NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 15-Dec-2008
Day Change Summary
Previous Current
12-Dec-2008 15-Dec-2008 Change Change % Previous Week
Open 52.40 52.50 0.10 0.2% 45.93
High 52.54 55.30 2.76 5.3% 53.80
Low 48.84 49.72 0.88 1.8% 45.77
Close 51.54 50.00 -1.54 -3.0% 51.54
Range 3.70 5.58 1.88 50.8% 8.03
ATR 4.15 4.26 0.10 2.5% 0.00
Volume 62,803 50,116 -12,687 -20.2% 308,822
Daily Pivots for day following 15-Dec-2008
Classic Woodie Camarilla DeMark
R4 68.41 64.79 53.07
R3 62.83 59.21 51.53
R2 57.25 57.25 51.02
R1 53.63 53.63 50.51 52.65
PP 51.67 51.67 51.67 51.19
S1 48.05 48.05 49.49 47.07
S2 46.09 46.09 48.98
S3 40.51 42.47 48.47
S4 34.93 36.89 46.93
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 55.30 46.34 8.96 17.9% 4.35 8.7% 41% True False 59,646
10 55.30 44.25 11.05 22.1% 3.74 7.5% 52% True False 49,380
20 61.11 44.25 16.86 33.7% 3.86 7.7% 34% False False 36,204
40 77.08 44.25 32.83 65.7% 4.23 8.5% 18% False False 24,721
60 111.00 44.25 66.75 133.5% 4.51 9.0% 9% False False 19,195
80 121.90 44.25 77.65 155.3% 4.32 8.6% 7% False False 15,562
100 128.22 44.25 83.97 167.9% 3.93 7.9% 7% False False 12,887
120 148.35 44.25 104.10 208.2% 3.59 7.2% 6% False False 10,997
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 0.80
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.02
2.618 69.91
1.618 64.33
1.000 60.88
0.618 58.75
HIGH 55.30
0.618 53.17
0.500 52.51
0.382 51.85
LOW 49.72
0.618 46.27
1.000 44.14
1.618 40.69
2.618 35.11
4.250 26.01
Fisher Pivots for day following 15-Dec-2008
Pivot 1 day 3 day
R1 52.51 51.58
PP 51.67 51.05
S1 50.84 50.53

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

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