NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 30-Dec-2008
Day Change Summary
Previous Current
29-Dec-2008 30-Dec-2008 Change Change % Previous Week
Open 44.58 46.38 1.80 4.0% 49.59
High 46.89 46.47 -0.42 -0.9% 49.59
Low 44.08 44.98 0.90 2.0% 41.25
Close 46.19 46.33 0.14 0.3% 43.75
Range 2.81 1.49 -1.32 -47.0% 8.34
ATR 3.29 3.16 -0.13 -3.9% 0.00
Volume 1,913 7,819 5,906 308.7% 33,050
Daily Pivots for day following 30-Dec-2008
Classic Woodie Camarilla DeMark
R4 50.40 49.85 47.15
R3 48.91 48.36 46.74
R2 47.42 47.42 46.60
R1 46.87 46.87 46.47 46.40
PP 45.93 45.93 45.93 45.69
S1 45.38 45.38 46.19 44.91
S2 44.44 44.44 46.06
S3 42.95 43.89 45.92
S4 41.46 42.40 45.51
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 69.88 65.16 48.34
R3 61.54 56.82 46.04
R2 53.20 53.20 45.28
R1 48.48 48.48 44.51 46.67
PP 44.86 44.86 44.86 43.96
S1 40.14 40.14 42.99 38.33
S2 36.52 36.52 42.22
S3 28.18 31.80 41.46
S4 19.84 23.46 39.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.89 41.25 5.64 12.2% 2.65 5.7% 90% False False 6,863
10 54.30 41.25 13.05 28.2% 2.77 6.0% 39% False False 9,618
20 57.89 41.25 16.64 35.9% 2.95 6.4% 31% False False 11,525
40 75.10 41.25 33.85 73.1% 3.28 7.1% 15% False False 9,371
60 92.08 41.25 50.83 109.7% 3.13 6.8% 10% False False 7,643
80 110.69 41.25 69.44 149.9% 2.60 5.6% 7% False False 6,201
100 123.71 41.25 82.46 178.0% 2.15 4.6% 6% False False 5,198
120 146.69 41.25 105.44 227.6% 1.83 4.0% 5% False False 4,446
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 52.80
2.618 50.37
1.618 48.88
1.000 47.96
0.618 47.39
HIGH 46.47
0.618 45.90
0.500 45.73
0.382 45.55
LOW 44.98
0.618 44.06
1.000 43.49
1.618 42.57
2.618 41.08
4.250 38.65
Fisher Pivots for day following 30-Dec-2008
Pivot 1 day 3 day
R1 46.13 45.67
PP 45.93 45.01
S1 45.73 44.35

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

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