NYMEX Light Sweet Crude Oil Future April 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 58.24 57.40 -0.84 -1.4% 66.83
High 58.78 58.07 -0.71 -1.2% 68.86
Low 57.22 56.47 -0.75 -1.3% 58.74
Close 57.32 56.83 -0.49 -0.9% 60.25
Range 1.56 1.60 0.04 2.6% 10.12
ATR 4.11 3.93 -0.18 -4.4% 0.00
Volume 5,719 6,915 1,196 20.9% 29,098
Daily Pivots for day following 19-Nov-2008
Classic Woodie Camarilla DeMark
R4 61.92 60.98 57.71
R3 60.32 59.38 57.27
R2 58.72 58.72 57.12
R1 57.78 57.78 56.98 57.45
PP 57.12 57.12 57.12 56.96
S1 56.18 56.18 56.68 55.85
S2 55.52 55.52 56.54
S3 53.92 54.58 56.39
S4 52.32 52.98 55.95
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 63.00 56.47 6.53 11.5% 2.89 5.1% 6% False True 6,798
10 68.86 56.47 12.39 21.8% 3.22 5.7% 3% False True 6,851
20 74.05 56.47 17.58 30.9% 3.89 6.8% 2% False True 7,384
40 105.85 56.47 49.38 86.9% 4.07 7.2% 1% False True 5,795
60 120.30 56.47 63.83 112.3% 3.41 6.0% 1% False True 4,713
80 126.60 56.47 70.13 123.4% 2.67 4.7% 1% False True 3,778
100 146.86 56.47 90.39 159.1% 2.17 3.8% 0% False True 3,224
120 146.86 56.47 90.39 159.1% 1.85 3.2% 0% False True 2,746
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 64.87
2.618 62.26
1.618 60.66
1.000 59.67
0.618 59.06
HIGH 58.07
0.618 57.46
0.500 57.27
0.382 57.08
LOW 56.47
0.618 55.48
1.000 54.87
1.618 53.88
2.618 52.28
4.250 49.67
Fisher Pivots for day following 19-Nov-2008
Pivot 1 day 3 day
R1 57.27 59.12
PP 57.12 58.36
S1 56.98 57.59

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

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