NYMEX Light Sweet Crude Oil Future August 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	55.69	54.30	-1.39	-2.5%	53.83
High	57.29	56.35	-0.94	-1.6%	57.29
Low	55.59	54.30	-1.29	-2.3%	51.85
Close	57.65	56.50	-1.15	-2.0%	56.50
Range	1.70	2.05	0.35	20.6%	5.44
ATR	2.52	2.58	0.06	2.3%	0.00
Volume	3,139	2,344	-795	-25.3%	13,068

Daily Pivots for day following 12-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	61.87	61.23	57.63
R3	59.82	59.18	57.06
R2	57.77	57.77	56.88
R1	57.13	57.13	56.69	57.45
PP	55.72	55.72	55.72	55.88
S1	55.08	55.08	56.31	55.40
S2	53.67	53.67	56.12
S3	51.62	53.03	55.94
S4	49.57	50.98	55.37

Weekly Pivots for week ending 12-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	71.53	69.46	59.49
R3	66.09	64.02	58.00
R2	60.65	60.65	57.50
R1	58.58	58.58	57.00	59.62
PP	55.21	55.21	55.21	55.73
S1	53.14	53.14	56.00	54.18
S2	49.77	49.77	55.50
S3	44.33	47.70	55.00
S4	38.89	42.26	53.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	57.29	51.85	5.44	9.6%	1.20	2.1%	85%	False	False	2,613
10	59.37	50.92	8.45	15.0%	0.86	1.5%	66%	False	False	2,683
20	65.09	50.92	14.17	25.1%	0.94	1.7%	39%	False	False	2,435
40	79.03	50.92	28.11	49.8%	1.36	2.4%	20%	False	False	2,116
60	109.67	50.92	58.75	104.0%	1.14	2.0%	9%	False	False	1,673
80	123.71	50.92	72.79	128.8%	0.99	1.7%	8%	False	False	1,352

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	0.04
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	65.06
2.618	61.72
1.618	59.67
1.000	58.40
0.618	57.62
HIGH	56.35
0.618	55.57
0.500	55.33
0.382	55.08
LOW	54.30
0.618	53.03
1.000	52.25
1.618	50.98
2.618	48.93
4.250	45.59

Fisher Pivots for day following 12-Dec-2008
Pivot	1 day	3 day
R1	56.11	55.86
PP	55.72	55.21
S1	55.33	54.57

Download as Excel Spreadsheet

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

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