NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 16-Dec-2008
Day Change Summary
Previous Current
15-Dec-2008 16-Dec-2008 Change Change % Previous Week
Open 56.50 54.78 -1.72 -3.0% 53.83
High 56.50 55.30 -1.20 -2.1% 57.29
Low 56.50 54.00 -2.50 -4.4% 51.85
Close 55.31 54.65 -0.66 -1.2% 56.50
Range 0.00 1.30 1.30 5.44
ATR 2.40 2.32 -0.08 -3.2% 0.00
Volume 2,378 2,275 -103 -4.3% 13,068
Daily Pivots for day following 16-Dec-2008
Classic Woodie Camarilla DeMark
R4 58.55 57.90 55.37
R3 57.25 56.60 55.01
R2 55.95 55.95 54.89
R1 55.30 55.30 54.77 54.98
PP 54.65 54.65 54.65 54.49
S1 54.00 54.00 54.53 53.68
S2 53.35 53.35 54.41
S3 52.05 52.70 54.29
S4 50.75 51.40 53.94
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 10.0% 1.41 2.6% 51% False False 2,461
10 57.29 50.92 6.37 11.7% 0.99 1.8% 59% False False 2,754
20 62.08 50.92 11.16 20.4% 0.83 1.5% 33% False False 2,491
40 76.95 50.92 26.03 47.6% 1.31 2.4% 14% False False 2,132
60 108.14 50.92 57.22 104.7% 1.16 2.1% 7% False False 1,741
80 119.89 50.92 68.97 126.2% 1.00 1.8% 5% False False 1,388
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.83
2.618 58.70
1.618 57.40
1.000 56.60
0.618 56.10
HIGH 55.30
0.618 54.80
0.500 54.65
0.382 54.50
LOW 54.00
0.618 53.20
1.000 52.70
1.618 51.90
2.618 50.60
4.250 48.48
Fisher Pivots for day following 16-Dec-2008
Pivot 1 day 3 day
R1 54.65 55.25
PP 54.65 55.05
S1 54.65 54.85

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

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