NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 31-Dec-2008
Day Change Summary
Previous Current
30-Dec-2008 31-Dec-2008 Change Change % Previous Week
Open 46.38 46.23 -0.15 -0.3% 49.59
High 46.47 52.60 6.13 13.2% 49.59
Low 44.98 45.12 0.14 0.3% 41.25
Close 46.33 51.96 5.63 12.2% 43.75
Range 1.49 7.48 5.99 402.0% 8.34
ATR 3.16 3.47 0.31 9.8% 0.00
Volume 7,819 10,962 3,143 40.2% 33,050
Daily Pivots for day following 31-Dec-2008
Classic Woodie Camarilla DeMark
R4 72.33 69.63 56.07
R3 64.85 62.15 54.02
R2 57.37 57.37 53.33
R1 54.67 54.67 52.65 56.02
PP 49.89 49.89 49.89 50.57
S1 47.19 47.19 51.27 48.54
S2 42.41 42.41 50.59
S3 34.93 39.71 49.90
S4 27.45 32.23 47.85
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 52.60 41.25 11.35 21.8% 3.62 7.0% 94% True False 7,519
10 53.93 41.25 12.68 24.4% 3.30 6.4% 84% False False 9,936
20 57.89 41.25 16.64 32.0% 3.19 6.1% 64% False False 11,634
40 75.10 41.25 33.85 65.1% 3.42 6.6% 32% False False 9,517
60 90.77 41.25 49.52 95.3% 3.18 6.1% 22% False False 7,786
80 109.58 41.25 68.33 131.5% 2.69 5.2% 16% False False 6,324
100 123.71 41.25 82.46 158.7% 2.22 4.3% 13% False False 5,299
120 146.69 41.25 105.44 202.9% 1.89 3.6% 10% False False 4,534
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 0.49
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 84.39
2.618 72.18
1.618 64.70
1.000 60.08
0.618 57.22
HIGH 52.60
0.618 49.74
0.500 48.86
0.382 47.98
LOW 45.12
0.618 40.50
1.000 37.64
1.618 33.02
2.618 25.54
4.250 13.33
Fisher Pivots for day following 31-Dec-2008
Pivot 1 day 3 day
R1 50.93 50.75
PP 49.89 49.55
S1 48.86 48.34

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

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