NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 24-Dec-2008
Day Change Summary
Previous Current
23-Dec-2008 24-Dec-2008 Change Change % Previous Week
Open 47.51 45.03 -2.48 -5.2% 57.75
High 47.91 45.45 -2.46 -5.1% 58.91
Low 45.09 42.51 -2.58 -5.7% 49.23
Close 46.52 42.79 -3.73 -8.0% 50.05
Range 2.82 2.94 0.12 4.3% 9.68
ATR 3.60 3.63 0.03 0.8% 0.00
Volume 14,927 16,390 1,463 9.8% 148,051
Daily Pivots for day following 24-Dec-2008
Classic Woodie Camarilla DeMark
R4 52.40 50.54 44.41
R3 49.46 47.60 43.60
R2 46.52 46.52 43.33
R1 44.66 44.66 43.06 44.12
PP 43.58 43.58 43.58 43.32
S1 41.72 41.72 42.52 41.18
S2 40.64 40.64 42.25
S3 37.70 38.78 41.98
S4 34.76 35.84 41.17
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 81.77 75.59 55.37
R3 72.09 65.91 52.71
R2 62.41 62.41 51.82
R1 56.23 56.23 50.94 54.48
PP 52.73 52.73 52.73 51.86
S1 46.55 46.55 49.16 44.80
S2 43.05 43.05 48.28
S3 33.37 36.87 47.39
S4 23.69 27.19 44.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.63 42.51 10.12 23.7% 2.80 6.5% 3% False True 24,550
10 58.91 42.51 16.40 38.3% 3.46 8.1% 2% False True 25,945
20 61.33 42.51 18.82 44.0% 3.35 7.8% 1% False True 23,136
40 76.00 42.51 33.49 78.3% 3.68 8.6% 1% False True 18,917
60 100.75 42.51 58.24 136.1% 3.72 8.7% 0% False True 16,541
80 113.10 42.51 70.59 165.0% 3.68 8.6% 0% False True 14,206
100 123.85 42.51 81.34 190.1% 3.36 7.9% 0% False True 11,954
120 147.91 42.51 105.40 246.3% 3.35 7.8% 0% False True 10,575
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 0.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.95
2.618 53.15
1.618 50.21
1.000 48.39
0.618 47.27
HIGH 45.45
0.618 44.33
0.500 43.98
0.382 43.63
LOW 42.51
0.618 40.69
1.000 39.57
1.618 37.75
2.618 34.81
4.250 30.02
Fisher Pivots for day following 24-Dec-2008
Pivot 1 day 3 day
R1 43.98 46.54
PP 43.58 45.29
S1 43.19 44.04

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

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