NYMEX Light Sweet Crude Oil Future March 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 42.69 42.15 -0.54 -1.3% 52.50
High 43.65 42.63 -1.02 -2.3% 55.30
Low 40.81 38.00 -2.81 -6.9% 43.75
Close 42.03 38.23 -3.80 -9.0% 45.16
Range 2.84 4.63 1.79 63.0% 11.55
ATR 3.97 4.02 0.05 1.2% 0.00
Volume 51,473 50,064 -1,409 -2.7% 263,196
Daily Pivots for day following 24-Dec-2008
Classic Woodie Camarilla DeMark
R4 53.51 50.50 40.78
R3 48.88 45.87 39.50
R2 44.25 44.25 39.08
R1 41.24 41.24 38.65 40.43
PP 39.62 39.62 39.62 39.22
S1 36.61 36.61 37.81 35.80
S2 34.99 34.99 37.38
S3 30.36 31.98 36.96
S4 25.73 27.35 35.68
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 82.72 75.49 51.51
R3 71.17 63.94 48.34
R2 59.62 59.62 47.28
R1 52.39 52.39 46.22 50.23
PP 48.07 48.07 48.07 46.99
S1 40.84 40.84 44.10 38.68
S2 36.52 36.52 43.04
S3 24.97 29.29 41.98
S4 13.42 17.74 38.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.38 38.00 10.38 27.2% 3.54 9.3% 2% False True 57,952
10 55.30 38.00 17.30 45.3% 4.09 10.7% 1% False True 55,624
20 58.48 38.00 20.48 53.6% 3.87 10.1% 1% False True 46,243
40 73.54 38.00 35.54 93.0% 4.10 10.7% 1% False True 31,895
60 102.30 38.00 64.30 168.2% 4.28 11.2% 0% False True 24,505
80 112.40 38.00 74.40 194.6% 4.33 11.3% 0% False True 19,929
100 123.30 38.00 85.30 223.1% 4.00 10.5% 0% False True 16,408
120 148.35 38.00 110.35 288.6% 3.79 9.9% 0% False True 14,015
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 1.11
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 62.31
2.618 54.75
1.618 50.12
1.000 47.26
0.618 45.49
HIGH 42.63
0.618 40.86
0.500 40.32
0.382 39.77
LOW 38.00
0.618 35.14
1.000 33.37
1.618 30.51
2.618 25.88
4.250 18.32
Fisher Pivots for day following 24-Dec-2008
Pivot 1 day 3 day
R1 40.32 42.06
PP 39.62 40.78
S1 38.93 39.51

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

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