NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 24-Dec-2008
Day Change Summary
Previous Current
23-Dec-2008 24-Dec-2008 Change Change % Previous Week
Open 46.25 45.30 -0.95 -2.1% 55.34
High 46.67 45.60 -1.07 -2.3% 57.89
Low 44.00 41.25 -2.75 -6.3% 47.69
Close 45.30 41.50 -3.80 -8.4% 48.74
Range 2.67 4.35 1.68 62.9% 10.20
ATR 3.31 3.38 0.07 2.2% 0.00
Volume 7,682 10,719 3,037 39.5% 65,261
Daily Pivots for day following 24-Dec-2008
Classic Woodie Camarilla DeMark
R4 55.83 53.02 43.89
R3 51.48 48.67 42.70
R2 47.13 47.13 42.30
R1 44.32 44.32 41.90 43.55
PP 42.78 42.78 42.78 42.40
S1 39.97 39.97 41.10 39.20
S2 38.43 38.43 40.70
S3 34.08 35.62 40.30
S4 29.73 31.27 39.11
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 51.60 41.25 10.35 24.9% 3.20 7.7% 2% False True 11,464
10 57.89 41.25 16.64 40.1% 3.53 8.5% 2% False True 12,874
20 59.89 41.25 18.64 44.9% 3.21 7.7% 1% False True 11,936
40 75.10 41.25 33.85 81.6% 3.43 8.3% 1% False True 9,454
60 99.01 41.25 57.76 139.2% 3.06 7.4% 0% False True 7,476
80 112.52 41.25 71.27 171.7% 2.53 6.1% 0% False True 6,090
100 123.71 41.25 82.46 198.7% 2.09 5.0% 0% False True 5,066
120 146.69 41.25 105.44 254.1% 1.78 4.3% 0% False True 4,322
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 0.73
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 64.09
2.618 56.99
1.618 52.64
1.000 49.95
0.618 48.29
HIGH 45.60
0.618 43.94
0.500 43.43
0.382 42.91
LOW 41.25
0.618 38.56
1.000 36.90
1.618 34.21
2.618 29.86
4.250 22.76
Fisher Pivots for day following 24-Dec-2008
Pivot 1 day 3 day
R1 43.43 45.42
PP 42.78 44.11
S1 42.14 42.81

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

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