NYMEX Light Sweet Crude Oil Future January 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 42.40 44.05 1.65 3.9% 54.62
High 46.17 49.12 2.95 6.4% 54.62
Low 41.89 43.28 1.39 3.3% 40.50
Close 43.52 47.98 4.46 10.2% 40.81
Range 4.28 5.84 1.56 36.4% 14.12
ATR 4.30 4.41 0.11 2.6% 0.00
Volume 240,867 362,393 121,526 50.5% 1,029,471
Daily Pivots for day following 11-Dec-2008
Classic Woodie Camarilla DeMark
R4 64.31 61.99 51.19
R3 58.47 56.15 49.59
R2 52.63 52.63 49.05
R1 50.31 50.31 48.52 51.47
PP 46.79 46.79 46.79 47.38
S1 44.47 44.47 47.44 45.63
S2 40.95 40.95 46.91
S3 35.11 38.63 46.37
S4 29.27 32.79 44.77
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 87.67 78.36 48.58
R3 73.55 64.24 44.69
R2 59.43 59.43 43.40
R1 50.12 50.12 42.10 47.72
PP 45.31 45.31 45.31 44.11
S1 36.00 36.00 39.52 33.60
S2 31.19 31.19 38.22
S3 17.07 21.88 36.93
S4 2.95 7.76 33.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.12 40.50 8.62 18.0% 4.00 8.3% 87% True False 290,475
10 55.98 40.50 15.48 32.3% 4.00 8.3% 48% False False 249,283
20 60.65 40.50 20.15 42.0% 4.08 8.5% 37% False False 215,050
40 76.45 40.50 35.95 74.9% 4.62 9.6% 21% False False 138,782
60 109.36 40.50 68.86 143.5% 4.99 10.4% 11% False False 104,733
80 123.22 40.50 82.72 172.4% 4.86 10.1% 9% False False 82,060
100 130.29 40.50 89.79 187.1% 4.64 9.7% 8% False False 67,218
120 148.35 40.50 107.85 224.8% 4.47 9.3% 7% False False 56,713
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 0.69
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 73.94
2.618 64.41
1.618 58.57
1.000 54.96
0.618 52.73
HIGH 49.12
0.618 46.89
0.500 46.20
0.382 45.51
LOW 43.28
0.618 39.67
1.000 37.44
1.618 33.83
2.618 27.99
4.250 18.46
Fisher Pivots for day following 11-Dec-2008
Pivot 1 day 3 day
R1 47.39 47.15
PP 46.79 46.31
S1 46.20 45.48

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

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