NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 17-Dec-2008
Day Change Summary
Previous Current
16-Dec-2008 17-Dec-2008 Change Change % Previous Week
Open 54.78 54.85 0.07 0.1% 53.83
High 55.30 55.15 -0.15 -0.3% 57.29
Low 54.00 54.06 0.06 0.1% 51.85
Close 54.65 53.72 -0.93 -1.7% 56.50
Range 1.30 1.09 -0.21 -16.2% 5.44
ATR 2.32 2.23 -0.09 -3.8% 0.00
Volume 2,275 3,356 1,081 47.5% 13,068
Daily Pivots for day following 17-Dec-2008
Classic Woodie Camarilla DeMark
R4 57.58 56.74 54.32
R3 56.49 55.65 54.02
R2 55.40 55.40 53.92
R1 54.56 54.56 53.82 54.44
PP 54.31 54.31 54.31 54.25
S1 53.47 53.47 53.62 53.35
S2 53.22 53.22 53.52
S3 52.13 52.38 53.42
S4 51.04 51.29 53.12
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 54.00 3.29 6.1% 1.23 2.3% -9% False False 2,698
10 57.29 50.92 6.37 11.9% 1.10 2.0% 44% False False 2,835
20 62.08 50.92 11.16 20.8% 0.85 1.6% 25% False False 2,577
40 76.95 50.92 26.03 48.5% 1.34 2.5% 11% False False 2,195
60 108.14 50.92 57.22 106.5% 1.18 2.2% 5% False False 1,794
80 119.89 50.92 68.97 128.4% 1.02 1.9% 4% False False 1,419
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 59.78
2.618 58.00
1.618 56.91
1.000 56.24
0.618 55.82
HIGH 55.15
0.618 54.73
0.500 54.61
0.382 54.48
LOW 54.06
0.618 53.39
1.000 52.97
1.618 52.30
2.618 51.21
4.250 49.43
Fisher Pivots for day following 17-Dec-2008
Pivot 1 day 3 day
R1 54.61 55.25
PP 54.31 54.74
S1 54.02 54.23

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

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