NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 10-Dec-2008
Day Change Summary
Previous Current
09-Dec-2008 10-Dec-2008 Change Change % Previous Week
Open 52.90 51.60 -1.30 -2.5% 59.01
High 53.52 53.16 -0.36 -0.7% 59.01
Low 50.81 50.07 -0.74 -1.5% 48.52
Close 50.98 51.52 0.54 1.1% 48.84
Range 2.71 3.09 0.38 14.0% 10.49
ATR 3.83 3.77 -0.05 -1.4% 0.00
Volume 26,212 20,642 -5,570 -21.2% 99,823
Daily Pivots for day following 10-Dec-2008
Classic Woodie Camarilla DeMark
R4 60.85 59.28 53.22
R3 57.76 56.19 52.37
R2 54.67 54.67 52.09
R1 53.10 53.10 51.80 52.34
PP 51.58 51.58 51.58 51.21
S1 50.01 50.01 51.24 49.25
S2 48.49 48.49 50.95
S3 45.40 46.92 50.67
S4 42.31 43.83 49.82
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 83.59 76.71 54.61
R3 73.10 66.22 51.72
R2 62.61 62.61 50.76
R1 55.73 55.73 49.80 53.93
PP 52.12 52.12 52.12 51.22
S1 45.24 45.24 47.88 43.44
S2 41.63 41.63 46.92
S3 31.14 34.75 45.96
S4 20.65 24.26 43.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.41 48.52 5.89 11.4% 3.19 6.2% 51% False False 25,503
10 61.33 48.52 12.81 24.9% 3.24 6.3% 23% False False 20,326
20 65.00 48.52 16.48 32.0% 3.41 6.6% 18% False False 17,539
40 79.12 48.52 30.60 59.4% 3.71 7.2% 10% False False 16,009
60 109.98 48.52 61.46 119.3% 3.86 7.5% 5% False False 13,713
80 123.85 48.52 75.33 146.2% 3.57 6.9% 4% False False 11,276
100 132.50 48.52 83.98 163.0% 3.33 6.5% 4% False False 9,759
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.90
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.29
2.618 61.25
1.618 58.16
1.000 56.25
0.618 55.07
HIGH 53.16
0.618 51.98
0.500 51.62
0.382 51.25
LOW 50.07
0.618 48.16
1.000 46.98
1.618 45.07
2.618 41.98
4.250 36.94
Fisher Pivots for day following 10-Dec-2008
Pivot 1 day 3 day
R1 51.62 51.76
PP 51.58 51.68
S1 51.55 51.60

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

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