NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 15-Dec-2008
Day Change Summary
Previous Current
12-Dec-2008 15-Dec-2008 Change Change % Previous Week
Open 54.38 58.34 3.96 7.3% 51.18
High 56.85 59.43 2.58 4.5% 57.40
Low 53.43 54.43 1.00 1.9% 50.89
Close 55.85 54.59 -1.26 -2.3% 55.85
Range 3.42 5.00 1.58 46.2% 6.51
ATR 3.35 3.47 0.12 3.5% 0.00
Volume 9,673 4,560 -5,113 -52.9% 35,911
Daily Pivots for day following 15-Dec-2008
Classic Woodie Camarilla DeMark
R4 71.15 67.87 57.34
R3 66.15 62.87 55.97
R2 61.15 61.15 55.51
R1 57.87 57.87 55.05 57.01
PP 56.15 56.15 56.15 55.72
S1 52.87 52.87 54.13 52.01
S2 51.15 51.15 53.67
S3 46.15 47.87 53.22
S4 41.15 42.87 51.84
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 74.24 71.56 59.43
R3 67.73 65.05 57.64
R2 61.22 61.22 57.04
R1 58.54 58.54 56.45 59.88
PP 54.71 54.71 54.71 55.39
S1 52.03 52.03 55.25 53.37
S2 48.20 48.20 54.66
S3 41.69 45.52 54.06
S4 35.18 39.01 52.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.43 50.89 8.54 15.6% 3.81 7.0% 43% True False 7,141
10 59.43 49.59 9.84 18.0% 3.30 6.0% 51% True False 5,946
20 64.57 49.59 14.98 27.4% 2.91 5.3% 33% False False 4,782
40 78.55 49.59 28.96 53.1% 2.45 4.5% 17% False False 3,817
60 110.25 49.59 60.66 111.1% 2.10 3.8% 8% False False 3,229
80 120.29 49.59 70.70 129.5% 1.84 3.4% 7% False False 2,573
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 0.56
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.68
2.618 72.52
1.618 67.52
1.000 64.43
0.618 62.52
HIGH 59.43
0.618 57.52
0.500 56.93
0.382 56.34
LOW 54.43
0.618 51.34
1.000 49.43
1.618 46.34
2.618 41.34
4.250 33.18
Fisher Pivots for day following 15-Dec-2008
Pivot 1 day 3 day
R1 56.93 55.77
PP 56.15 55.37
S1 55.37 54.98

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

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