NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 31-Dec-2008
Day Change Summary
Previous Current
30-Dec-2008 31-Dec-2008 Change Change % Previous Week
Open 43.09 43.09 0.00 0.0% 45.21
High 43.37 49.55 6.18 14.2% 46.11
Low 41.25 40.89 -0.36 -0.9% 38.00
Close 42.76 48.59 5.83 13.6% 40.53
Range 2.12 8.66 6.54 308.5% 8.11
ATR 3.83 4.17 0.35 9.0% 0.00
Volume 43,167 52,477 9,310 21.6% 187,196
Daily Pivots for day following 31-Dec-2008
Classic Woodie Camarilla DeMark
R4 72.32 69.12 53.35
R3 63.66 60.46 50.97
R2 55.00 55.00 50.18
R1 51.80 51.80 49.38 53.40
PP 46.34 46.34 46.34 47.15
S1 43.14 43.14 47.80 44.74
S2 37.68 37.68 47.00
S3 29.02 34.48 46.21
S4 20.36 25.82 43.83
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 49.55 38.00 11.55 23.8% 4.46 9.2% 92% True False 38,049
10 51.51 38.00 13.51 27.8% 3.98 8.2% 78% False False 47,484
20 55.30 38.00 17.30 35.6% 3.87 8.0% 61% False False 48,754
40 73.54 38.00 35.54 73.1% 4.01 8.2% 30% False False 33,914
60 90.57 38.00 52.57 108.2% 4.23 8.7% 20% False False 26,360
80 111.00 38.00 73.00 150.2% 4.40 9.1% 15% False False 21,445
100 123.30 38.00 85.30 175.6% 4.12 8.5% 12% False False 17,709
120 147.14 38.00 109.14 224.6% 3.87 8.0% 10% False False 15,115
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.02
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 86.36
2.618 72.22
1.618 63.56
1.000 58.21
0.618 54.90
HIGH 49.55
0.618 46.24
0.500 45.22
0.382 44.20
LOW 40.89
0.618 35.54
1.000 32.23
1.618 26.88
2.618 18.22
4.250 4.09
Fisher Pivots for day following 31-Dec-2008
Pivot 1 day 3 day
R1 47.47 47.41
PP 46.34 46.24
S1 45.22 45.06

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

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