NYMEX Light Sweet Crude Oil Future June 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 60.03 59.00 -1.03 -1.7% 68.32
High 60.52 59.96 -0.56 -0.9% 70.47
Low 58.89 58.12 -0.77 -1.3% 60.19
Close 59.00 58.69 -0.31 -0.5% 62.10
Range 1.63 1.84 0.21 12.9% 10.28
ATR 4.27 4.09 -0.17 -4.1% 0.00
Volume 8,060 13,132 5,072 62.9% 66,189
Daily Pivots for day following 19-Nov-2008
Classic Woodie Camarilla DeMark
R4 64.44 63.41 59.70
R3 62.60 61.57 59.20
R2 60.76 60.76 59.03
R1 59.73 59.73 58.86 59.33
PP 58.92 58.92 58.92 58.72
S1 57.89 57.89 58.52 57.49
S2 57.08 57.08 58.35
S3 55.24 56.05 58.18
S4 53.40 54.21 57.68
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 95.09 88.88 67.75
R3 84.81 78.60 64.93
R2 74.53 74.53 63.98
R1 68.32 68.32 63.04 66.29
PP 64.25 64.25 64.25 63.24
S1 58.04 58.04 61.16 56.01
S2 53.97 53.97 60.22
S3 43.69 47.76 59.27
S4 33.41 37.48 56.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.00 58.12 6.88 11.7% 3.18 5.4% 8% False True 12,496
10 70.47 58.12 12.35 21.0% 3.21 5.5% 5% False True 13,300
20 76.00 58.12 17.88 30.5% 3.81 6.5% 3% False True 14,216
40 108.06 58.12 49.94 85.1% 3.88 6.6% 1% False True 12,272
60 121.37 58.12 63.25 107.8% 3.71 6.3% 1% False True 10,199
80 129.18 58.12 71.06 121.1% 3.37 5.7% 1% False True 8,451
100 147.91 58.12 89.79 153.0% 3.28 5.6% 1% False True 7,441
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 0.72
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 67.78
2.618 64.78
1.618 62.94
1.000 61.80
0.618 61.10
HIGH 59.96
0.618 59.26
0.500 59.04
0.382 58.82
LOW 58.12
0.618 56.98
1.000 56.28
1.618 55.14
2.618 53.30
4.250 50.30
Fisher Pivots for day following 19-Nov-2008
Pivot 1 day 3 day
R1 59.04 60.91
PP 58.92 60.17
S1 58.81 59.43

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

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