NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 10-Dec-2008
Day Change Summary
Previous Current
09-Dec-2008 10-Dec-2008 Change Change % Previous Week
Open 53.10 53.02 -0.08 -0.2% 60.24
High 54.40 53.65 -0.75 -1.4% 60.24
Low 51.83 50.89 -0.94 -1.8% 49.59
Close 51.89 52.27 0.38 0.7% 49.92
Range 2.57 2.76 0.19 7.4% 10.65
ATR 3.21 3.18 -0.03 -1.0% 0.00
Volume 7,500 5,531 -1,969 -26.3% 21,147
Daily Pivots for day following 10-Dec-2008
Classic Woodie Camarilla DeMark
R4 60.55 59.17 53.79
R3 57.79 56.41 53.03
R2 55.03 55.03 52.78
R1 53.65 53.65 52.52 52.96
PP 52.27 52.27 52.27 51.93
S1 50.89 50.89 52.02 50.20
S2 49.51 49.51 51.76
S3 46.75 48.13 51.51
S4 43.99 45.37 50.75
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 55.59 49.59 6.00 11.5% 3.02 5.8% 45% False False 5,837
10 61.20 49.59 11.61 22.2% 2.69 5.1% 23% False False 4,799
20 65.19 49.59 15.60 29.8% 2.58 4.9% 17% False False 4,193
40 78.55 49.59 28.96 55.4% 2.24 4.3% 9% False False 3,512
60 110.25 49.59 60.66 116.1% 2.01 3.8% 4% False False 2,911
80 123.73 49.59 74.14 141.8% 1.68 3.2% 4% False False 2,308
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.38
2.618 60.88
1.618 58.12
1.000 56.41
0.618 55.36
HIGH 53.65
0.618 52.60
0.500 52.27
0.382 51.94
LOW 50.89
0.618 49.18
1.000 48.13
1.618 46.42
2.618 43.66
4.250 39.16
Fisher Pivots for day following 10-Dec-2008
Pivot 1 day 3 day
R1 52.27 52.65
PP 52.27 52.52
S1 52.27 52.40

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

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