NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 19-Dec-2008
Day Change Summary
Previous Current
18-Dec-2008 19-Dec-2008 Change Change % Previous Week
Open 53.26 50.60 -2.66 -5.0% 58.34
High 53.46 52.21 -1.25 -2.3% 59.43
Low 50.56 50.51 -0.05 -0.1% 50.51
Close 50.69 51.15 0.46 0.9% 51.15
Range 2.90 1.70 -1.20 -41.4% 8.92
ATR 3.37 3.25 -0.12 -3.5% 0.00
Volume 10,368 8,222 -2,146 -20.7% 34,080
Daily Pivots for day following 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 56.39 55.47 52.09
R3 54.69 53.77 51.62
R2 52.99 52.99 51.46
R1 52.07 52.07 51.31 52.53
PP 51.29 51.29 51.29 51.52
S1 50.37 50.37 50.99 50.83
S2 49.59 49.59 50.84
S3 47.89 48.67 50.68
S4 46.19 46.97 50.22
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 80.46 74.72 56.06
R3 71.54 65.80 53.60
R2 62.62 62.62 52.79
R1 56.88 56.88 51.97 55.29
PP 53.70 53.70 53.70 52.90
S1 47.96 47.96 50.33 46.37
S2 44.78 44.78 49.51
S3 35.86 39.04 48.70
S4 26.94 30.12 46.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.43 50.51 8.92 17.4% 3.13 6.1% 7% False True 6,816
10 59.43 50.51 8.92 17.4% 3.25 6.3% 7% False True 6,999
20 61.20 49.59 11.61 22.7% 2.96 5.8% 13% False False 5,645
40 76.25 49.59 26.66 52.1% 2.58 5.1% 6% False False 4,360
60 107.23 49.59 57.64 112.7% 2.20 4.3% 3% False False 3,659
80 118.21 49.59 68.62 134.2% 1.94 3.8% 2% False False 2,915
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.55
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 59.44
2.618 56.66
1.618 54.96
1.000 53.91
0.618 53.26
HIGH 52.21
0.618 51.56
0.500 51.36
0.382 51.16
LOW 50.51
0.618 49.46
1.000 48.81
1.618 47.76
2.618 46.06
4.250 43.29
Fisher Pivots for day following 19-Dec-2008
Pivot 1 day 3 day
R1 51.36 53.09
PP 51.29 52.44
S1 51.22 51.80

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

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