NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 17-Dec-2008
Day Change Summary
Previous Current
16-Dec-2008 17-Dec-2008 Change Change % Previous Week
Open 55.26 55.50 0.24 0.4% 51.18
High 56.35 55.67 -0.68 -1.2% 57.40
Low 53.24 52.74 -0.50 -0.9% 50.89
Close 53.90 52.87 -1.03 -1.9% 55.85
Range 3.11 2.93 -0.18 -5.8% 6.51
ATR 3.44 3.40 -0.04 -1.1% 0.00
Volume 4,055 6,875 2,820 69.5% 35,911
Daily Pivots for day following 17-Dec-2008
Classic Woodie Camarilla DeMark
R4 62.55 60.64 54.48
R3 59.62 57.71 53.68
R2 56.69 56.69 53.41
R1 54.78 54.78 53.14 54.27
PP 53.76 53.76 53.76 53.51
S1 51.85 51.85 52.60 51.34
S2 50.83 50.83 52.33
S3 47.90 48.92 52.06
S4 44.97 45.99 51.26
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 52.10 7.33 13.9% 3.95 7.5% 11% False False 6,721
10 59.43 49.59 9.84 18.6% 3.49 6.6% 33% False False 6,279
20 61.20 49.59 11.61 22.0% 2.95 5.6% 28% False False 5,036
40 76.25 49.59 26.66 50.4% 2.55 4.8% 12% False False 4,003
60 108.05 49.59 58.46 110.6% 2.17 4.1% 6% False False 3,389
80 119.87 49.59 70.28 132.9% 1.88 3.6% 5% False False 2,692
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.59
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 68.12
2.618 63.34
1.618 60.41
1.000 58.60
0.618 57.48
HIGH 55.67
0.618 54.55
0.500 54.21
0.382 53.86
LOW 52.74
0.618 50.93
1.000 49.81
1.618 48.00
2.618 45.07
4.250 40.29
Fisher Pivots for day following 17-Dec-2008
Pivot 1 day 3 day
R1 54.21 56.09
PP 53.76 55.01
S1 53.32 53.94

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

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