NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 12-Dec-2008
Day Change Summary
Previous Current
11-Dec-2008 12-Dec-2008 Change Change % Previous Week
Open 51.61 55.75 4.14 8.0% 51.22
High 56.84 56.03 -0.81 -1.4% 56.84
Low 51.52 52.80 1.28 2.5% 50.00
Close 56.34 55.15 -1.19 -2.1% 55.15
Range 5.32 3.23 -2.09 -39.3% 6.84
ATR 3.88 3.86 -0.02 -0.6% 0.00
Volume 34,063 27,089 -6,974 -20.5% 134,194
Daily Pivots for day following 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 64.35 62.98 56.93
R3 61.12 59.75 56.04
R2 57.89 57.89 55.74
R1 56.52 56.52 55.45 55.59
PP 54.66 54.66 54.66 54.20
S1 53.29 53.29 54.85 52.36
S2 51.43 51.43 54.56
S3 48.20 50.06 54.26
S4 44.97 46.83 53.37
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 74.52 71.67 58.91
R3 67.68 64.83 57.03
R2 60.84 60.84 56.40
R1 57.99 57.99 55.78 59.42
PP 54.00 54.00 54.00 54.71
S1 51.15 51.15 54.52 52.58
S2 47.16 47.16 53.90
S3 40.32 44.31 53.27
S4 33.48 37.47 51.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.84 50.00 6.84 12.4% 3.50 6.4% 75% False False 26,838
10 59.01 48.52 10.49 19.0% 3.30 6.0% 63% False False 23,401
20 65.00 48.52 16.48 29.9% 3.45 6.3% 40% False False 19,341
40 78.60 48.52 30.08 54.5% 3.76 6.8% 22% False False 16,869
60 109.98 48.52 61.46 111.4% 3.85 7.0% 11% False False 14,310
80 123.85 48.52 75.33 136.6% 3.64 6.6% 9% False False 11,971
100 129.18 48.52 80.66 146.3% 3.35 6.1% 8% False False 10,314
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 0.78
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.76
2.618 64.49
1.618 61.26
1.000 59.26
0.618 58.03
HIGH 56.03
0.618 54.80
0.500 54.42
0.382 54.03
LOW 52.80
0.618 50.80
1.000 49.57
1.618 47.57
2.618 44.34
4.250 39.07
Fisher Pivots for day following 12-Dec-2008
Pivot 1 day 3 day
R1 54.91 54.59
PP 54.66 54.02
S1 54.42 53.46

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

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