NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 18-Dec-2008
Day Change Summary
Previous Current
17-Dec-2008 18-Dec-2008 Change Change % Previous Week
Open 54.85 53.42 -1.43 -2.6% 53.83
High 55.15 53.83 -1.32 -2.4% 57.29
Low 54.06 52.09 -1.97 -3.6% 51.85
Close 53.72 51.66 -2.06 -3.8% 56.50
Range 1.09 1.74 0.65 59.6% 5.44
ATR 2.23 2.20 -0.04 -1.6% 0.00
Volume 3,356 4,211 855 25.5% 13,068
Daily Pivots for day following 18-Dec-2008
Classic Woodie Camarilla DeMark
R4 57.75 56.44 52.62
R3 56.01 54.70 52.14
R2 54.27 54.27 51.98
R1 52.96 52.96 51.82 52.75
PP 52.53 52.53 52.53 52.42
S1 51.22 51.22 51.50 51.01
S2 50.79 50.79 51.34
S3 49.05 49.48 51.18
S4 47.31 47.74 50.70
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 56.50 52.09 4.41 8.5% 1.24 2.4% -10% False True 2,912
10 57.29 50.92 6.37 12.3% 1.01 2.0% 12% False False 2,945
20 62.08 50.92 11.16 21.6% 0.92 1.8% 7% False False 2,695
40 76.95 50.92 26.03 50.4% 1.34 2.6% 3% False False 2,268
60 108.14 50.92 57.22 110.8% 1.20 2.3% 1% False False 1,858
80 119.89 50.92 68.97 133.5% 1.04 2.0% 1% False False 1,469
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 61.23
2.618 58.39
1.618 56.65
1.000 55.57
0.618 54.91
HIGH 53.83
0.618 53.17
0.500 52.96
0.382 52.75
LOW 52.09
0.618 51.01
1.000 50.35
1.618 49.27
2.618 47.53
4.250 44.70
Fisher Pivots for day following 18-Dec-2008
Pivot 1 day 3 day
R1 52.96 53.70
PP 52.53 53.02
S1 52.09 52.34

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

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