NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 31-Dec-2008
Day Change Summary
Previous Current
30-Dec-2008 31-Dec-2008 Change Change % Previous Week
Open 45.00 45.04 0.04 0.1% 47.41
High 45.15 51.33 6.18 13.7% 48.00
Low 43.26 43.15 -0.11 -0.3% 39.82
Close 44.80 50.57 5.77 12.9% 42.28
Range 1.89 8.18 6.29 332.8% 8.18
ATR 3.56 3.89 0.33 9.3% 0.00
Volume 14,763 17,603 2,840 19.2% 72,727
Daily Pivots for day following 31-Dec-2008
Classic Woodie Camarilla DeMark
R4 72.89 69.91 55.07
R3 64.71 61.73 52.82
R2 56.53 56.53 52.07
R1 53.55 53.55 51.32 55.04
PP 48.35 48.35 48.35 49.10
S1 45.37 45.37 49.82 46.86
S2 40.17 40.17 49.07
S3 31.99 37.19 48.32
S4 23.81 29.01 46.07
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 51.33 39.82 11.51 22.8% 4.19 8.3% 93% True False 14,198
10 53.24 39.82 13.42 26.5% 3.71 7.3% 80% False False 18,934
20 56.96 39.82 17.14 33.9% 3.60 7.1% 63% False False 20,206
40 74.05 39.82 34.23 67.7% 3.73 7.4% 31% False False 14,589
60 90.14 39.82 50.32 99.5% 3.90 7.7% 21% False False 11,707
80 111.15 39.82 71.33 141.1% 3.70 7.3% 15% False False 9,549
100 123.58 39.82 83.76 165.6% 3.18 6.3% 13% False False 7,921
120 146.86 39.82 107.04 211.7% 2.68 5.3% 10% False False 6,790
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.85
Widest range in 151 trading days
Fibonacci Retracements and Extensions
4.250 86.10
2.618 72.75
1.618 64.57
1.000 59.51
0.618 56.39
HIGH 51.33
0.618 48.21
0.500 47.24
0.382 46.27
LOW 43.15
0.618 38.09
1.000 34.97
1.618 29.91
2.618 21.73
4.250 8.39
Fisher Pivots for day following 31-Dec-2008
Pivot 1 day 3 day
R1 49.46 49.34
PP 48.35 48.12
S1 47.24 46.89

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

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