NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 26-Dec-2008
Day Change Summary
Previous Current
24-Dec-2008 26-Dec-2008 Change Change % Previous Week
Open 46.42 47.43 1.01 2.2% 49.34
High 47.08 47.43 0.35 0.7% 49.34
Low 44.75 47.43 2.68 6.0% 44.75
Close 45.02 47.43 2.41 5.4% 47.43
Range 2.33 0.00 -2.33 -100.0% 4.59
ATR 2.17 2.19 0.02 0.8% 0.00
Volume 4,524 336 -4,188 -92.6% 15,952
Daily Pivots for day following 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 47.43 47.43 47.43
R3 47.43 47.43 47.43
R2 47.43 47.43 47.43
R1 47.43 47.43 47.43 47.43
PP 47.43 47.43 47.43 47.43
S1 47.43 47.43 47.43 47.43
S2 47.43 47.43 47.43
S3 47.43 47.43 47.43
S4 47.43 47.43 47.43
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 60.94 58.78 49.95
R3 56.35 54.19 48.69
R2 51.76 51.76 48.27
R1 49.60 49.60 47.85 48.39
PP 47.17 47.17 47.17 46.57
S1 45.01 45.01 47.01 43.80
S2 42.58 42.58 46.59
S3 37.99 40.42 46.17
S4 33.40 35.83 44.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.52 44.75 7.77 16.4% 0.60 1.3% 34% False False 3,955
10 56.50 44.75 11.75 24.8% 0.92 1.9% 23% False False 3,433
20 62.08 44.75 17.33 36.5% 0.79 1.7% 15% False False 3,067
40 76.95 44.75 32.20 67.9% 1.21 2.6% 8% False False 2,518
60 95.19 44.75 50.44 106.3% 1.21 2.5% 5% False False 2,137
80 111.60 44.75 66.85 140.9% 1.08 2.3% 4% False False 1,706
100 123.71 44.75 78.96 166.5% 0.87 1.8% 3% False False 1,426
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 0.19
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 47.43
2.618 47.43
1.618 47.43
1.000 47.43
0.618 47.43
HIGH 47.43
0.618 47.43
0.500 47.43
0.382 47.43
LOW 47.43
0.618 47.43
1.000 47.43
1.618 47.43
2.618 47.43
4.250 47.43
Fisher Pivots for day following 26-Dec-2008
Pivot 1 day 3 day
R1 47.43 47.18
PP 47.43 46.93
S1 47.43 46.68

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

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