NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 25-Nov-2008
Day Change Summary
Previous Current
24-Nov-2008 25-Nov-2008 Change Change % Previous Week
Open 55.85 57.99 2.14 3.8% 61.25
High 60.39 59.44 -0.95 -1.6% 63.70
Low 54.00 55.85 1.85 3.4% 53.50
Close 59.59 56.43 -3.16 -5.3% 55.05
Range 6.39 3.59 -2.80 -43.8% 10.20
ATR 4.20 4.17 -0.03 -0.8% 0.00
Volume 18,426 14,986 -3,440 -18.7% 72,961
Daily Pivots for day following 25-Nov-2008
Classic Woodie Camarilla DeMark
R4 68.01 65.81 58.40
R3 64.42 62.22 57.42
R2 60.83 60.83 57.09
R1 58.63 58.63 56.76 57.94
PP 57.24 57.24 57.24 56.89
S1 55.04 55.04 56.10 54.35
S2 53.65 53.65 55.77
S3 50.06 51.45 55.44
S4 46.47 47.86 54.46
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 88.02 81.73 60.66
R3 77.82 71.53 57.86
R2 67.62 67.62 56.92
R1 61.33 61.33 55.99 59.38
PP 57.42 57.42 57.42 56.44
S1 51.13 51.13 54.12 49.18
S2 47.22 47.22 53.18
S3 37.02 40.93 52.25
S4 26.82 30.73 49.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.39 53.50 6.89 12.2% 3.71 6.6% 43% False False 16,994
10 65.00 53.50 11.50 20.4% 3.59 6.4% 25% False False 14,751
20 76.00 53.50 22.50 39.9% 4.00 7.1% 13% False False 14,698
40 100.75 53.50 47.25 83.7% 3.90 6.9% 6% False False 13,244
60 113.10 53.50 59.60 105.6% 3.79 6.7% 5% False False 11,229
80 123.85 53.50 70.35 124.7% 3.37 6.0% 4% False False 9,159
100 147.91 53.50 94.41 167.3% 3.35 5.9% 3% False False 8,063
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.73
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.70
2.618 68.84
1.618 65.25
1.000 63.03
0.618 61.66
HIGH 59.44
0.618 58.07
0.500 57.65
0.382 57.22
LOW 55.85
0.618 53.63
1.000 52.26
1.618 50.04
2.618 46.45
4.250 40.59
Fisher Pivots for day following 25-Nov-2008
Pivot 1 day 3 day
R1 57.65 56.95
PP 57.24 56.77
S1 56.84 56.60

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

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