NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 16-Dec-2008
Day Change Summary
Previous Current
15-Dec-2008 16-Dec-2008 Change Change % Previous Week
Open 52.50 50.21 -2.29 -4.4% 45.93
High 55.30 51.96 -3.34 -6.0% 53.80
Low 49.72 48.38 -1.34 -2.7% 45.77
Close 50.00 49.17 -0.83 -1.7% 51.54
Range 5.58 3.58 -2.00 -35.8% 8.03
ATR 4.26 4.21 -0.05 -1.1% 0.00
Volume 50,116 33,976 -16,140 -32.2% 308,822
Daily Pivots for day following 16-Dec-2008
Classic Woodie Camarilla DeMark
R4 60.58 58.45 51.14
R3 57.00 54.87 50.15
R2 53.42 53.42 49.83
R1 51.29 51.29 49.50 50.57
PP 49.84 49.84 49.84 49.47
S1 47.71 47.71 48.84 46.99
S2 46.26 46.26 48.51
S3 42.68 44.13 48.19
S4 39.10 40.55 47.20
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 18.2% 4.53 9.2% 32% False False 53,689
10 55.30 44.25 11.05 22.5% 3.77 7.7% 45% False False 50,024
20 58.48 44.25 14.23 28.9% 3.83 7.8% 35% False False 36,697
40 77.04 44.25 32.79 66.7% 4.23 8.6% 15% False False 25,356
60 108.99 44.25 64.74 131.7% 4.44 9.0% 8% False False 19,657
80 121.38 44.25 77.13 156.9% 4.32 8.8% 6% False False 15,957
100 128.22 44.25 83.97 170.8% 3.96 8.1% 6% False False 13,189
120 148.35 44.25 104.10 211.7% 3.62 7.4% 5% False False 11,275
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.82
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 67.18
2.618 61.33
1.618 57.75
1.000 55.54
0.618 54.17
HIGH 51.96
0.618 50.59
0.500 50.17
0.382 49.75
LOW 48.38
0.618 46.17
1.000 44.80
1.618 42.59
2.618 39.01
4.250 33.17
Fisher Pivots for day following 16-Dec-2008
Pivot 1 day 3 day
R1 50.17 51.84
PP 49.84 50.95
S1 49.50 50.06

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

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