NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 17-Dec-2008
Day Change Summary
Previous Current
16-Dec-2008 17-Dec-2008 Change Change % Previous Week
Open 51.85 51.90 0.05 0.1% 47.32
High 53.58 53.24 -0.34 -0.6% 55.09
Low 50.34 49.02 -1.32 -2.6% 47.32
Close 50.91 49.16 -1.75 -3.4% 53.18
Range 3.24 4.22 0.98 30.2% 7.77
ATR 3.91 3.93 0.02 0.6% 0.00
Volume 15,491 19,284 3,793 24.5% 124,912
Daily Pivots for day following 17-Dec-2008
Classic Woodie Camarilla DeMark
R4 63.13 60.37 51.48
R3 58.91 56.15 50.32
R2 54.69 54.69 49.93
R1 51.93 51.93 49.55 51.20
PP 50.47 50.47 50.47 50.11
S1 47.71 47.71 48.77 46.98
S2 46.25 46.25 48.39
S3 42.03 43.49 48.00
S4 37.81 39.27 46.84
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 49.02 7.94 16.2% 4.39 8.9% 2% False True 22,424
10 56.96 45.95 11.01 22.4% 3.78 7.7% 29% False False 22,244
20 59.57 45.95 13.62 27.7% 3.67 7.5% 24% False False 16,743
40 74.05 45.95 28.10 57.2% 3.86 7.9% 11% False False 11,994
60 106.70 45.95 60.75 123.6% 3.94 8.0% 5% False False 9,386
80 120.30 45.95 74.35 151.2% 3.47 7.1% 4% False False 7,640
100 126.60 45.95 80.65 164.1% 2.85 5.8% 4% False False 6,310
120 146.86 45.95 100.91 205.3% 2.41 4.9% 3% False False 5,422
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.84
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.18
2.618 64.29
1.618 60.07
1.000 57.46
0.618 55.85
HIGH 53.24
0.618 51.63
0.500 51.13
0.382 50.63
LOW 49.02
0.618 46.41
1.000 44.80
1.618 42.19
2.618 37.97
4.250 31.09
Fisher Pivots for day following 17-Dec-2008
Pivot 1 day 3 day
R1 51.13 52.99
PP 50.47 51.71
S1 49.82 50.44

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

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