NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 18-Nov-2008
Day Change Summary
Previous Current
17-Nov-2008 18-Nov-2008 Change Change % Previous Week
Open 59.16 58.24 -0.92 -1.6% 66.83
High 61.77 58.78 -2.99 -4.8% 68.86
Low 57.84 57.22 -0.62 -1.1% 58.74
Close 58.06 57.32 -0.74 -1.3% 60.25
Range 3.93 1.56 -2.37 -60.3% 10.12
ATR 4.31 4.11 -0.20 -4.6% 0.00
Volume 9,013 5,719 -3,294 -36.5% 29,098
Daily Pivots for day following 18-Nov-2008
Classic Woodie Camarilla DeMark
R4 62.45 61.45 58.18
R3 60.89 59.89 57.75
R2 59.33 59.33 57.61
R1 58.33 58.33 57.46 58.05
PP 57.77 57.77 57.77 57.64
S1 56.77 56.77 57.18 56.49
S2 56.21 56.21 57.03
S3 54.65 55.21 56.89
S4 53.09 53.65 56.46
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 92.98 86.73 65.82
R3 82.86 76.61 63.03
R2 72.74 72.74 62.11
R1 66.49 66.49 61.18 64.56
PP 62.62 62.62 62.62 61.65
S1 56.37 56.37 59.32 54.44
S2 52.50 52.50 58.39
S3 42.38 46.25 57.47
S4 32.26 36.13 54.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.12 57.22 5.90 10.3% 3.33 5.8% 2% False True 6,294
10 72.78 57.22 15.56 27.1% 3.49 6.1% 1% False True 7,293
20 74.05 57.22 16.83 29.4% 4.05 7.1% 1% False True 7,244
40 106.70 57.22 49.48 86.3% 4.07 7.1% 0% False True 5,707
60 120.30 57.22 63.08 110.0% 3.40 5.9% 0% False True 4,605
80 126.60 57.22 69.38 121.0% 2.65 4.6% 0% False True 3,701
100 146.86 57.22 89.64 156.4% 2.15 3.8% 0% False True 3,158
120 146.86 57.22 89.64 156.4% 1.83 3.2% 0% False True 2,689
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 65.41
2.618 62.86
1.618 61.30
1.000 60.34
0.618 59.74
HIGH 58.78
0.618 58.18
0.500 58.00
0.382 57.82
LOW 57.22
0.618 56.26
1.000 55.66
1.618 54.70
2.618 53.14
4.250 50.59
Fisher Pivots for day following 18-Nov-2008
Pivot 1 day 3 day
R1 58.00 59.92
PP 57.77 59.05
S1 57.55 58.19

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

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