NYMEX Light Sweet Crude Oil Future February 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 47.92 46.82 -1.10 -2.3% 43.69
High 49.54 48.98 -0.56 -1.1% 51.77
Low 45.79 44.44 -1.35 -2.9% 43.69
Close 46.70 44.61 -2.09 -4.5% 49.12
Range 3.75 4.54 0.79 21.1% 8.08
ATR 4.35 4.36 0.01 0.3% 0.00
Volume 117,594 155,306 37,712 32.1% 773,871
Daily Pivots for day following 17-Dec-2008
Classic Woodie Camarilla DeMark
R4 59.63 56.66 47.11
R3 55.09 52.12 45.86
R2 50.55 50.55 45.44
R1 47.58 47.58 45.03 46.80
PP 46.01 46.01 46.01 45.62
S1 43.04 43.04 44.19 42.26
S2 41.47 41.47 43.78
S3 36.93 38.50 43.36
S4 32.39 33.96 42.11
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 52.95 44.44 8.51 19.1% 4.79 10.7% 2% False True 146,544
10 52.95 42.51 10.44 23.4% 4.13 9.3% 20% False False 130,877
20 57.24 42.51 14.73 33.0% 4.11 9.2% 14% False False 91,566
40 72.86 42.51 30.35 68.0% 4.41 9.9% 7% False False 57,577
60 108.00 42.51 65.49 146.8% 4.63 10.4% 3% False False 42,266
80 121.18 42.51 78.67 176.4% 4.51 10.1% 3% False False 33,419
100 129.51 42.51 87.00 195.0% 4.34 9.7% 2% False False 27,326
120 148.17 42.51 105.66 236.9% 3.94 8.8% 2% False False 23,104
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 0.94
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.28
2.618 60.87
1.618 56.33
1.000 53.52
0.618 51.79
HIGH 48.98
0.618 47.25
0.500 46.71
0.382 46.17
LOW 44.44
0.618 41.63
1.000 39.90
1.618 37.09
2.618 32.55
4.250 25.15
Fisher Pivots for day following 17-Dec-2008
Pivot 1 day 3 day
R1 46.71 48.70
PP 46.01 47.33
S1 45.31 45.97

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

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