NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 12-Dec-2008
Day Change Summary
Previous Current
11-Dec-2008 12-Dec-2008 Change Change % Previous Week
Open 50.77 55.00 4.23 8.3% 49.04
High 55.95 55.40 -0.55 -1.0% 55.95
Low 50.40 52.15 1.75 3.5% 49.04
Close 55.53 54.32 -1.21 -2.2% 54.32
Range 5.55 3.25 -2.30 -41.4% 6.91
ATR 3.46 3.45 -0.01 -0.2% 0.00
Volume 18,462 18,155 -307 -1.7% 78,607
Daily Pivots for day following 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 63.71 62.26 56.11
R3 60.46 59.01 55.21
R2 57.21 57.21 54.92
R1 55.76 55.76 54.62 54.86
PP 53.96 53.96 53.96 53.51
S1 52.51 52.51 54.02 51.61
S2 50.71 50.71 53.72
S3 47.46 49.26 53.43
S4 44.21 46.01 52.53
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 73.83 70.99 58.12
R3 66.92 64.08 56.22
R2 60.01 60.01 55.59
R1 57.17 57.17 54.95 58.59
PP 53.10 53.10 53.10 53.82
S1 50.26 50.26 53.69 51.68
S2 46.19 46.19 53.05
S3 39.28 43.35 52.42
S4 32.37 36.44 50.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.95 49.04 6.91 12.7% 3.33 6.1% 76% False False 15,721
10 58.40 47.37 11.03 20.3% 3.05 5.6% 63% False False 12,774
20 63.11 47.37 15.74 29.0% 3.06 5.6% 44% False False 10,387
40 76.16 47.37 28.79 53.0% 3.18 5.9% 24% False False 8,074
60 109.58 47.37 62.21 114.5% 2.79 5.1% 11% False False 6,214
80 123.71 47.37 76.34 140.5% 2.22 4.1% 9% False False 5,087
100 127.10 47.37 79.73 146.8% 1.84 3.4% 9% False False 4,187
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.21
2.618 63.91
1.618 60.66
1.000 58.65
0.618 57.41
HIGH 55.40
0.618 54.16
0.500 53.78
0.382 53.39
LOW 52.15
0.618 50.14
1.000 48.90
1.618 46.89
2.618 43.64
4.250 38.34
Fisher Pivots for day following 12-Dec-2008
Pivot 1 day 3 day
R1 54.14 53.72
PP 53.96 53.12
S1 53.78 52.53

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

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