NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 11-Dec-2008
Day Change Summary
Previous Current
10-Dec-2008 11-Dec-2008 Change Change % Previous Week
Open 53.67 55.69 2.02 3.8% 59.37
High 53.86 57.29 3.43 6.4% 59.37
Low 51.85 55.59 3.74 7.2% 50.92
Close 52.96 57.65 4.69 8.9% 50.92
Range 2.01 1.70 -0.31 -15.4% 8.45
ATR 2.38 2.52 0.14 5.8% 0.00
Volume 2,173 3,139 966 44.5% 13,765
Daily Pivots for day following 11-Dec-2008
Classic Woodie Camarilla DeMark
R4 61.94 61.50 58.59
R3 60.24 59.80 58.12
R2 58.54 58.54 57.96
R1 58.10 58.10 57.81 58.32
PP 56.84 56.84 56.84 56.96
S1 56.40 56.40 57.49 56.62
S2 55.14 55.14 57.34
S3 53.44 54.70 57.18
S4 51.74 53.00 56.72
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 57.29 50.92 6.37 11.0% 0.79 1.4% 106% True False 2,977
10 62.08 50.92 11.16 19.4% 0.66 1.1% 60% False False 2,700
20 65.27 50.92 14.35 24.9% 0.96 1.7% 47% False False 2,396
40 79.03 50.92 28.11 48.8% 1.34 2.3% 24% False False 2,075
60 109.67 50.92 58.75 101.9% 1.10 1.9% 11% False False 1,644
80 123.71 50.92 72.79 126.3% 0.96 1.7% 9% False False 1,328
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.04
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.52
2.618 61.74
1.618 60.04
1.000 58.99
0.618 58.34
HIGH 57.29
0.618 56.64
0.500 56.44
0.382 56.24
LOW 55.59
0.618 54.54
1.000 53.89
1.618 52.84
2.618 51.14
4.250 48.37
Fisher Pivots for day following 11-Dec-2008
Pivot 1 day 3 day
R1 57.25 56.62
PP 56.84 55.60
S1 56.44 54.57

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

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