NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 23-Dec-2008
Day Change Summary
Previous Current
22-Dec-2008 23-Dec-2008 Change Change % Previous Week
Open 50.14 47.51 -2.63 -5.2% 57.75
High 50.56 47.91 -2.65 -5.2% 58.91
Low 47.38 45.09 -2.29 -4.8% 49.23
Close 47.46 46.52 -0.94 -2.0% 50.05
Range 3.18 2.82 -0.36 -11.3% 9.68
ATR 3.66 3.60 -0.06 -1.6% 0.00
Volume 18,934 14,927 -4,007 -21.2% 148,051
Daily Pivots for day following 23-Dec-2008
Classic Woodie Camarilla DeMark
R4 54.97 53.56 48.07
R3 52.15 50.74 47.30
R2 49.33 49.33 47.04
R1 47.92 47.92 46.78 47.22
PP 46.51 46.51 46.51 46.15
S1 45.10 45.10 46.26 44.40
S2 43.69 43.69 46.00
S3 40.87 42.28 45.74
S4 38.05 39.46 44.97
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 55.40 45.09 10.31 22.2% 2.93 6.3% 14% False True 26,992
10 58.91 45.09 13.82 29.7% 3.48 7.5% 10% False True 26,370
20 61.33 45.09 16.24 34.9% 3.38 7.3% 9% False True 23,065
40 76.00 45.09 30.91 66.4% 3.68 7.9% 5% False True 18,699
60 102.10 45.09 57.01 122.5% 3.72 8.0% 3% False True 16,438
80 114.10 45.09 69.01 148.3% 3.69 7.9% 2% False True 14,033
100 126.50 45.09 81.41 175.0% 3.39 7.3% 2% False True 11,825
120 147.91 45.09 102.82 221.0% 3.35 7.2% 1% False True 10,457
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 0.64
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 59.90
2.618 55.29
1.618 52.47
1.000 50.73
0.618 49.65
HIGH 47.91
0.618 46.83
0.500 46.50
0.382 46.17
LOW 45.09
0.618 43.35
1.000 42.27
1.618 40.53
2.618 37.71
4.250 33.11
Fisher Pivots for day following 23-Dec-2008
Pivot 1 day 3 day
R1 46.51 48.07
PP 46.51 47.55
S1 46.50 47.04

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

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