NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 15-Dec-2008
Day Change Summary
Previous Current
12-Dec-2008 15-Dec-2008 Change Change % Previous Week
Open 55.75 57.75 2.00 3.6% 51.22
High 56.03 58.91 2.88 5.1% 56.84
Low 52.80 53.68 0.88 1.7% 50.00
Close 55.15 53.83 -1.32 -2.4% 55.15
Range 3.23 5.23 2.00 61.9% 6.84
ATR 3.86 3.96 0.10 2.5% 0.00
Volume 27,089 21,265 -5,824 -21.5% 134,194
Daily Pivots for day following 15-Dec-2008
Classic Woodie Camarilla DeMark
R4 71.16 67.73 56.71
R3 65.93 62.50 55.27
R2 60.70 60.70 54.79
R1 57.27 57.27 54.31 56.37
PP 55.47 55.47 55.47 55.03
S1 52.04 52.04 53.35 51.14
S2 50.24 50.24 52.87
S3 45.01 46.81 52.39
S4 39.78 41.58 50.95
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 74.52 71.67 58.91
R3 67.68 64.83 57.03
R2 60.84 60.84 56.40
R1 57.99 57.99 55.78 59.42
PP 54.00 54.00 54.00 54.71
S1 51.15 51.15 54.52 52.58
S2 47.16 47.16 53.90
S3 40.32 44.31 53.27
S4 33.48 37.47 51.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.91 50.07 8.84 16.4% 3.92 7.3% 43% True False 25,854
10 58.91 48.52 10.39 19.3% 3.41 6.3% 51% True False 24,553
20 63.70 48.52 15.18 28.2% 3.52 6.5% 35% False False 19,602
40 78.60 48.52 30.08 55.9% 3.78 7.0% 18% False False 16,884
60 109.98 48.52 61.46 114.2% 3.88 7.2% 9% False False 14,562
80 121.48 48.52 72.96 135.5% 3.66 6.8% 7% False False 12,209
100 129.18 48.52 80.66 149.8% 3.39 6.3% 7% False False 10,474
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.89
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.14
2.618 72.60
1.618 67.37
1.000 64.14
0.618 62.14
HIGH 58.91
0.618 56.91
0.500 56.30
0.382 55.68
LOW 53.68
0.618 50.45
1.000 48.45
1.618 45.22
2.618 39.99
4.250 31.45
Fisher Pivots for day following 15-Dec-2008
Pivot 1 day 3 day
R1 56.30 55.22
PP 55.47 54.75
S1 54.65 54.29

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

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