NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 18-Dec-2008
Day Change Summary
Previous Current
17-Dec-2008 18-Dec-2008 Change Change % Previous Week
Open 46.82 44.66 -2.16 -4.6% 43.69
High 48.98 45.64 -3.34 -6.8% 51.77
Low 44.44 41.55 -2.89 -6.5% 43.69
Close 44.61 41.67 -2.94 -6.6% 49.12
Range 4.54 4.09 -0.45 -9.9% 8.08
ATR 4.36 4.34 -0.02 -0.4% 0.00
Volume 155,306 253,901 98,595 63.5% 773,871
Daily Pivots for day following 18-Dec-2008
Classic Woodie Camarilla DeMark
R4 55.22 52.54 43.92
R3 51.13 48.45 42.79
R2 47.04 47.04 42.42
R1 44.36 44.36 42.04 43.66
PP 42.95 42.95 42.95 42.60
S1 40.27 40.27 41.30 39.57
S2 38.86 38.86 40.92
S3 34.77 36.18 40.55
S4 30.68 32.09 39.42
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 72.43 68.86 53.56
R3 64.35 60.78 51.34
R2 56.27 56.27 50.60
R1 52.70 52.70 49.86 54.49
PP 48.19 48.19 48.19 49.09
S1 44.62 44.62 48.38 46.41
S2 40.11 40.11 47.64
S3 32.03 36.54 46.90
S4 23.95 28.46 44.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.95 41.55 11.40 27.4% 4.42 10.6% 1% False True 160,713
10 52.95 41.55 11.40 27.4% 4.16 10.0% 1% False True 149,693
20 57.24 41.55 15.69 37.7% 4.20 10.1% 1% False True 102,515
40 72.86 41.55 31.31 75.1% 4.39 10.5% 0% False True 63,575
60 107.32 41.55 65.77 157.8% 4.63 11.1% 0% False True 46,222
80 121.18 41.55 79.63 191.1% 4.50 10.8% 0% False True 36,574
100 129.51 41.55 87.96 211.1% 4.34 10.4% 0% False True 29,847
120 148.17 41.55 106.62 255.9% 3.97 9.5% 0% False True 25,214
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 1.02
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.02
2.618 56.35
1.618 52.26
1.000 49.73
0.618 48.17
HIGH 45.64
0.618 44.08
0.500 43.60
0.382 43.11
LOW 41.55
0.618 39.02
1.000 37.46
1.618 34.93
2.618 30.84
4.250 24.17
Fisher Pivots for day following 18-Dec-2008
Pivot 1 day 3 day
R1 43.60 45.55
PP 42.95 44.25
S1 42.31 42.96

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

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