NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 16-Dec-2008
Day Change Summary
Previous Current
15-Dec-2008 16-Dec-2008 Change Change % Previous Week
Open 54.05 51.85 -2.20 -4.1% 47.32
High 56.96 53.58 -3.38 -5.9% 55.09
Low 51.65 50.34 -1.31 -2.5% 47.32
Close 51.73 50.91 -0.82 -1.6% 53.18
Range 5.31 3.24 -2.07 -39.0% 7.77
ATR 3.96 3.91 -0.05 -1.3% 0.00
Volume 19,940 15,491 -4,449 -22.3% 124,912
Daily Pivots for day following 16-Dec-2008
Classic Woodie Camarilla DeMark
R4 61.33 59.36 52.69
R3 58.09 56.12 51.80
R2 54.85 54.85 51.50
R1 52.88 52.88 51.21 52.25
PP 51.61 51.61 51.61 51.29
S1 49.64 49.64 50.61 49.01
S2 48.37 48.37 50.32
S3 45.13 46.40 50.02
S4 41.89 43.16 49.13
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 56.96 47.98 8.98 17.6% 4.24 8.3% 33% False False 22,556
10 56.96 45.95 11.01 21.6% 3.50 6.9% 45% False False 21,479
20 59.57 45.95 13.62 26.8% 3.54 7.0% 36% False False 16,065
40 77.63 45.95 31.68 62.2% 3.88 7.6% 16% False False 11,588
60 107.00 45.95 61.05 119.9% 3.92 7.7% 8% False False 9,188
80 120.30 45.95 74.35 146.0% 3.42 6.7% 7% False False 7,413
100 126.60 45.95 80.65 158.4% 2.81 5.5% 6% False False 6,134
120 146.86 45.95 100.91 198.2% 2.37 4.7% 5% False False 5,266
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.78
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 67.35
2.618 62.06
1.618 58.82
1.000 56.82
0.618 55.58
HIGH 53.58
0.618 52.34
0.500 51.96
0.382 51.58
LOW 50.34
0.618 48.34
1.000 47.10
1.618 45.10
2.618 41.86
4.250 36.57
Fisher Pivots for day following 16-Dec-2008
Pivot 1 day 3 day
R1 51.96 53.65
PP 51.61 52.74
S1 51.26 51.82

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

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