NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 18-Dec-2008
Day Change Summary
Previous Current
17-Dec-2008 18-Dec-2008 Change Change % Previous Week
Open 50.09 47.40 -2.69 -5.4% 45.93
High 51.51 48.38 -3.13 -6.1% 53.80
Low 47.13 44.18 -2.95 -6.3% 45.77
Close 47.27 44.39 -2.88 -6.1% 51.54
Range 4.38 4.20 -0.18 -4.1% 8.03
ATR 4.22 4.22 0.00 0.0% 0.00
Volume 44,904 71,154 26,250 58.5% 308,822
Daily Pivots for day following 18-Dec-2008
Classic Woodie Camarilla DeMark
R4 58.25 55.52 46.70
R3 54.05 51.32 45.55
R2 49.85 49.85 45.16
R1 47.12 47.12 44.78 46.39
PP 45.65 45.65 45.65 45.28
S1 42.92 42.92 44.01 42.19
S2 41.45 41.45 43.62
S3 37.25 38.72 43.24
S4 33.05 34.52 42.08
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 44.18 11.12 25.1% 4.29 9.7% 2% False True 52,590
10 55.30 44.18 11.12 25.1% 4.08 9.2% 2% False True 55,196
20 58.48 44.18 14.30 32.2% 4.06 9.2% 1% False True 40,905
40 73.54 44.18 29.36 66.1% 4.18 9.4% 1% False True 27,846
60 107.60 44.18 63.42 142.9% 4.43 10.0% 0% False True 21,300
80 121.38 44.18 77.20 173.9% 4.36 9.8% 0% False True 17,360
100 128.22 44.18 84.04 189.3% 4.02 9.1% 0% False True 14,306
120 148.35 44.18 104.17 234.7% 3.69 8.3% 0% False True 12,231
Crabel Price Patterns
NR True
NR4 False
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 0.95
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.23
2.618 59.38
1.618 55.18
1.000 52.58
0.618 50.98
HIGH 48.38
0.618 46.78
0.500 46.28
0.382 45.78
LOW 44.18
0.618 41.58
1.000 39.98
1.618 37.38
2.618 33.18
4.250 26.33
Fisher Pivots for day following 18-Dec-2008
Pivot 1 day 3 day
R1 46.28 48.07
PP 45.65 46.84
S1 45.02 45.62

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

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