NYMEX Light Sweet Crude Oil Future February 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 44.85 46.70 1.85 4.1% 55.67
High 48.40 51.77 3.37 7.0% 55.77
Low 44.28 45.82 1.54 3.5% 42.51
Close 46.02 50.84 4.82 10.5% 42.93
Range 4.12 5.95 1.83 44.4% 13.26
ATR 4.15 4.28 0.13 3.1% 0.00
Volume 118,745 183,055 64,310 54.2% 280,328
Daily Pivots for day following 11-Dec-2008
Classic Woodie Camarilla DeMark
R4 67.33 65.03 54.11
R3 61.38 59.08 52.48
R2 55.43 55.43 51.93
R1 53.13 53.13 51.39 54.28
PP 49.48 49.48 49.48 50.05
S1 47.18 47.18 50.29 48.33
S2 43.53 43.53 49.75
S3 37.58 41.23 49.20
S4 31.63 35.28 47.57
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 86.85 78.15 50.22
R3 73.59 64.89 46.58
R2 60.33 60.33 45.36
R1 51.63 51.63 44.15 49.35
PP 47.07 47.07 47.07 45.93
S1 38.37 38.37 41.71 36.09
S2 33.81 33.81 40.50
S3 20.55 25.11 39.28
S4 7.29 11.85 35.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.77 42.51 9.26 18.2% 3.90 7.7% 90% True False 138,673
10 57.24 42.51 14.73 29.0% 3.89 7.7% 57% False False 96,986
20 61.45 42.51 18.94 37.3% 3.97 7.8% 44% False False 69,622
40 76.72 42.51 34.21 67.3% 4.42 8.7% 24% False False 45,075
60 109.44 42.51 66.93 131.6% 4.70 9.3% 12% False False 33,747
80 123.65 42.51 81.14 159.6% 4.50 8.9% 10% False False 26,692
100 130.15 42.51 87.64 172.4% 4.23 8.3% 10% False False 21,932
120 148.17 42.51 105.66 207.8% 3.85 7.6% 8% False False 18,543
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 0.63
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 77.06
2.618 67.35
1.618 61.40
1.000 57.72
0.618 55.45
HIGH 51.77
0.618 49.50
0.500 48.80
0.382 48.09
LOW 45.82
0.618 42.14
1.000 39.87
1.618 36.19
2.618 30.24
4.250 20.53
Fisher Pivots for day following 11-Dec-2008
Pivot 1 day 3 day
R1 50.16 49.90
PP 49.48 48.96
S1 48.80 48.03

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

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