NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 12-Dec-2008
Day Change Summary
Previous Current
11-Dec-2008 12-Dec-2008 Change Change % Previous Week
Open 46.70 49.76 3.06 6.6% 43.69
High 51.77 50.30 -1.47 -2.8% 51.77
Low 45.82 46.48 0.66 1.4% 43.69
Close 50.84 49.12 -1.72 -3.4% 49.12
Range 5.95 3.82 -2.13 -35.8% 8.08
ATR 4.28 4.28 0.01 0.1% 0.00
Volume 183,055 149,929 -33,126 -18.1% 773,871
Daily Pivots for day following 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 60.09 58.43 51.22
R3 56.27 54.61 50.17
R2 52.45 52.45 49.82
R1 50.79 50.79 49.47 49.71
PP 48.63 48.63 48.63 48.10
S1 46.97 46.97 48.77 45.89
S2 44.81 44.81 48.42
S3 40.99 43.15 48.07
S4 37.17 39.33 47.02
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 72.43 68.86 53.56
R3 64.35 60.78 51.34
R2 56.27 56.27 50.60
R1 52.70 52.70 49.86 54.49
PP 48.19 48.19 48.19 49.09
S1 44.62 44.62 48.38 46.41
S2 40.11 40.11 47.64
S3 32.03 36.54 46.90
S4 23.95 28.46 44.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.77 43.69 8.08 16.4% 3.96 8.1% 67% False False 154,774
10 55.77 42.51 13.26 27.0% 3.80 7.7% 50% False False 105,419
20 61.45 42.51 18.94 38.6% 3.92 8.0% 35% False False 75,830
40 76.72 42.51 34.21 69.6% 4.39 8.9% 19% False False 48,573
60 109.44 42.51 66.93 136.3% 4.68 9.5% 10% False False 36,101
80 123.65 42.51 81.14 165.2% 4.51 9.2% 8% False False 28,544
100 129.51 42.51 87.00 177.1% 4.23 8.6% 8% False False 23,414
120 148.17 42.51 105.66 215.1% 3.86 7.9% 6% False False 19,792
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 66.54
2.618 60.30
1.618 56.48
1.000 54.12
0.618 52.66
HIGH 50.30
0.618 48.84
0.500 48.39
0.382 47.94
LOW 46.48
0.618 44.12
1.000 42.66
1.618 40.30
2.618 36.48
4.250 30.25
Fisher Pivots for day following 12-Dec-2008
Pivot 1 day 3 day
R1 48.88 48.76
PP 48.63 48.39
S1 48.39 48.03

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

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