NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 11-Dec-2008
Day Change Summary
Previous Current
10-Dec-2008 11-Dec-2008 Change Change % Previous Week
Open 50.42 50.77 0.35 0.7% 58.08
High 51.66 55.95 4.29 8.3% 58.40
Low 49.10 50.40 1.30 2.6% 47.37
Close 50.66 55.53 4.87 9.6% 47.61
Range 2.56 5.55 2.99 116.8% 11.03
ATR 3.30 3.46 0.16 4.9% 0.00
Volume 9,780 18,462 8,682 88.8% 49,140
Daily Pivots for day following 11-Dec-2008
Classic Woodie Camarilla DeMark
R4 70.61 68.62 58.58
R3 65.06 63.07 57.06
R2 59.51 59.51 56.55
R1 57.52 57.52 56.04 58.52
PP 53.96 53.96 53.96 54.46
S1 51.97 51.97 55.02 52.97
S2 48.41 48.41 54.51
S3 42.86 46.42 54.00
S4 37.31 40.87 52.48
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 55.95 47.37 8.58 15.5% 3.21 5.8% 95% True False 15,373
10 59.89 47.37 12.52 22.5% 3.04 5.5% 65% False False 11,794
20 63.71 47.37 16.34 29.4% 3.11 5.6% 50% False False 9,721
40 77.15 47.37 29.78 53.6% 3.21 5.8% 27% False False 7,678
60 109.58 47.37 62.21 112.0% 2.74 4.9% 13% False False 5,966
80 123.71 47.37 76.34 137.5% 2.18 3.9% 11% False False 4,865
100 127.10 47.37 79.73 143.6% 1.81 3.3% 10% False False 4,011
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 79.54
2.618 70.48
1.618 64.93
1.000 61.50
0.618 59.38
HIGH 55.95
0.618 53.83
0.500 53.18
0.382 52.52
LOW 50.40
0.618 46.97
1.000 44.85
1.618 41.42
2.618 35.87
4.250 26.81
Fisher Pivots for day following 11-Dec-2008
Pivot 1 day 3 day
R1 54.75 54.53
PP 53.96 53.53
S1 53.18 52.53

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

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