NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 19-Dec-2008
Day Change Summary
Previous Current
18-Dec-2008 19-Dec-2008 Change Change % Previous Week
Open 53.42 51.93 -1.49 -2.8% 56.50
High 53.83 52.52 -1.31 -2.4% 56.50
Low 52.09 51.93 -0.16 -0.3% 51.93
Close 51.66 52.06 0.40 0.8% 52.06
Range 1.74 0.59 -1.15 -66.1% 4.57
ATR 2.20 2.10 -0.10 -4.3% 0.00
Volume 4,211 3,823 -388 -9.2% 16,043
Daily Pivots for day following 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 53.94 53.59 52.38
R3 53.35 53.00 52.22
R2 52.76 52.76 52.17
R1 52.41 52.41 52.11 52.59
PP 52.17 52.17 52.17 52.26
S1 51.82 51.82 52.01 52.00
S2 51.58 51.58 51.95
S3 50.99 51.23 51.90
S4 50.40 50.64 51.74
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 67.21 64.20 54.57
R3 62.64 59.63 53.32
R2 58.07 58.07 52.90
R1 55.06 55.06 52.48 54.28
PP 53.50 53.50 53.50 53.11
S1 50.49 50.49 51.64 49.71
S2 48.93 48.93 51.22
S3 44.36 45.92 50.80
S4 39.79 41.35 49.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.50 51.93 4.57 8.8% 0.94 1.8% 3% False True 3,208
10 57.29 51.85 5.44 10.4% 1.07 2.1% 4% False False 2,911
20 62.08 50.92 11.16 21.4% 0.88 1.7% 10% False False 2,790
40 76.95 50.92 26.03 50.0% 1.33 2.6% 4% False False 2,345
60 107.20 50.92 56.28 108.1% 1.21 2.3% 2% False False 1,918
80 118.25 50.92 67.33 129.3% 1.05 2.0% 2% False False 1,516
Crabel Price Patterns
NR True
NR4 True
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 True
Bear Hook True
Bull Hook False
Stretch 0.16
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 55.03
2.618 54.06
1.618 53.47
1.000 53.11
0.618 52.88
HIGH 52.52
0.618 52.29
0.500 52.23
0.382 52.16
LOW 51.93
0.618 51.57
1.000 51.34
1.618 50.98
2.618 50.39
4.250 49.42
Fisher Pivots for day following 19-Dec-2008
Pivot 1 day 3 day
R1 52.23 53.54
PP 52.17 53.05
S1 52.12 52.55

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

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