NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 16-Dec-2008
Day Change Summary
Previous Current
15-Dec-2008 16-Dec-2008 Change Change % Previous Week
Open 57.75 54.45 -3.30 -5.7% 51.22
High 58.91 55.66 -3.25 -5.5% 56.84
Low 53.68 52.40 -1.28 -2.4% 50.00
Close 53.83 53.10 -0.73 -1.4% 55.15
Range 5.23 3.26 -1.97 -37.7% 6.84
ATR 3.96 3.91 -0.05 -1.3% 0.00
Volume 21,265 25,686 4,421 20.8% 134,194
Daily Pivots for day following 16-Dec-2008
Classic Woodie Camarilla DeMark
R4 63.50 61.56 54.89
R3 60.24 58.30 54.00
R2 56.98 56.98 53.70
R1 55.04 55.04 53.40 54.38
PP 53.72 53.72 53.72 53.39
S1 51.78 51.78 52.80 51.12
S2 50.46 50.46 52.50
S3 47.20 48.52 52.20
S4 43.94 45.26 51.31
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 16.6% 4.03 7.6% 34% False False 25,749
10 58.91 48.52 10.39 19.6% 3.44 6.5% 44% False False 25,645
20 61.33 48.52 12.81 24.1% 3.48 6.6% 36% False False 20,220
40 77.65 48.52 29.13 54.9% 3.76 7.1% 16% False False 17,287
60 109.72 48.52 61.20 115.3% 3.84 7.2% 7% False False 14,855
80 121.37 48.52 72.85 137.2% 3.64 6.9% 6% False False 12,484
100 129.18 48.52 80.66 151.9% 3.40 6.4% 6% False False 10,640
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.87
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.52
2.618 64.19
1.618 60.93
1.000 58.92
0.618 57.67
HIGH 55.66
0.618 54.41
0.500 54.03
0.382 53.65
LOW 52.40
0.618 50.39
1.000 49.14
1.618 47.13
2.618 43.87
4.250 38.55
Fisher Pivots for day following 16-Dec-2008
Pivot 1 day 3 day
R1 54.03 55.66
PP 53.72 54.80
S1 53.41 53.95

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

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