NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 11-Dec-2008
Day Change Summary
Previous Current
10-Dec-2008 11-Dec-2008 Change Change % Previous Week
Open 49.11 49.64 0.53 1.1% 56.85
High 51.42 55.09 3.67 7.1% 57.39
Low 47.98 49.62 1.64 3.4% 45.95
Close 49.56 54.46 4.90 9.9% 46.27
Range 3.44 5.47 2.03 59.0% 11.44
ATR 3.71 3.84 0.13 3.5% 0.00
Volume 19,947 32,008 12,061 60.5% 70,773
Daily Pivots for day following 11-Dec-2008
Classic Woodie Camarilla DeMark
R4 69.47 67.43 57.47
R3 64.00 61.96 55.96
R2 58.53 58.53 55.46
R1 56.49 56.49 54.96 57.51
PP 53.06 53.06 53.06 53.57
S1 51.02 51.02 53.96 52.04
S2 47.59 47.59 53.46
S3 42.12 45.55 52.96
S4 36.65 40.08 51.45
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 84.19 76.67 52.56
R3 72.75 65.23 49.42
R2 61.31 61.31 48.37
R1 53.79 53.79 47.32 51.83
PP 49.87 49.87 49.87 48.89
S1 42.35 42.35 45.22 40.39
S2 38.43 38.43 44.17
S3 26.99 30.91 43.12
S4 15.55 19.47 39.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.09 45.95 9.14 16.8% 3.58 6.6% 93% True False 25,425
10 59.57 45.95 13.62 25.0% 3.43 6.3% 62% False False 18,146
20 63.00 45.95 17.05 31.3% 3.49 6.4% 50% False False 14,092
40 77.63 45.95 31.68 58.2% 3.88 7.1% 27% False False 10,528
60 111.15 45.95 65.20 119.7% 3.90 7.2% 13% False False 8,315
80 123.58 45.95 77.63 142.5% 3.28 6.0% 11% False False 6,701
100 131.11 45.95 85.16 156.4% 2.70 5.0% 10% False False 5,594
120 146.86 45.95 100.91 185.3% 2.27 4.2% 8% False False 4,764
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.74
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 78.34
2.618 69.41
1.618 63.94
1.000 60.56
0.618 58.47
HIGH 55.09
0.618 53.00
0.500 52.36
0.382 51.71
LOW 49.62
0.618 46.24
1.000 44.15
1.618 40.77
2.618 35.30
4.250 26.37
Fisher Pivots for day following 11-Dec-2008
Pivot 1 day 3 day
R1 53.76 53.49
PP 53.06 52.51
S1 52.36 51.54

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

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