NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 24-Dec-2008
Day Change Summary
Previous Current
23-Dec-2008 24-Dec-2008 Change Change % Previous Week
Open 39.55 39.15 -0.40 -1.0% 49.29
High 40.65 39.69 -0.96 -2.4% 52.95
Low 37.79 35.13 -2.66 -7.0% 40.90
Close 38.98 35.35 -3.63 -9.3% 42.36
Range 2.86 4.56 1.70 59.4% 12.05
ATR 4.09 4.12 0.03 0.8% 0.00
Volume 149,135 146,203 -2,932 -2.0% 887,302
Daily Pivots for day following 24-Dec-2008
Classic Woodie Camarilla DeMark
R4 50.40 47.44 37.86
R3 45.84 42.88 36.60
R2 41.28 41.28 36.19
R1 38.32 38.32 35.77 37.52
PP 36.72 36.72 36.72 36.33
S1 33.76 33.76 34.93 32.96
S2 32.16 32.16 34.51
S3 27.60 29.20 34.10
S4 23.04 24.64 32.84
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 81.55 74.01 48.99
R3 69.50 61.96 45.67
R2 57.45 57.45 44.57
R1 49.91 49.91 43.46 47.66
PP 45.40 45.40 45.40 44.28
S1 37.86 37.86 41.26 35.61
S2 33.35 33.35 40.15
S3 21.30 25.81 39.05
S4 9.25 13.76 35.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.64 35.13 10.51 29.7% 3.56 10.1% 2% False True 195,551
10 52.95 35.13 17.82 50.4% 4.17 11.8% 1% False True 171,048
20 57.24 35.13 22.11 62.5% 3.97 11.2% 1% False True 127,517
40 72.86 35.13 37.73 106.7% 4.30 12.2% 1% False True 79,671
60 102.12 35.13 66.99 189.5% 4.47 12.6% 0% False True 57,681
80 112.15 35.13 77.02 217.9% 4.41 12.5% 0% False True 45,445
100 123.65 35.13 88.52 250.4% 4.29 12.1% 0% False True 36,971
120 148.17 35.13 113.04 319.8% 4.07 11.5% 0% False True 31,190
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 1.18
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 59.07
2.618 51.63
1.618 47.07
1.000 44.25
0.618 42.51
HIGH 39.69
0.618 37.95
0.500 37.41
0.382 36.87
LOW 35.13
0.618 32.31
1.000 30.57
1.618 27.75
2.618 23.19
4.250 15.75
Fisher Pivots for day following 24-Dec-2008
Pivot 1 day 3 day
R1 37.41 39.29
PP 36.72 37.97
S1 36.04 36.66

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

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