NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 10-Dec-2008
Day Change Summary
Previous Current
09-Dec-2008 10-Dec-2008 Change Change % Previous Week
Open 44.05 42.40 -1.65 -3.7% 54.62
High 44.57 46.17 1.60 3.6% 54.62
Low 41.83 41.89 0.06 0.1% 40.50
Close 42.07 43.52 1.45 3.4% 40.81
Range 2.74 4.28 1.54 56.2% 14.12
ATR 4.30 4.30 0.00 0.0% 0.00
Volume 289,529 240,867 -48,662 -16.8% 1,029,471
Daily Pivots for day following 10-Dec-2008
Classic Woodie Camarilla DeMark
R4 56.70 54.39 45.87
R3 52.42 50.11 44.70
R2 48.14 48.14 44.30
R1 45.83 45.83 43.91 46.99
PP 43.86 43.86 43.86 44.44
S1 41.55 41.55 43.13 42.71
S2 39.58 39.58 42.74
S3 35.30 37.27 42.34
S4 31.02 32.99 41.17
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 87.67 78.36 48.58
R3 73.55 64.24 44.69
R2 59.43 59.43 43.40
R1 50.12 50.12 42.10 47.72
PP 45.31 45.31 45.31 44.11
S1 36.00 36.00 39.52 33.60
S2 31.19 31.19 38.22
S3 17.07 21.88 36.93
S4 2.95 7.76 33.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.27 40.50 6.77 15.6% 3.61 8.3% 45% False False 261,511
10 55.98 40.50 15.48 35.6% 3.90 9.0% 20% False False 235,885
20 60.65 40.50 20.15 46.3% 3.98 9.1% 15% False False 201,296
40 79.90 40.50 39.40 90.5% 4.61 10.6% 8% False False 130,696
60 109.36 40.50 68.86 158.2% 4.99 11.5% 4% False False 99,401
80 123.22 40.50 82.72 190.1% 4.84 11.1% 4% False False 77,593
100 134.05 40.50 93.55 215.0% 4.64 10.7% 3% False False 63,627
120 148.35 40.50 107.85 247.8% 4.43 10.2% 3% False False 53,701
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.66
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 64.36
2.618 57.38
1.618 53.10
1.000 50.45
0.618 48.82
HIGH 46.17
0.618 44.54
0.500 44.03
0.382 43.52
LOW 41.89
0.618 39.24
1.000 37.61
1.618 34.96
2.618 30.68
4.250 23.70
Fisher Pivots for day following 10-Dec-2008
Pivot 1 day 3 day
R1 44.03 43.86
PP 43.86 43.75
S1 43.69 43.63

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

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