NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 23-Dec-2008
Day Change Summary
Previous Current
22-Dec-2008 23-Dec-2008 Change Change % Previous Week
Open 49.34 48.61 -0.73 -1.5% 56.50
High 49.34 48.61 -0.73 -1.5% 56.50
Low 49.34 48.51 -0.83 -1.7% 51.93
Close 49.34 48.46 -0.88 -1.8% 52.06
Range 0.00 0.10 0.10 4.57
ATR 2.14 2.05 -0.09 -4.4% 0.00
Volume 6,603 4,489 -2,114 -32.0% 16,043
Daily Pivots for day following 23-Dec-2008
Classic Woodie Camarilla DeMark
R4 48.83 48.74 48.52
R3 48.73 48.64 48.49
R2 48.63 48.63 48.48
R1 48.54 48.54 48.47 48.54
PP 48.53 48.53 48.53 48.52
S1 48.44 48.44 48.45 48.44
S2 48.43 48.43 48.44
S3 48.33 48.34 48.43
S4 48.23 48.24 48.41
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 67.21 64.20 54.57
R3 62.64 59.63 53.32
R2 58.07 58.07 52.90
R1 55.06 55.06 52.48 54.28
PP 53.50 53.50 53.50 53.11
S1 50.49 50.49 51.64 49.71
S2 48.93 48.93 51.22
S3 44.36 45.92 50.80
S4 39.79 41.35 49.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.15 48.51 6.64 13.7% 0.70 1.5% -1% False True 4,496
10 57.29 48.51 8.78 18.1% 1.06 2.2% -1% False True 3,479
20 62.08 48.51 13.57 28.0% 0.67 1.4% 0% False True 3,132
40 76.95 48.51 28.44 58.7% 1.23 2.5% 0% False True 2,470
60 102.52 48.51 54.01 111.5% 1.22 2.5% 0% False True 2,080
80 114.02 48.51 65.51 135.2% 1.05 2.2% 0% False True 1,650
100 123.71 48.51 75.20 155.2% 0.84 1.7% 0% False True 1,382
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 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.04
2.618 48.87
1.618 48.77
1.000 48.71
0.618 48.67
HIGH 48.61
0.618 48.57
0.500 48.56
0.382 48.55
LOW 48.51
0.618 48.45
1.000 48.41
1.618 48.35
2.618 48.25
4.250 48.09
Fisher Pivots for day following 23-Dec-2008
Pivot 1 day 3 day
R1 48.56 50.52
PP 48.53 49.83
S1 48.49 49.15

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

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