NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 19-Dec-2008
Day Change Summary
Previous Current
18-Dec-2008 19-Dec-2008 Change Change % Previous Week
Open 50.88 48.68 -2.20 -4.3% 55.34
High 51.60 49.65 -1.95 -3.8% 57.89
Low 47.97 47.69 -0.28 -0.6% 47.69
Close 48.13 48.74 0.61 1.3% 48.74
Range 3.63 1.96 -1.67 -46.0% 10.20
ATR 3.46 3.36 -0.11 -3.1% 0.00
Volume 15,135 15,320 185 1.2% 65,261
Daily Pivots for day following 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 54.57 53.62 49.82
R3 52.61 51.66 49.28
R2 50.65 50.65 49.10
R1 49.70 49.70 48.92 50.18
PP 48.69 48.69 48.69 48.93
S1 47.74 47.74 48.56 48.22
S2 46.73 46.73 48.38
S3 44.77 45.78 48.20
S4 42.81 43.82 47.66
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 82.04 75.59 54.35
R3 71.84 65.39 51.55
R2 61.64 61.64 50.61
R1 55.19 55.19 49.68 53.32
PP 51.44 51.44 51.44 50.50
S1 44.99 44.99 47.81 43.12
S2 41.24 41.24 46.87
S3 31.04 34.79 45.94
S4 20.84 24.59 43.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.89 47.69 10.20 20.9% 3.21 6.6% 10% False True 13,052
10 57.89 47.69 10.20 20.9% 3.27 6.7% 10% False True 14,386
20 59.89 47.37 12.52 25.7% 3.21 6.6% 11% False False 12,025
40 75.10 47.37 27.73 56.9% 3.24 6.7% 5% False False 9,191
60 106.85 47.37 59.48 122.0% 2.94 6.0% 2% False False 7,106
80 119.50 47.37 72.13 148.0% 2.42 5.0% 2% False False 5,817
100 126.47 47.37 79.10 162.3% 1.98 4.1% 2% False False 4,813
120 146.69 47.37 99.32 203.8% 1.69 3.5% 1% False False 4,102
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.82
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 57.98
2.618 54.78
1.618 52.82
1.000 51.61
0.618 50.86
HIGH 49.65
0.618 48.90
0.500 48.67
0.382 48.44
LOW 47.69
0.618 46.48
1.000 45.73
1.618 44.52
2.618 42.56
4.250 39.36
Fisher Pivots for day following 19-Dec-2008
Pivot 1 day 3 day
R1 48.72 50.81
PP 48.69 50.12
S1 48.67 49.43

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

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