NYMEX Light Sweet Crude Oil Future January 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 43.75 40.32 -3.43 -7.8% 41.64
High 45.50 40.90 -4.60 -10.1% 49.12
Low 39.88 35.98 -3.90 -9.8% 41.55
Close 40.06 36.22 -3.84 -9.6% 46.28
Range 5.62 4.92 -0.70 -12.5% 7.57
ATR 4.58 4.61 0.02 0.5% 0.00
Volume 259,901 174,258 -85,643 -33.0% 1,537,196
Daily Pivots for day following 18-Dec-2008
Classic Woodie Camarilla DeMark
R4 52.46 49.26 38.93
R3 47.54 44.34 37.57
R2 42.62 42.62 37.12
R1 39.42 39.42 36.67 38.56
PP 37.70 37.70 37.70 37.27
S1 34.50 34.50 35.77 33.64
S2 32.78 32.78 35.32
S3 27.86 29.58 34.87
S4 22.94 24.66 33.51
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 35.98 14.07 38.8% 4.96 13.7% 2% False True 259,872
10 50.05 35.98 14.07 38.8% 4.48 12.4% 2% False True 275,173
20 55.98 35.98 20.00 55.2% 4.42 12.2% 1% False True 248,077
40 72.37 35.98 36.39 100.5% 4.60 12.7% 1% False True 166,503
60 107.36 35.98 71.38 197.1% 4.94 13.6% 0% False True 123,418
80 121.09 35.98 85.11 235.0% 4.87 13.4% 0% False True 97,928
100 129.52 35.98 93.54 258.3% 4.72 13.0% 0% False True 79,895
120 148.35 35.98 112.37 310.2% 4.57 12.6% 0% False True 67,434
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.98
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.81
2.618 53.78
1.618 48.86
1.000 45.82
0.618 43.94
HIGH 40.90
0.618 39.02
0.500 38.44
0.382 37.86
LOW 35.98
0.618 32.94
1.000 31.06
1.618 28.02
2.618 23.10
4.250 15.07
Fisher Pivots for day following 18-Dec-2008
Pivot 1 day 3 day
R1 38.44 41.26
PP 37.70 39.58
S1 36.96 37.90

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

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