NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 09-Dec-2008
Day Change Summary
Previous Current
08-Dec-2008 09-Dec-2008 Change Change % Previous Week
Open 51.18 53.10 1.92 3.8% 60.24
High 53.94 54.40 0.46 0.9% 60.24
Low 51.18 51.83 0.65 1.3% 49.59
Close 53.76 51.89 -1.87 -3.5% 49.92
Range 2.76 2.57 -0.19 -6.9% 10.65
ATR 3.26 3.21 -0.05 -1.5% 0.00
Volume 4,765 7,500 2,735 57.4% 21,147
Daily Pivots for day following 09-Dec-2008
Classic Woodie Camarilla DeMark
R4 60.42 58.72 53.30
R3 57.85 56.15 52.60
R2 55.28 55.28 52.36
R1 53.58 53.58 52.13 53.15
PP 52.71 52.71 52.71 52.49
S1 51.01 51.01 51.65 50.58
S2 50.14 50.14 51.42
S3 47.57 48.44 51.18
S4 45.00 45.87 50.48
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 85.20 78.21 55.78
R3 74.55 67.56 52.85
R2 63.90 63.90 51.87
R1 56.91 56.91 50.90 55.08
PP 53.25 53.25 53.25 52.34
S1 46.26 46.26 48.94 44.43
S2 42.60 42.60 47.97
S3 31.95 35.61 46.99
S4 21.30 24.96 44.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.78 49.59 6.19 11.9% 2.75 5.3% 37% False False 5,619
10 61.20 49.59 11.61 22.4% 2.59 5.0% 20% False False 4,733
20 66.15 49.59 16.56 31.9% 2.50 4.8% 14% False False 4,024
40 85.30 49.59 35.71 68.8% 2.25 4.3% 6% False False 3,459
60 110.25 49.59 60.66 116.9% 1.98 3.8% 4% False False 2,824
80 123.73 49.59 74.14 142.9% 1.65 3.2% 3% False False 2,241
Crabel Price Patterns
NR True
NR4 True
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 0.49
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 65.32
2.618 61.13
1.618 58.56
1.000 56.97
0.618 55.99
HIGH 54.40
0.618 53.42
0.500 53.12
0.382 52.81
LOW 51.83
0.618 50.24
1.000 49.26
1.618 47.67
2.618 45.10
4.250 40.91
Fisher Pivots for day following 09-Dec-2008
Pivot 1 day 3 day
R1 53.12 52.00
PP 52.71 51.96
S1 52.30 51.93

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

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