NYMEX Light Sweet Crude Oil Future March 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 48.35 52.40 4.05 8.4% 45.93
High 53.80 52.54 -1.26 -2.3% 53.80
Low 47.86 48.84 0.98 2.0% 45.77
Close 52.97 51.54 -1.43 -2.7% 51.54
Range 5.94 3.70 -2.24 -37.7% 8.03
ATR 4.16 4.15 0.00 0.0% 0.00
Volume 74,689 62,803 -11,886 -15.9% 308,822
Daily Pivots for day following 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 62.07 60.51 53.58
R3 58.37 56.81 52.56
R2 54.67 54.67 52.22
R1 53.11 53.11 51.88 52.04
PP 50.97 50.97 50.97 50.44
S1 49.41 49.41 51.20 48.34
S2 47.27 47.27 50.86
S3 43.57 45.71 50.52
S4 39.87 42.01 49.51
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 74.46 71.03 55.96
R3 66.43 63.00 53.75
R2 58.40 58.40 53.01
R1 54.97 54.97 52.28 56.69
PP 50.37 50.37 50.37 51.23
S1 46.94 46.94 50.80 48.66
S2 42.34 42.34 50.07
S3 34.31 38.91 49.33
S4 26.28 30.88 47.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.80 45.77 8.03 15.6% 3.93 7.6% 72% False False 61,764
10 56.66 44.25 12.41 24.1% 3.70 7.2% 59% False False 45,647
20 61.28 44.25 17.03 33.0% 3.73 7.2% 43% False False 34,482
40 77.08 44.25 32.83 63.7% 4.19 8.1% 22% False False 23,864
60 111.00 44.25 66.75 129.5% 4.51 8.7% 11% False False 18,492
80 123.30 44.25 79.05 153.4% 4.28 8.3% 9% False False 14,968
100 128.22 44.25 83.97 162.9% 3.89 7.5% 9% False False 12,417
120 148.35 44.25 104.10 202.0% 3.56 6.9% 7% False False 10,586
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 68.27
2.618 62.23
1.618 58.53
1.000 56.24
0.618 54.83
HIGH 52.54
0.618 51.13
0.500 50.69
0.382 50.25
LOW 48.84
0.618 46.55
1.000 45.14
1.618 42.85
2.618 39.15
4.250 33.12
Fisher Pivots for day following 12-Dec-2008
Pivot 1 day 3 day
R1 51.26 51.05
PP 50.97 50.56
S1 50.69 50.07

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

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