NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 15-Dec-2008
Day Change Summary
Previous Current
12-Dec-2008 15-Dec-2008 Change Change % Previous Week
Open 55.00 55.34 0.34 0.6% 49.04
High 55.40 57.89 2.49 4.5% 55.95
Low 52.15 52.85 0.70 1.3% 49.04
Close 54.32 52.95 -1.37 -2.5% 54.32
Range 3.25 5.04 1.79 55.1% 6.91
ATR 3.45 3.57 0.11 3.3% 0.00
Volume 18,155 11,860 -6,295 -34.7% 78,607
Daily Pivots for day following 15-Dec-2008
Classic Woodie Camarilla DeMark
R4 69.68 66.36 55.72
R3 64.64 61.32 54.34
R2 59.60 59.60 53.87
R1 56.28 56.28 53.41 55.42
PP 54.56 54.56 54.56 54.14
S1 51.24 51.24 52.49 50.38
S2 49.52 49.52 52.03
S3 44.48 46.20 51.56
S4 39.44 41.16 50.18
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 73.83 70.99 58.12
R3 66.92 64.08 56.22
R2 60.01 60.01 55.59
R1 57.17 57.17 54.95 58.59
PP 53.10 53.10 53.10 53.82
S1 50.26 50.26 53.69 51.68
S2 46.19 46.19 53.05
S3 39.28 43.35 52.42
S4 32.37 36.44 50.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.89 49.10 8.79 16.6% 3.76 7.1% 44% True False 14,697
10 57.89 47.37 10.52 19.9% 3.14 5.9% 53% True False 13,432
20 62.18 47.37 14.81 28.0% 3.19 6.0% 38% False False 10,693
40 75.91 47.37 28.54 53.9% 3.22 6.1% 20% False False 8,183
60 109.58 47.37 62.21 117.5% 2.87 5.4% 9% False False 6,376
80 119.79 47.37 72.42 136.8% 2.29 4.3% 8% False False 5,211
100 126.47 47.37 79.10 149.4% 1.88 3.5% 7% False False 4,302
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 0.71
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.31
2.618 71.08
1.618 66.04
1.000 62.93
0.618 61.00
HIGH 57.89
0.618 55.96
0.500 55.37
0.382 54.78
LOW 52.85
0.618 49.74
1.000 47.81
1.618 44.70
2.618 39.66
4.250 31.43
Fisher Pivots for day following 15-Dec-2008
Pivot 1 day 3 day
R1 55.37 54.15
PP 54.56 53.75
S1 53.76 53.35

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

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