NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 19-Dec-2008
Day Change Summary
Previous Current
18-Dec-2008 19-Dec-2008 Change Change % Previous Week
Open 52.10 50.05 -2.05 -3.9% 57.75
High 52.63 51.05 -1.58 -3.0% 58.91
Low 49.40 49.23 -0.17 -0.3% 49.23
Close 49.52 50.05 0.53 1.1% 50.05
Range 3.23 1.82 -1.41 -43.7% 9.68
ATR 3.84 3.69 -0.14 -3.8% 0.00
Volume 42,865 29,638 -13,227 -30.9% 148,051
Daily Pivots for day following 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 55.57 54.63 51.05
R3 53.75 52.81 50.55
R2 51.93 51.93 50.38
R1 50.99 50.99 50.22 50.96
PP 50.11 50.11 50.11 50.10
S1 49.17 49.17 49.88 49.14
S2 48.29 48.29 49.72
S3 46.47 47.35 49.55
S4 44.65 45.53 49.05
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 81.77 75.59 55.37
R3 72.09 65.91 52.71
R2 62.41 62.41 51.82
R1 56.23 56.23 50.94 54.48
PP 52.73 52.73 52.73 51.86
S1 46.55 46.55 49.16 44.80
S2 43.05 43.05 48.28
S3 33.37 36.87 47.39
S4 23.69 27.19 44.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.91 49.23 9.68 19.3% 3.43 6.8% 8% False True 29,610
10 58.91 49.23 9.68 19.3% 3.47 6.9% 8% False True 28,224
20 61.33 48.52 12.81 25.6% 3.52 7.0% 12% False False 23,299
40 76.00 48.52 27.48 54.9% 3.70 7.4% 6% False False 18,821
60 107.08 48.52 58.56 117.0% 3.75 7.5% 3% False False 16,122
80 121.37 48.52 72.85 145.6% 3.71 7.4% 2% False False 13,684
100 129.18 48.52 80.66 161.2% 3.39 6.8% 2% False False 11,548
120 147.91 48.52 99.39 198.6% 3.33 6.7% 2% False False 10,224
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.75
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 58.79
2.618 55.81
1.618 53.99
1.000 52.87
0.618 52.17
HIGH 51.05
0.618 50.35
0.500 50.14
0.382 49.93
LOW 49.23
0.618 48.11
1.000 47.41
1.618 46.29
2.618 44.47
4.250 41.50
Fisher Pivots for day following 19-Dec-2008
Pivot 1 day 3 day
R1 50.14 52.32
PP 50.11 51.56
S1 50.08 50.81

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

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