NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 29-Dec-2008
Day Change Summary
Previous Current
26-Dec-2008 29-Dec-2008 Change Change % Previous Week
Open 40.80 43.40 2.60 6.4% 47.41
High 42.63 46.50 3.87 9.1% 48.00
Low 40.18 42.45 2.27 5.6% 39.82
Close 42.28 44.81 2.53 6.0% 42.28
Range 2.45 4.05 1.60 65.3% 8.18
ATR 3.65 3.69 0.04 1.1% 0.00
Volume 14,074 4,045 -10,029 -71.3% 72,727
Daily Pivots for day following 29-Dec-2008
Classic Woodie Camarilla DeMark
R4 56.74 54.82 47.04
R3 52.69 50.77 45.92
R2 48.64 48.64 45.55
R1 46.72 46.72 45.18 47.68
PP 44.59 44.59 44.59 45.07
S1 42.67 42.67 44.44 43.63
S2 40.54 40.54 44.07
S3 36.49 38.62 43.70
S4 32.44 34.57 42.58
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 67.91 63.27 46.78
R3 59.73 55.09 44.53
R2 51.55 51.55 43.78
R1 46.91 46.91 43.03 45.14
PP 43.37 43.37 43.37 42.48
S1 38.73 38.73 41.53 36.96
S2 35.19 35.19 40.78
S3 27.01 30.55 40.03
S4 18.83 22.37 37.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.00 39.82 8.18 18.3% 3.37 7.5% 61% False False 15,354
10 56.96 39.82 17.14 38.3% 3.56 7.9% 29% False False 19,241
20 57.39 39.82 17.57 39.2% 3.47 7.7% 28% False False 19,404
40 74.05 39.82 34.23 76.4% 3.72 8.3% 15% False False 14,208
60 95.28 39.82 55.46 123.8% 3.87 8.6% 9% False False 11,285
80 111.15 39.82 71.33 159.2% 3.60 8.0% 7% False False 9,211
100 123.58 39.82 83.76 186.9% 3.08 6.9% 6% False False 7,620
120 146.86 39.82 107.04 238.9% 2.60 5.8% 5% False False 6,527
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.04
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.71
2.618 57.10
1.618 53.05
1.000 50.55
0.618 49.00
HIGH 46.50
0.618 44.95
0.500 44.48
0.382 44.00
LOW 42.45
0.618 39.95
1.000 38.40
1.618 35.90
2.618 31.85
4.250 25.24
Fisher Pivots for day following 29-Dec-2008
Pivot 1 day 3 day
R1 44.70 44.26
PP 44.59 43.71
S1 44.48 43.16

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

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