NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 16-Dec-2008
Day Change Summary
Previous Current
15-Dec-2008 16-Dec-2008 Change Change % Previous Week
Open 58.34 55.26 -3.08 -5.3% 51.18
High 59.43 56.35 -3.08 -5.2% 57.40
Low 54.43 53.24 -1.19 -2.2% 50.89
Close 54.59 53.90 -0.69 -1.3% 55.85
Range 5.00 3.11 -1.89 -37.8% 6.51
ATR 3.47 3.44 -0.03 -0.7% 0.00
Volume 4,560 4,055 -505 -11.1% 35,911
Daily Pivots for day following 16-Dec-2008
Classic Woodie Camarilla DeMark
R4 63.83 61.97 55.61
R3 60.72 58.86 54.76
R2 57.61 57.61 54.47
R1 55.75 55.75 54.19 55.13
PP 54.50 54.50 54.50 54.18
S1 52.64 52.64 53.61 52.02
S2 51.39 51.39 53.33
S3 48.28 49.53 53.04
S4 45.17 46.42 52.19
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 15.8% 3.92 7.3% 35% False False 6,452
10 59.43 49.59 9.84 18.3% 3.34 6.2% 44% False False 6,035
20 61.20 49.59 11.61 21.5% 2.88 5.3% 37% False False 4,820
40 76.25 49.59 26.66 49.5% 2.50 4.6% 16% False False 3,876
60 108.05 49.59 58.46 108.5% 2.13 3.9% 7% False False 3,284
80 119.87 49.59 70.28 130.4% 1.84 3.4% 6% False False 2,616
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 0.64
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 69.57
2.618 64.49
1.618 61.38
1.000 59.46
0.618 58.27
HIGH 56.35
0.618 55.16
0.500 54.80
0.382 54.43
LOW 53.24
0.618 51.32
1.000 50.13
1.618 48.21
2.618 45.10
4.250 40.02
Fisher Pivots for day following 16-Dec-2008
Pivot 1 day 3 day
R1 54.80 56.34
PP 54.50 55.52
S1 54.20 54.71

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

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