NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 05-Dec-2008
Day Change Summary
Previous Current
04-Dec-2008 05-Dec-2008 Change Change % Previous Week
Open 52.52 49.89 -2.63 -5.0% 58.08
High 52.90 50.01 -2.89 -5.5% 58.40
Low 49.80 47.37 -2.43 -4.9% 47.37
Close 49.89 47.61 -2.28 -4.6% 47.61
Range 3.10 2.64 -0.46 -14.8% 11.03
ATR 3.41 3.36 -0.06 -1.6% 0.00
Volume 9,833 16,416 6,583 66.9% 49,140
Daily Pivots for day following 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 56.25 54.57 49.06
R3 53.61 51.93 48.34
R2 50.97 50.97 48.09
R1 49.29 49.29 47.85 48.81
PP 48.33 48.33 48.33 48.09
S1 46.65 46.65 47.37 46.17
S2 45.69 45.69 47.13
S3 43.05 44.01 46.88
S4 40.41 41.37 46.16
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 84.22 76.94 53.68
R3 73.19 65.91 50.64
R2 62.16 62.16 49.63
R1 54.88 54.88 48.62 53.01
PP 51.13 51.13 51.13 50.19
S1 43.85 43.85 46.60 41.98
S2 40.10 40.10 45.59
S3 29.07 32.82 44.58
S4 18.04 21.79 41.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.40 47.37 11.03 23.2% 2.76 5.8% 2% False True 9,828
10 59.89 47.37 12.52 26.3% 3.15 6.6% 2% False True 9,663
20 69.72 47.37 22.35 46.9% 3.12 6.6% 1% False True 7,914
40 86.05 47.37 38.68 81.2% 3.18 6.7% 1% False True 6,509
60 109.58 47.37 62.21 130.7% 2.63 5.5% 0% False True 5,071
80 123.71 47.37 76.34 160.3% 2.02 4.3% 0% False True 4,130
100 137.24 47.37 89.87 188.8% 1.70 3.6% 0% False True 3,453
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.23
2.618 56.92
1.618 54.28
1.000 52.65
0.618 51.64
HIGH 50.01
0.618 49.00
0.500 48.69
0.382 48.38
LOW 47.37
0.618 45.74
1.000 44.73
1.618 43.10
2.618 40.46
4.250 36.15
Fisher Pivots for day following 05-Dec-2008
Pivot 1 day 3 day
R1 48.69 50.36
PP 48.33 49.44
S1 47.97 48.53

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

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