NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 22-Dec-2008
Day Change Summary
Previous Current
19-Dec-2008 22-Dec-2008 Change Change % Previous Week
Open 50.05 50.14 0.09 0.2% 57.75
High 51.05 50.56 -0.49 -1.0% 58.91
Low 49.23 47.38 -1.85 -3.8% 49.23
Close 50.05 47.46 -2.59 -5.2% 50.05
Range 1.82 3.18 1.36 74.7% 9.68
ATR 3.69 3.66 -0.04 -1.0% 0.00
Volume 29,638 18,934 -10,704 -36.1% 148,051
Daily Pivots for day following 22-Dec-2008
Classic Woodie Camarilla DeMark
R4 58.01 55.91 49.21
R3 54.83 52.73 48.33
R2 51.65 51.65 48.04
R1 49.55 49.55 47.75 49.01
PP 48.47 48.47 48.47 48.20
S1 46.37 46.37 47.17 45.83
S2 45.29 45.29 46.88
S3 42.11 43.19 46.59
S4 38.93 40.01 45.71
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 81.77 75.59 55.37
R3 72.09 65.91 52.71
R2 62.41 62.41 51.82
R1 56.23 56.23 50.94 54.48
PP 52.73 52.73 52.73 51.86
S1 46.55 46.55 49.16 44.80
S2 43.05 43.05 48.28
S3 33.37 36.87 47.39
S4 23.69 27.19 44.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.66 47.38 8.28 17.4% 3.02 6.4% 1% False True 29,144
10 58.91 47.38 11.53 24.3% 3.47 7.3% 1% False True 27,499
20 61.33 47.38 13.95 29.4% 3.56 7.5% 1% False True 23,240
40 76.00 47.38 28.62 60.3% 3.69 7.8% 0% False True 18,971
60 102.84 47.38 55.46 116.9% 3.77 7.9% 0% False True 16,294
80 120.15 47.38 72.77 153.3% 3.70 7.8% 0% False True 13,884
100 129.18 47.38 81.80 172.4% 3.42 7.2% 0% False True 11,691
120 147.91 47.38 100.53 211.8% 3.34 7.0% 0% False True 10,357
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.67
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.08
2.618 58.89
1.618 55.71
1.000 53.74
0.618 52.53
HIGH 50.56
0.618 49.35
0.500 48.97
0.382 48.59
LOW 47.38
0.618 45.41
1.000 44.20
1.618 42.23
2.618 39.05
4.250 33.87
Fisher Pivots for day following 22-Dec-2008
Pivot 1 day 3 day
R1 48.97 50.01
PP 48.47 49.16
S1 47.96 48.31

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

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