NYMEX Light Sweet Crude Oil Future January 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 44.95 43.75 -1.20 -2.7% 41.64
High 46.53 45.50 -1.03 -2.2% 49.12
Low 42.56 39.88 -2.68 -6.3% 41.55
Close 43.60 40.06 -3.54 -8.1% 46.28
Range 3.97 5.62 1.65 41.6% 7.57
ATR 4.50 4.58 0.08 1.8% 0.00
Volume 256,308 259,901 3,593 1.4% 1,537,196
Daily Pivots for day following 17-Dec-2008
Classic Woodie Camarilla DeMark
R4 58.67 54.99 43.15
R3 53.05 49.37 41.61
R2 47.43 47.43 41.09
R1 43.75 43.75 40.58 42.78
PP 41.81 41.81 41.81 41.33
S1 38.13 38.13 39.54 37.16
S2 36.19 36.19 39.03
S3 30.57 32.51 38.51
S4 24.95 26.89 36.97
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 39.88 10.17 25.4% 5.14 12.8% 2% False True 297,499
10 50.05 39.88 10.17 25.4% 4.38 10.9% 2% False True 279,505
20 55.98 39.88 16.10 40.2% 4.30 10.7% 1% False True 247,174
40 72.37 39.88 32.49 81.1% 4.62 11.5% 1% False True 163,196
60 108.10 39.88 68.22 170.3% 4.93 12.3% 0% False True 121,413
80 121.09 39.88 81.21 202.7% 4.86 12.1% 0% False True 95,778
100 129.52 39.88 89.64 223.8% 4.72 11.8% 0% False True 78,199
120 148.35 39.88 108.47 270.8% 4.54 11.3% 0% False True 66,003
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 0.95
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.39
2.618 60.21
1.618 54.59
1.000 51.12
0.618 48.97
HIGH 45.50
0.618 43.35
0.500 42.69
0.382 42.03
LOW 39.88
0.618 36.41
1.000 34.26
1.618 30.79
2.618 25.17
4.250 16.00
Fisher Pivots for day following 17-Dec-2008
Pivot 1 day 3 day
R1 42.69 44.97
PP 41.81 43.33
S1 40.94 41.70

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

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