classic Woodie Camarilla DeMark
R4 48.82 47.91 43.93
R3 46.70 45.79 43.34
R2 44.58 44.58 43.15
R1 43.67 43.67 42.95 43.07
PP 42.46 42.46 42.46 42.16
S1 41.55 41.55 42.57 40.95
S2 40.34 40.34 42.37
S3 38.22 39.43 42.18
S4 36.10 37.31 41.59
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 65.88 61.31 44.99
R3 57.77 53.20 42.76
R2 49.66 49.66 42.02
R1 45.09 45.09 41.27 43.32
PP 41.55 41.55 41.55 40.66
S1 36.98 36.98 39.79 35.21
S2 33.44 33.44 39.04
S3 25.33 28.87 38.30
S4 17.22 20.76 36.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.04 38.00 7.04 16.5% 3.30 7.7% 68% False False 37,848
10 51.96 38.00 13.96 32.6% 3.47 8.1% 34% False False 45,634
20 55.30 38.00 17.30 40.5% 3.60 8.4% 28% False False 47,507
40 73.54 38.00 35.54 83.1% 3.92 9.2% 13% False False 32,949
60 91.35 38.00 53.35 124.8% 4.16 9.7% 9% False False 25,591
80 111.00 38.00 73.00 170.7% 4.34 10.2% 7% False False 20,845
100 123.30 38.00 85.30 199.5% 4.04 9.5% 6% False False 17,213
120 148.35 38.00 110.35 258.1% 3.83 9.0% 4% False False 14,693
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.97
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 52.38
2.618 48.92
1.618 46.80
1.000 45.49
0.618 44.68
HIGH 43.37
0.618 42.56
0.500 42.31
0.382 42.06
LOW 41.25
0.618 39.94
1.000 39.13
1.618 37.82
2.618 35.70
4.250 32.24
Fisher Pivots for day following 30-Dec-2008
Pivot 1 day 3 day
R1 42.61 42.42
PP 42.46 42.07
S1 42.31 41.73

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

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