NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 26-Dec-2008
Day Change Summary
Previous Current
24-Dec-2008 26-Dec-2008 Change Change % Previous Week
Open 42.15 38.78 -3.37 -8.0% 45.21
High 42.63 40.84 -1.79 -4.2% 46.11
Low 38.00 38.41 0.41 1.1% 38.00
Close 38.23 40.53 2.30 6.0% 40.53
Range 4.63 2.43 -2.20 -47.5% 8.11
ATR 4.02 3.92 -0.10 -2.5% 0.00
Volume 50,064 31,635 -18,429 -36.8% 187,196
Daily Pivots for day following 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 47.22 46.30 41.87
R3 44.79 43.87 41.20
R2 42.36 42.36 40.98
R1 41.44 41.44 40.75 41.90
PP 39.93 39.93 39.93 40.16
S1 39.01 39.01 40.31 39.47
S2 37.50 37.50 40.08
S3 35.07 36.58 39.86
S4 32.64 34.15 39.19
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 65.88 61.31 44.99
R3 57.77 53.20 42.76
R2 49.66 49.66 42.02
R1 45.09 45.09 41.27 43.32
PP 41.55 41.55 41.55 40.66
S1 36.98 36.98 39.79 35.21
S2 33.44 33.44 39.04
S3 25.33 28.87 38.30
S4 17.22 20.76 36.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.11 38.00 8.11 20.0% 3.18 7.9% 31% False False 50,048
10 55.30 38.00 17.30 42.7% 3.74 9.2% 15% False False 51,319
20 58.48 38.00 20.48 50.5% 3.76 9.3% 12% False False 46,685
40 73.54 38.00 35.54 87.7% 4.03 9.9% 7% False False 32,312
60 99.29 38.00 61.29 151.2% 4.22 10.4% 4% False False 24,908
80 112.40 38.00 74.40 183.6% 4.34 10.7% 3% False False 20,235
100 123.30 38.00 85.30 210.5% 4.01 9.9% 3% False False 16,707
120 148.35 38.00 110.35 272.3% 3.81 9.4% 2% False False 14,255
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.09
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 51.17
2.618 47.20
1.618 44.77
1.000 43.27
0.618 42.34
HIGH 40.84
0.618 39.91
0.500 39.63
0.382 39.34
LOW 38.41
0.618 36.91
1.000 35.98
1.618 34.48
2.618 32.05
4.250 28.08
Fisher Pivots for day following 26-Dec-2008
Pivot 1 day 3 day
R1 40.23 40.83
PP 39.93 40.73
S1 39.63 40.63

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

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