NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 12-Dec-2008
Day Change Summary
Previous Current
11-Dec-2008 12-Dec-2008 Change Change % Previous Week
Open 52.10 54.38 2.28 4.4% 51.18
High 57.40 56.85 -0.55 -1.0% 57.40
Low 52.10 53.43 1.33 2.6% 50.89
Close 57.01 55.85 -1.16 -2.0% 55.85
Range 5.30 3.42 -1.88 -35.5% 6.51
ATR 3.33 3.35 0.02 0.5% 0.00
Volume 8,442 9,673 1,231 14.6% 35,911
Daily Pivots for day following 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 65.64 64.16 57.73
R3 62.22 60.74 56.79
R2 58.80 58.80 56.48
R1 57.32 57.32 56.16 58.06
PP 55.38 55.38 55.38 55.75
S1 53.90 53.90 55.54 54.64
S2 51.96 51.96 55.22
S3 48.54 50.48 54.91
S4 45.12 47.06 53.97
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 74.24 71.56 59.43
R3 67.73 65.05 57.64
R2 61.22 61.22 57.04
R1 58.54 58.54 56.45 59.88
PP 54.71 54.71 54.71 55.39
S1 52.03 52.03 55.25 53.37
S2 48.20 48.20 54.66
S3 41.69 45.52 54.06
S4 35.18 39.01 52.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.40 50.89 6.51 11.7% 3.36 6.0% 76% False False 7,182
10 60.24 49.59 10.65 19.1% 3.13 5.6% 59% False False 5,705
20 64.57 49.59 14.98 26.8% 2.75 4.9% 42% False False 4,797
40 78.55 49.59 28.96 51.9% 2.34 4.2% 22% False False 3,827
60 110.25 49.59 60.66 108.6% 2.05 3.7% 10% False False 3,168
80 123.73 49.59 74.14 132.7% 1.79 3.2% 8% False False 2,522
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.39
2.618 65.80
1.618 62.38
1.000 60.27
0.618 58.96
HIGH 56.85
0.618 55.54
0.500 55.14
0.382 54.74
LOW 53.43
0.618 51.32
1.000 50.01
1.618 47.90
2.618 44.48
4.250 38.90
Fisher Pivots for day following 12-Dec-2008
Pivot 1 day 3 day
R1 55.61 55.28
PP 55.38 54.71
S1 55.14 54.15

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

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