NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 22-Dec-2008
Day Change Summary
Previous Current
19-Dec-2008 22-Dec-2008 Change Change % Previous Week
Open 51.93 49.34 -2.59 -5.0% 56.50
High 52.52 49.34 -3.18 -6.1% 56.50
Low 51.93 49.34 -2.59 -5.0% 51.93
Close 52.06 49.34 -2.72 -5.2% 52.06
Range 0.59 0.00 -0.59 -100.0% 4.57
ATR 2.10 2.14 0.04 2.1% 0.00
Volume 3,823 6,603 2,780 72.7% 16,043
Daily Pivots for day following 22-Dec-2008
Classic Woodie Camarilla DeMark
R4 49.34 49.34 49.34
R3 49.34 49.34 49.34
R2 49.34 49.34 49.34
R1 49.34 49.34 49.34 49.34
PP 49.34 49.34 49.34 49.34
S1 49.34 49.34 49.34 49.34
S2 49.34 49.34 49.34
S3 49.34 49.34 49.34
S4 49.34 49.34 49.34
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 55.30 49.34 5.96 12.1% 0.94 1.9% 0% False True 4,053
10 57.29 49.34 7.95 16.1% 1.05 2.1% 0% False True 3,276
20 62.08 49.34 12.74 25.8% 0.86 1.7% 0% False True 3,023
40 76.95 49.34 27.61 56.0% 1.29 2.6% 0% False True 2,437
60 102.52 49.34 53.18 107.8% 1.21 2.5% 0% False True 2,013
80 118.25 49.34 68.91 139.7% 1.05 2.1% 0% False True 1,596
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.15
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 49.34
2.618 49.34
1.618 49.34
1.000 49.34
0.618 49.34
HIGH 49.34
0.618 49.34
0.500 49.34
0.382 49.34
LOW 49.34
0.618 49.34
1.000 49.34
1.618 49.34
2.618 49.34
4.250 49.34
Fisher Pivots for day following 22-Dec-2008
Pivot 1 day 3 day
R1 49.34 51.59
PP 49.34 50.84
S1 49.34 50.09

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

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