NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 18-Dec-2008
Day Change Summary
Previous Current
17-Dec-2008 18-Dec-2008 Change Change % Previous Week
Open 55.40 52.10 -3.30 -6.0% 51.22
High 55.40 52.63 -2.77 -5.0% 56.84
Low 51.80 49.40 -2.40 -4.6% 50.00
Close 51.86 49.52 -2.34 -4.5% 55.15
Range 3.60 3.23 -0.37 -10.3% 6.84
ATR 3.89 3.84 -0.05 -1.2% 0.00
Volume 28,597 42,865 14,268 49.9% 134,194
Daily Pivots for day following 18-Dec-2008
Classic Woodie Camarilla DeMark
R4 60.21 58.09 51.30
R3 56.98 54.86 50.41
R2 53.75 53.75 50.11
R1 51.63 51.63 49.82 51.08
PP 50.52 50.52 50.52 50.24
S1 48.40 48.40 49.22 47.85
S2 47.29 47.29 48.93
S3 44.06 45.17 48.63
S4 40.83 41.94 47.74
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 49.40 9.51 19.2% 3.71 7.5% 1% False True 29,100
10 58.91 48.52 10.39 21.0% 3.63 7.3% 10% False False 28,296
20 61.33 48.52 12.81 25.9% 3.65 7.4% 8% False False 22,733
40 76.00 48.52 27.48 55.5% 3.73 7.5% 4% False False 18,474
60 108.06 48.52 59.54 120.2% 3.80 7.7% 2% False False 15,759
80 121.37 48.52 72.85 147.1% 3.69 7.5% 1% False False 13,332
100 129.18 48.52 80.66 162.9% 3.43 6.9% 1% False False 11,308
120 147.91 48.52 99.39 200.7% 3.34 6.8% 1% False False 9,990
Crabel Price Patterns
NR True
NR4 True
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 0.74
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 66.36
2.618 61.09
1.618 57.86
1.000 55.86
0.618 54.63
HIGH 52.63
0.618 51.40
0.500 51.02
0.382 50.63
LOW 49.40
0.618 47.40
1.000 46.17
1.618 44.17
2.618 40.94
4.250 35.67
Fisher Pivots for day following 18-Dec-2008
Pivot 1 day 3 day
R1 51.02 52.53
PP 50.52 51.53
S1 50.02 50.52

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

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