NYMEX Light Sweet Crude Oil Future August 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	52.72	53.67	0.95	1.8%	59.37
High	52.72	53.86	1.14	2.2%	59.37
Low	52.72	51.85	-0.87	-1.7%	50.92
Close	52.72	52.96	0.24	0.5%	50.92
Range	0.00	2.01	2.01		8.45
ATR	2.41	2.38	-0.03	-1.2%	0.00
Volume	2,461	2,173	-288	-11.7%	13,765

Daily Pivots for day following 10-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	58.92	57.95	54.07
R3	56.91	55.94	53.51
R2	54.90	54.90	53.33
R1	53.93	53.93	53.14	53.41
PP	52.89	52.89	52.89	52.63
S1	51.92	51.92	52.78	51.40
S2	50.88	50.88	52.59
S3	48.87	49.91	52.41
S4	46.86	47.90	51.85

Weekly Pivots for week ending 05-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	79.09	73.45	55.57
R3	70.64	65.00	53.24
R2	62.19	62.19	52.47
R1	56.55	56.55	51.69	55.15
PP	53.74	53.74	53.74	53.03
S1	48.10	48.10	50.15	46.70
S2	45.29	45.29	49.37
S3	36.84	39.65	48.60
S4	28.39	31.20	46.27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	56.03	50.92	5.11	9.6%	0.97	1.8%	40%	False	False	2,972
10	62.08	50.92	11.16	21.1%	0.49	0.9%	18%	False	False	2,603
20	65.27	50.92	14.35	27.1%	0.92	1.7%	14%	False	False	2,301
40	79.03	50.92	28.11	53.1%	1.30	2.4%	7%	False	False	2,016
60	109.67	50.92	58.75	110.9%	1.15	2.2%	3%	False	False	1,597
80	123.71	50.92	72.79	137.4%	0.94	1.8%	3%	False	False	1,289

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.03
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	62.40
2.618	59.12
1.618	57.11
1.000	55.87
0.618	55.10
HIGH	53.86
0.618	53.09
0.500	52.86
0.382	52.62
LOW	51.85
0.618	50.61
1.000	49.84
1.618	48.60
2.618	46.59
4.250	43.31

Fisher Pivots for day following 10-Dec-2008
Pivot	1 day	3 day
R1	52.93	52.95
PP	52.89	52.94
S1	52.86	52.93

Download as Excel Spreadsheet

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

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