NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 17-Dec-2008
Day Change Summary
Previous Current
16-Dec-2008 17-Dec-2008 Change Change % Previous Week
Open 54.45 55.40 0.95 1.7% 51.22
High 55.66 55.40 -0.26 -0.5% 56.84
Low 52.40 51.80 -0.60 -1.1% 50.00
Close 53.10 51.86 -1.24 -2.3% 55.15
Range 3.26 3.60 0.34 10.4% 6.84
ATR 3.91 3.89 -0.02 -0.6% 0.00
Volume 25,686 28,597 2,911 11.3% 134,194
Daily Pivots for day following 17-Dec-2008
Classic Woodie Camarilla DeMark
R4 63.82 61.44 53.84
R3 60.22 57.84 52.85
R2 56.62 56.62 52.52
R1 54.24 54.24 52.19 53.63
PP 53.02 53.02 53.02 52.72
S1 50.64 50.64 51.53 50.03
S2 49.42 49.42 51.20
S3 45.82 47.04 50.87
S4 42.22 43.44 49.88
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 51.52 7.39 14.2% 4.13 8.0% 5% False False 27,340
10 58.91 48.52 10.39 20.0% 3.66 7.1% 32% False False 26,421
20 61.33 48.52 12.81 24.7% 3.58 6.9% 26% False False 21,246
40 76.00 48.52 27.48 53.0% 3.75 7.2% 12% False False 17,639
60 108.35 48.52 59.83 115.4% 3.81 7.4% 6% False False 15,203
80 121.37 48.52 72.85 140.5% 3.67 7.1% 5% False False 12,821
100 129.18 48.52 80.66 155.5% 3.43 6.6% 4% False False 10,905
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 0.83
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 70.70
2.618 64.82
1.618 61.22
1.000 59.00
0.618 57.62
HIGH 55.40
0.618 54.02
0.500 53.60
0.382 53.18
LOW 51.80
0.618 49.58
1.000 48.20
1.618 45.98
2.618 42.38
4.250 36.50
Fisher Pivots for day following 17-Dec-2008
Pivot 1 day 3 day
R1 53.60 55.36
PP 53.02 54.19
S1 52.44 53.03

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

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