NYMEX Light Sweet Crude Oil Future July 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 50.60 51.15 0.55 1.1% 58.34
High 52.21 51.56 -0.65 -1.2% 59.43
Low 50.51 48.28 -2.23 -4.4% 50.51
Close 51.15 48.48 -2.67 -5.2% 51.15
Range 1.70 3.28 1.58 92.9% 8.92
ATR 3.25 3.25 0.00 0.1% 0.00
Volume 8,222 7,931 -291 -3.5% 34,080
Daily Pivots for day following 22-Dec-2008
Classic Woodie Camarilla DeMark
R4 59.28 57.16 50.28
R3 56.00 53.88 49.38
R2 52.72 52.72 49.08
R1 50.60 50.60 48.78 50.02
PP 49.44 49.44 49.44 49.15
S1 47.32 47.32 48.18 46.74
S2 46.16 46.16 47.88
S3 42.88 44.04 47.58
S4 39.60 40.76 46.68
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 56.35 48.28 8.07 16.6% 2.78 5.7% 2% False True 7,490
10 59.43 48.28 11.15 23.0% 3.30 6.8% 2% False True 7,315
20 61.20 48.28 12.92 26.7% 3.05 6.3% 2% False True 5,832
40 76.25 48.28 27.97 57.7% 2.64 5.4% 1% False True 4,489
60 102.25 48.28 53.97 111.3% 2.26 4.7% 0% False True 3,785
80 118.21 48.28 69.93 144.2% 1.98 4.1% 0% False True 3,010
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 65.50
2.618 60.15
1.618 56.87
1.000 54.84
0.618 53.59
HIGH 51.56
0.618 50.31
0.500 49.92
0.382 49.53
LOW 48.28
0.618 46.25
1.000 45.00
1.618 42.97
2.618 39.69
4.250 34.34
Fisher Pivots for day following 22-Dec-2008
Pivot 1 day 3 day
R1 49.92 50.87
PP 49.44 50.07
S1 48.96 49.28

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

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