NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 10-Dec-2008
Day Change Summary
Previous Current
09-Dec-2008 10-Dec-2008 Change Change % Previous Week
Open 51.71 50.42 -1.29 -2.5% 58.08
High 52.07 51.66 -0.41 -0.8% 58.40
Low 49.68 49.10 -0.58 -1.2% 47.37
Close 49.90 50.66 0.76 1.5% 47.61
Range 2.39 2.56 0.17 7.1% 11.03
ATR 3.35 3.30 -0.06 -1.7% 0.00
Volume 15,231 9,780 -5,451 -35.8% 49,140
Daily Pivots for day following 10-Dec-2008
Classic Woodie Camarilla DeMark
R4 58.15 56.97 52.07
R3 55.59 54.41 51.36
R2 53.03 53.03 51.13
R1 51.85 51.85 50.89 52.44
PP 50.47 50.47 50.47 50.77
S1 49.29 49.29 50.43 49.88
S2 47.91 47.91 50.19
S3 45.35 46.73 49.96
S4 42.79 44.17 49.25
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 84.22 76.94 53.68
R3 73.19 65.91 50.64
R2 62.16 62.16 49.63
R1 54.88 54.88 48.62 53.01
PP 51.13 51.13 51.13 50.19
S1 43.85 43.85 46.60 41.98
S2 40.10 40.10 45.59
S3 29.07 32.82 44.58
S4 18.04 21.79 41.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.90 47.37 5.53 10.9% 2.72 5.4% 59% False False 13,647
10 59.89 47.37 12.52 24.7% 2.89 5.7% 26% False False 10,999
20 64.10 47.37 16.73 33.0% 3.02 6.0% 20% False False 9,038
40 80.05 47.37 32.68 64.5% 3.14 6.2% 10% False False 7,283
60 109.58 47.37 62.21 122.8% 2.72 5.4% 5% False False 5,704
80 123.71 47.37 76.34 150.7% 2.11 4.2% 4% False False 4,639
100 131.00 47.37 83.63 165.1% 1.75 3.5% 4% False False 3,831
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 62.54
2.618 58.36
1.618 55.80
1.000 54.22
0.618 53.24
HIGH 51.66
0.618 50.68
0.500 50.38
0.382 50.08
LOW 49.10
0.618 47.52
1.000 46.54
1.618 44.96
2.618 42.40
4.250 38.22
Fisher Pivots for day following 10-Dec-2008
Pivot 1 day 3 day
R1 50.57 50.63
PP 50.47 50.59
S1 50.38 50.56

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

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