NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 18-Dec-2008
Day Change Summary
Previous Current
17-Dec-2008 18-Dec-2008 Change Change % Previous Week
Open 51.90 49.00 -2.90 -5.6% 47.32
High 53.24 50.20 -3.04 -5.7% 55.09
Low 49.02 46.40 -2.62 -5.3% 47.32
Close 49.16 46.44 -2.72 -5.5% 53.18
Range 4.22 3.80 -0.42 -10.0% 7.77
ATR 3.93 3.92 -0.01 -0.2% 0.00
Volume 19,284 28,930 9,646 50.0% 124,912
Daily Pivots for day following 18-Dec-2008
Classic Woodie Camarilla DeMark
R4 59.08 56.56 48.53
R3 55.28 52.76 47.49
R2 51.48 51.48 47.14
R1 48.96 48.96 46.79 48.32
PP 47.68 47.68 47.68 47.36
S1 45.16 45.16 46.09 44.52
S2 43.88 43.88 45.74
S3 40.08 41.36 45.40
S4 36.28 37.56 44.35
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 46.40 10.56 22.7% 4.06 8.7% 0% False True 21,808
10 56.96 45.95 11.01 23.7% 3.82 8.2% 4% False False 23,616
20 59.57 45.95 13.62 29.3% 3.78 8.1% 4% False False 17,844
40 74.05 45.95 28.10 60.5% 3.83 8.3% 2% False False 12,614
60 105.85 45.95 59.90 129.0% 3.97 8.6% 1% False False 9,811
80 120.30 45.95 74.35 160.1% 3.50 7.5% 1% False False 7,996
100 126.60 45.95 80.65 173.7% 2.89 6.2% 1% False False 6,591
120 146.86 45.95 100.91 217.3% 2.44 5.3% 0% False False 5,661
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.91
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.35
2.618 60.15
1.618 56.35
1.000 54.00
0.618 52.55
HIGH 50.20
0.618 48.75
0.500 48.30
0.382 47.85
LOW 46.40
0.618 44.05
1.000 42.60
1.618 40.25
2.618 36.45
4.250 30.25
Fisher Pivots for day following 18-Dec-2008
Pivot 1 day 3 day
R1 48.30 49.99
PP 47.68 48.81
S1 47.06 47.62

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

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