NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 12-Dec-2008
Day Change Summary
Previous Current
11-Dec-2008 12-Dec-2008 Change Change % Previous Week
Open 49.64 53.80 4.16 8.4% 47.32
High 55.09 54.19 -0.90 -1.6% 55.09
Low 49.62 50.47 0.85 1.7% 47.32
Close 54.46 53.18 -1.28 -2.4% 53.18
Range 5.47 3.72 -1.75 -32.0% 7.77
ATR 3.84 3.85 0.01 0.3% 0.00
Volume 32,008 25,397 -6,611 -20.7% 124,912
Daily Pivots for day following 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 63.77 62.20 55.23
R3 60.05 58.48 54.20
R2 56.33 56.33 53.86
R1 54.76 54.76 53.52 53.69
PP 52.61 52.61 52.61 52.08
S1 51.04 51.04 52.84 49.97
S2 48.89 48.89 52.50
S3 45.17 47.32 52.16
S4 41.45 43.60 51.13
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 75.17 71.95 57.45
R3 67.40 64.18 55.32
R2 59.63 59.63 54.60
R1 56.41 56.41 53.89 58.02
PP 51.86 51.86 51.86 52.67
S1 48.64 48.64 52.47 50.25
S2 44.09 44.09 51.76
S3 36.32 40.87 51.04
S4 28.55 33.10 48.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.09 47.32 7.77 14.6% 3.69 6.9% 75% False False 24,982
10 57.39 45.95 11.44 21.5% 3.38 6.4% 63% False False 19,568
20 62.61 45.95 16.66 31.3% 3.46 6.5% 43% False False 15,080
40 77.63 45.95 31.68 59.6% 3.85 7.2% 23% False False 11,058
60 111.15 45.95 65.20 122.6% 3.92 7.4% 11% False False 8,687
80 123.58 45.95 77.63 146.0% 3.32 6.2% 9% False False 6,999
100 127.03 45.95 81.08 152.5% 2.74 5.2% 9% False False 5,842
120 146.86 45.95 100.91 189.8% 2.30 4.3% 7% False False 4,973
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 70.00
2.618 63.93
1.618 60.21
1.000 57.91
0.618 56.49
HIGH 54.19
0.618 52.77
0.500 52.33
0.382 51.89
LOW 50.47
0.618 48.17
1.000 46.75
1.618 44.45
2.618 40.73
4.250 34.66
Fisher Pivots for day following 12-Dec-2008
Pivot 1 day 3 day
R1 52.90 52.63
PP 52.61 52.08
S1 52.33 51.54

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

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