NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 15-Dec-2008
Day Change Summary
Previous Current
12-Dec-2008 15-Dec-2008 Change Change % Previous Week
Open 54.30 56.50 2.20 4.1% 53.83
High 56.35 56.50 0.15 0.3% 57.29
Low 54.30 56.50 2.20 4.1% 51.85
Close 56.50 55.31 -1.19 -2.1% 56.50
Range 2.05 0.00 -2.05 -100.0% 5.44
ATR 2.58 2.40 -0.18 -7.1% 0.00
Volume 2,344 2,378 34 1.5% 13,068
Daily Pivots for day following 15-Dec-2008
Classic Woodie Camarilla DeMark
R4 56.10 55.71 55.31
R3 56.10 55.71 55.31
R2 56.10 56.10 55.31
R1 55.71 55.71 55.31 55.91
PP 56.10 56.10 56.10 56.20
S1 55.71 55.71 55.31 55.91
S2 56.10 56.10 55.31
S3 56.10 55.71 55.31
S4 56.10 55.71 55.31
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 9.8% 1.15 2.1% 64% False False 2,499
10 57.29 50.92 6.37 11.5% 0.86 1.6% 69% False False 2,729
20 65.09 50.92 14.17 25.6% 0.94 1.7% 31% False False 2,471
40 79.03 50.92 28.11 50.8% 1.36 2.5% 16% False False 2,145
60 109.67 50.92 58.75 106.2% 1.14 2.1% 7% False False 1,706
80 119.89 50.92 68.97 124.7% 0.99 1.8% 6% False False 1,367
Crabel Price Patterns
NR True
NR4 True
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 True
Stretch 0.04
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 56.50
2.618 56.50
1.618 56.50
1.000 56.50
0.618 56.50
HIGH 56.50
0.618 56.50
0.500 56.50
0.382 56.50
LOW 56.50
0.618 56.50
1.000 56.50
1.618 56.50
2.618 56.50
4.250 56.50
Fisher Pivots for day following 15-Dec-2008
Pivot 1 day 3 day
R1 56.50 55.80
PP 56.10 55.63
S1 55.71 55.47

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

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