NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 22-Dec-2008
Day Change Summary
Previous Current
19-Dec-2008 22-Dec-2008 Change Change % Previous Week
Open 47.10 47.41 0.31 0.7% 54.05
High 48.10 48.00 -0.10 -0.2% 56.96
Low 45.95 44.65 -1.30 -2.8% 45.95
Close 47.15 44.76 -2.39 -5.1% 47.15
Range 2.15 3.35 1.20 55.8% 11.01
ATR 3.79 3.76 -0.03 -0.8% 0.00
Volume 31,993 17,878 -14,115 -44.1% 115,638
Daily Pivots for day following 22-Dec-2008
Classic Woodie Camarilla DeMark
R4 55.85 53.66 46.60
R3 52.50 50.31 45.68
R2 49.15 49.15 45.37
R1 46.96 46.96 45.07 46.38
PP 45.80 45.80 45.80 45.52
S1 43.61 43.61 44.45 43.03
S2 42.45 42.45 44.15
S3 39.10 40.26 43.84
S4 35.75 36.91 42.92
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 83.05 76.11 53.21
R3 72.04 65.10 50.18
R2 61.03 61.03 49.17
R1 54.09 54.09 48.16 52.06
PP 50.02 50.02 50.02 49.00
S1 43.08 43.08 46.14 41.05
S2 39.01 39.01 45.13
S3 28.00 32.07 44.12
S4 16.99 21.06 41.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.58 44.65 8.93 20.0% 3.35 7.5% 1% False True 22,715
10 56.96 44.65 12.31 27.5% 3.72 8.3% 1% False True 23,388
20 59.57 44.65 14.92 33.3% 3.71 8.3% 1% False True 18,862
40 74.05 44.65 29.40 65.7% 3.77 8.4% 0% False True 13,522
60 102.60 44.65 57.95 129.5% 4.01 9.0% 0% False True 10,519
80 120.30 44.65 75.65 169.0% 3.55 7.9% 0% False True 8,589
100 126.60 44.65 81.95 183.1% 2.94 6.6% 0% False True 7,067
120 146.86 44.65 102.21 228.4% 2.49 5.6% 0% False True 6,069
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 1.02
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 62.24
2.618 56.77
1.618 53.42
1.000 51.35
0.618 50.07
HIGH 48.00
0.618 46.72
0.500 46.33
0.382 45.93
LOW 44.65
0.618 42.58
1.000 41.30
1.618 39.23
2.618 35.88
4.250 30.41
Fisher Pivots for day following 22-Dec-2008
Pivot 1 day 3 day
R1 46.33 47.43
PP 45.80 46.54
S1 45.28 45.65

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

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