NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 23-Dec-2008
Day Change Summary
Previous Current
22-Dec-2008 23-Dec-2008 Change Change % Previous Week
Open 49.59 46.25 -3.34 -6.7% 55.34
High 49.59 46.67 -2.92 -5.9% 57.89
Low 46.20 44.00 -2.20 -4.8% 47.69
Close 46.25 45.30 -0.95 -2.1% 48.74
Range 3.39 2.67 -0.72 -21.2% 10.20
ATR 3.36 3.31 -0.05 -1.5% 0.00
Volume 8,465 7,682 -783 -9.2% 65,261
Daily Pivots for day following 23-Dec-2008
Classic Woodie Camarilla DeMark
R4 53.33 51.99 46.77
R3 50.66 49.32 46.03
R2 47.99 47.99 45.79
R1 46.65 46.65 45.54 45.99
PP 45.32 45.32 45.32 44.99
S1 43.98 43.98 45.06 43.32
S2 42.65 42.65 44.81
S3 39.98 41.31 44.57
S4 37.31 38.64 43.83
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 53.93 44.00 9.93 21.9% 2.98 6.6% 13% False True 12,353
10 57.89 44.00 13.89 30.7% 3.35 7.4% 9% False True 12,780
20 59.89 44.00 15.89 35.1% 3.14 6.9% 8% False True 11,800
40 75.10 44.00 31.10 68.7% 3.38 7.5% 4% False True 9,283
60 100.60 44.00 56.60 124.9% 2.99 6.6% 2% False True 7,316
80 112.52 44.00 68.52 151.3% 2.50 5.5% 2% False True 5,990
100 123.71 44.00 79.71 176.0% 2.04 4.5% 2% False True 4,963
120 146.69 44.00 102.69 226.7% 1.74 3.9% 1% False True 4,235
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 58.02
2.618 53.66
1.618 50.99
1.000 49.34
0.618 48.32
HIGH 46.67
0.618 45.65
0.500 45.34
0.382 45.02
LOW 44.00
0.618 42.35
1.000 41.33
1.618 39.68
2.618 37.01
4.250 32.65
Fisher Pivots for day following 23-Dec-2008
Pivot 1 day 3 day
R1 45.34 46.83
PP 45.32 46.32
S1 45.31 45.81

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

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