NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 17-Dec-2008
Day Change Summary
Previous Current
16-Dec-2008 17-Dec-2008 Change Change % Previous Week
Open 50.21 50.09 -0.12 -0.2% 45.93
High 51.96 51.51 -0.45 -0.9% 53.80
Low 48.38 47.13 -1.25 -2.6% 45.77
Close 49.17 47.27 -1.90 -3.9% 51.54
Range 3.58 4.38 0.80 22.3% 8.03
ATR 4.21 4.22 0.01 0.3% 0.00
Volume 33,976 44,904 10,928 32.2% 308,822
Daily Pivots for day following 17-Dec-2008
Classic Woodie Camarilla DeMark
R4 61.78 58.90 49.68
R3 57.40 54.52 48.47
R2 53.02 53.02 48.07
R1 50.14 50.14 47.67 49.39
PP 48.64 48.64 48.64 48.26
S1 45.76 45.76 46.87 45.01
S2 44.26 44.26 46.47
S3 39.88 41.38 46.07
S4 35.50 37.00 44.86
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 47.13 8.17 17.3% 4.64 9.8% 2% False True 53,297
10 55.30 44.25 11.05 23.4% 4.03 8.5% 27% False False 51,665
20 58.48 44.25 14.23 30.1% 3.96 8.4% 21% False False 38,238
40 73.54 44.25 29.29 62.0% 4.21 8.9% 10% False False 26,341
60 108.15 44.25 63.90 135.2% 4.42 9.4% 5% False False 20,262
80 121.38 44.25 77.13 163.2% 4.36 9.2% 4% False False 16,486
100 128.22 44.25 83.97 177.6% 3.99 8.4% 4% False False 13,606
120 148.35 44.25 104.10 220.2% 3.65 7.7% 3% False False 11,644
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 0.88
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 70.13
2.618 62.98
1.618 58.60
1.000 55.89
0.618 54.22
HIGH 51.51
0.618 49.84
0.500 49.32
0.382 48.80
LOW 47.13
0.618 44.42
1.000 42.75
1.618 40.04
2.618 35.66
4.250 28.52
Fisher Pivots for day following 17-Dec-2008
Pivot 1 day 3 day
R1 49.32 51.22
PP 48.64 49.90
S1 47.95 48.59

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

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