NYMEX Light Sweet Crude Oil Future January 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 46.77 44.95 -1.82 -3.9% 41.64
High 50.05 46.53 -3.52 -7.0% 49.12
Low 43.95 42.56 -1.39 -3.2% 41.55
Close 44.51 43.60 -0.91 -2.0% 46.28
Range 6.10 3.97 -2.13 -34.9% 7.57
ATR 4.54 4.50 -0.04 -0.9% 0.00
Volume 291,629 256,308 -35,321 -12.1% 1,537,196
Daily Pivots for day following 16-Dec-2008
Classic Woodie Camarilla DeMark
R4 56.14 53.84 45.78
R3 52.17 49.87 44.69
R2 48.20 48.20 44.33
R1 45.90 45.90 43.96 45.07
PP 44.23 44.23 44.23 43.81
S1 41.93 41.93 43.24 41.10
S2 40.26 40.26 42.87
S3 36.29 37.96 42.51
S4 32.32 33.99 41.42
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 68.36 64.89 50.44
R3 60.79 57.32 48.36
R2 53.22 53.22 47.67
R1 49.75 49.75 46.97 51.49
PP 45.65 45.65 45.65 46.52
S1 42.18 42.18 45.59 43.92
S2 38.08 38.08 44.89
S3 30.51 34.61 44.20
S4 22.94 27.04 42.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.05 41.89 8.16 18.7% 4.88 11.2% 21% False False 293,692
10 50.05 40.50 9.55 21.9% 4.00 9.2% 32% False False 276,840
20 56.46 40.50 15.96 36.6% 4.12 9.4% 19% False False 240,578
40 76.22 40.50 35.72 81.9% 4.62 10.6% 9% False False 157,529
60 108.84 40.50 68.34 156.7% 4.93 11.3% 5% False False 117,888
80 121.09 40.50 80.59 184.8% 4.82 11.1% 4% False False 92,634
100 129.52 40.50 89.02 204.2% 4.69 10.7% 3% False False 75,652
120 148.35 40.50 107.85 247.4% 4.52 10.4% 3% False False 63,859
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.81
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 63.40
2.618 56.92
1.618 52.95
1.000 50.50
0.618 48.98
HIGH 46.53
0.618 45.01
0.500 44.55
0.382 44.08
LOW 42.56
0.618 40.11
1.000 38.59
1.618 36.14
2.618 32.17
4.250 25.69
Fisher Pivots for day following 16-Dec-2008
Pivot 1 day 3 day
R1 44.55 46.31
PP 44.23 45.40
S1 43.92 44.50

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

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