NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 11-Dec-2008
Day Change Summary
Previous Current
10-Dec-2008 11-Dec-2008 Change Change % Previous Week
Open 53.02 52.10 -0.92 -1.7% 60.24
High 53.65 57.40 3.75 7.0% 60.24
Low 50.89 52.10 1.21 2.4% 49.59
Close 52.27 57.01 4.74 9.1% 49.92
Range 2.76 5.30 2.54 92.0% 10.65
ATR 3.18 3.33 0.15 4.8% 0.00
Volume 5,531 8,442 2,911 52.6% 21,147
Daily Pivots for day following 11-Dec-2008
Classic Woodie Camarilla DeMark
R4 71.40 69.51 59.93
R3 66.10 64.21 58.47
R2 60.80 60.80 57.98
R1 58.91 58.91 57.50 59.86
PP 55.50 55.50 55.50 55.98
S1 53.61 53.61 56.52 54.56
S2 50.20 50.20 56.04
S3 44.90 48.31 55.55
S4 39.60 43.01 54.10
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 85.20 78.21 55.78
R3 74.55 67.56 52.85
R2 63.90 63.90 51.87
R1 56.91 56.91 50.90 55.08
PP 53.25 53.25 53.25 52.34
S1 46.26 46.26 48.94 44.43
S2 42.60 42.60 47.97
S3 31.95 35.61 46.99
S4 21.30 24.96 44.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.40 49.59 7.81 13.7% 3.38 5.9% 95% True False 6,622
10 61.20 49.59 11.61 20.4% 2.93 5.1% 64% False False 5,197
20 65.19 49.59 15.60 27.4% 2.76 4.8% 48% False False 4,439
40 78.55 49.59 28.96 50.8% 2.37 4.2% 26% False False 3,679
60 110.25 49.59 60.66 106.4% 2.00 3.5% 12% False False 3,028
80 123.73 49.59 74.14 130.0% 1.75 3.1% 10% False False 2,411
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 79.93
2.618 71.28
1.618 65.98
1.000 62.70
0.618 60.68
HIGH 57.40
0.618 55.38
0.500 54.75
0.382 54.12
LOW 52.10
0.618 48.82
1.000 46.80
1.618 43.52
2.618 38.22
4.250 29.58
Fisher Pivots for day following 11-Dec-2008
Pivot 1 day 3 day
R1 56.26 56.06
PP 55.50 55.10
S1 54.75 54.15

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

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