NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 09-Dec-2008
Day Change Summary
Previous Current
08-Dec-2008 09-Dec-2008 Change Change % Previous Week
Open 53.83 52.72 -1.11 -2.1% 59.37
High 54.00 52.72 -1.28 -2.4% 59.37
Low 53.76 52.72 -1.04 -1.9% 50.92
Close 54.63 52.72 -1.91 -3.5% 50.92
Range 0.24 0.00 -0.24 -100.0% 8.45
ATR 2.45 2.41 -0.04 -1.6% 0.00
Volume 2,951 2,461 -490 -16.6% 13,765
Daily Pivots for day following 09-Dec-2008
Classic Woodie Camarilla DeMark
R4 52.72 52.72 52.72
R3 52.72 52.72 52.72
R2 52.72 52.72 52.72
R1 52.72 52.72 52.72 52.72
PP 52.72 52.72 52.72 52.72
S1 52.72 52.72 52.72 52.72
S2 52.72 52.72 52.72
S3 52.72 52.72 52.72
S4 52.72 52.72 52.72
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 79.09 73.45 55.57
R3 70.64 65.00 53.24
R2 62.19 62.19 52.47
R1 56.55 56.55 51.69 55.15
PP 53.74 53.74 53.74 53.03
S1 48.10 48.10 50.15 46.70
S2 45.29 45.29 49.37
S3 36.84 39.65 48.60
S4 28.39 31.20 46.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.10 50.92 5.18 9.8% 0.57 1.1% 35% False False 3,047
10 62.08 50.92 11.16 21.2% 0.29 0.5% 16% False False 2,786
20 66.38 50.92 15.46 29.3% 0.85 1.6% 12% False False 2,244
40 83.75 50.92 32.83 62.3% 1.31 2.5% 5% False False 1,972
60 109.67 50.92 58.75 111.4% 1.12 2.1% 3% False False 1,563
80 123.71 50.92 72.79 138.1% 0.92 1.7% 2% False False 1,264
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 0.01
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.72
2.618 52.72
1.618 52.72
1.000 52.72
0.618 52.72
HIGH 52.72
0.618 52.72
0.500 52.72
0.382 52.72
LOW 52.72
0.618 52.72
1.000 52.72
1.618 52.72
2.618 52.72
4.250 52.72
Fisher Pivots for day following 09-Dec-2008
Pivot 1 day 3 day
R1 52.72 52.63
PP 52.72 52.55
S1 52.72 52.46

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

View Archives - Comment on this page... - Back to Index of Symbols