NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 30-Dec-2008
Day Change Summary
Previous Current
29-Dec-2008 30-Dec-2008 Change Change % Previous Week
Open 38.40 40.01 1.61 4.2% 42.79
High 42.20 40.39 -1.81 -4.3% 43.44
Low 37.53 37.93 0.40 1.1% 35.13
Close 40.02 39.03 -0.99 -2.5% 37.71
Range 4.67 2.46 -2.21 -47.3% 8.31
ATR 4.07 3.95 -0.11 -2.8% 0.00
Volume 64,553 150,601 86,048 133.3% 583,572
Daily Pivots for day following 30-Dec-2008
Classic Woodie Camarilla DeMark
R4 46.50 45.22 40.38
R3 44.04 42.76 39.71
R2 41.58 41.58 39.48
R1 40.30 40.30 39.26 39.71
PP 39.12 39.12 39.12 38.82
S1 37.84 37.84 38.80 37.25
S2 36.66 36.66 38.58
S3 34.20 35.38 38.35
S4 31.74 32.92 37.68
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 63.69 59.01 42.28
R3 55.38 50.70 40.00
R2 47.07 47.07 39.23
R1 42.39 42.39 38.47 40.58
PP 38.76 38.76 38.76 37.85
S1 34.08 34.08 36.95 32.27
S2 30.45 30.45 36.19
S3 22.14 25.77 35.42
S4 13.83 17.46 33.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.20 35.13 7.07 18.1% 3.45 8.8% 55% False False 120,773
10 49.54 35.13 14.41 36.9% 3.59 9.2% 27% False False 155,918
20 52.95 35.13 17.82 45.7% 3.70 9.5% 22% False False 135,560
40 72.86 35.13 37.73 96.7% 4.13 10.6% 10% False False 85,392
60 91.28 35.13 56.15 143.9% 4.34 11.1% 7% False False 62,276
80 110.60 35.13 75.47 193.4% 4.44 11.4% 5% False False 49,018
100 123.65 35.13 88.52 226.8% 4.32 11.1% 4% False False 39,937
120 148.17 35.13 113.04 289.6% 4.08 10.5% 3% False False 33,706
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.97
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 50.85
2.618 46.83
1.618 44.37
1.000 42.85
0.618 41.91
HIGH 40.39
0.618 39.45
0.500 39.16
0.382 38.87
LOW 37.93
0.618 36.41
1.000 35.47
1.618 33.95
2.618 31.49
4.250 27.48
Fisher Pivots for day following 30-Dec-2008
Pivot 1 day 3 day
R1 39.16 38.95
PP 39.12 38.86
S1 39.07 38.78

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

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