NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 09-Dec-2008
Day Change Summary
Previous Current
08-Dec-2008 09-Dec-2008 Change Change % Previous Week
Open 45.93 48.80 2.87 6.2% 56.66
High 49.24 49.25 0.01 0.0% 56.66
Low 45.77 46.59 0.82 1.8% 44.25
Close 48.62 46.86 -1.76 -3.6% 44.76
Range 3.47 2.66 -0.81 -23.3% 12.41
ATR 4.14 4.03 -0.11 -2.5% 0.00
Volume 60,708 63,760 3,052 5.0% 147,655
Daily Pivots for day following 09-Dec-2008
Classic Woodie Camarilla DeMark
R4 55.55 53.86 48.32
R3 52.89 51.20 47.59
R2 50.23 50.23 47.35
R1 48.54 48.54 47.10 48.06
PP 47.57 47.57 47.57 47.32
S1 45.88 45.88 46.62 45.40
S2 44.91 44.91 46.37
S3 42.25 43.22 46.13
S4 39.59 40.56 45.40
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 85.79 77.68 51.59
R3 73.38 65.27 48.17
R2 60.97 60.97 47.04
R1 52.86 52.86 45.90 50.71
PP 48.56 48.56 48.56 47.48
S1 40.45 40.45 43.62 38.30
S2 36.15 36.15 42.48
S3 23.74 28.04 41.35
S4 11.33 15.63 37.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.94 44.25 6.69 14.3% 3.00 6.4% 39% False False 46,358
10 58.48 44.25 14.23 30.4% 3.60 7.7% 18% False False 34,894
20 63.58 44.25 19.33 41.3% 3.58 7.6% 14% False False 27,292
40 86.05 44.25 41.80 89.2% 4.25 9.1% 6% False False 19,840
60 111.00 44.25 66.75 142.4% 4.50 9.6% 4% False False 15,752
80 123.30 44.25 79.05 168.7% 4.21 9.0% 3% False False 12,724
100 133.67 44.25 89.42 190.8% 3.81 8.1% 3% False False 10,626
120 148.35 44.25 104.10 222.2% 3.45 7.4% 3% False False 9,059
Crabel Price Patterns
NR True
NR4 True
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 0.64
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 60.56
2.618 56.21
1.618 53.55
1.000 51.91
0.618 50.89
HIGH 49.25
0.618 48.23
0.500 47.92
0.382 47.61
LOW 46.59
0.618 44.95
1.000 43.93
1.618 42.29
2.618 39.63
4.250 35.29
Fisher Pivots for day following 09-Dec-2008
Pivot 1 day 3 day
R1 47.92 46.82
PP 47.57 46.79
S1 47.21 46.75

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

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