NYMEX Light Sweet Crude Oil Future June 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 53.00 51.25 -1.75 -3.3% 59.01
High 54.41 51.98 -2.43 -4.5% 59.01
Low 50.91 48.52 -2.39 -4.7% 48.52
Close 51.20 48.84 -2.36 -4.6% 48.84
Range 3.50 3.46 -0.04 -1.1% 10.49
ATR 3.91 3.88 -0.03 -0.8% 0.00
Volume 24,118 30,358 6,240 25.9% 99,823
Daily Pivots for day following 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 60.16 57.96 50.74
R3 56.70 54.50 49.79
R2 53.24 53.24 49.47
R1 51.04 51.04 49.16 50.41
PP 49.78 49.78 49.78 49.47
S1 47.58 47.58 48.52 46.95
S2 46.32 46.32 48.21
S3 42.86 44.12 47.89
S4 39.40 40.66 46.94
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 83.59 76.71 54.61
R3 73.10 66.22 51.72
R2 62.61 62.61 50.76
R1 55.73 55.73 49.80 53.93
PP 52.12 52.12 52.12 51.22
S1 45.24 45.24 47.88 43.44
S2 41.63 41.63 46.92
S3 31.14 34.75 45.96
S4 20.65 24.26 43.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.01 48.52 10.49 21.5% 3.09 6.3% 3% False True 19,964
10 61.33 48.52 12.81 26.2% 3.57 7.3% 2% False True 18,375
20 70.47 48.52 21.95 44.9% 3.40 7.0% 1% False True 16,077
40 87.13 48.52 38.61 79.1% 3.81 7.8% 1% False True 14,996
60 109.98 48.52 61.46 125.8% 3.88 7.9% 1% False True 12,785
80 123.85 48.52 75.33 154.2% 3.52 7.2% 0% False True 10,527
100 137.93 48.52 89.41 183.1% 3.32 6.8% 0% False True 9,158
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 0.89
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.69
2.618 61.04
1.618 57.58
1.000 55.44
0.618 54.12
HIGH 51.98
0.618 50.66
0.500 50.25
0.382 49.84
LOW 48.52
0.618 46.38
1.000 45.06
1.618 42.92
2.618 39.46
4.250 33.82
Fisher Pivots for day following 05-Dec-2008
Pivot 1 day 3 day
R1 50.25 51.57
PP 49.78 50.66
S1 49.31 49.75

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

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