NYMEX Light Sweet Crude Oil Future July 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 51.15 48.53 -2.62 -5.1% 58.34
High 51.56 48.93 -2.63 -5.1% 59.43
Low 48.28 46.13 -2.15 -4.5% 50.51
Close 48.48 47.56 -0.92 -1.9% 51.15
Range 3.28 2.80 -0.48 -14.6% 8.92
ATR 3.25 3.22 -0.03 -1.0% 0.00
Volume 7,931 9,470 1,539 19.4% 34,080
Daily Pivots for day following 23-Dec-2008
Classic Woodie Camarilla DeMark
R4 55.94 54.55 49.10
R3 53.14 51.75 48.33
R2 50.34 50.34 48.07
R1 48.95 48.95 47.82 48.25
PP 47.54 47.54 47.54 47.19
S1 46.15 46.15 47.30 45.45
S2 44.74 44.74 47.05
S3 41.94 43.35 46.79
S4 39.14 40.55 46.02
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 80.46 74.72 56.06
R3 71.54 65.80 53.60
R2 62.62 62.62 52.79
R1 56.88 56.88 51.97 55.29
PP 53.70 53.70 53.70 52.90
S1 47.96 47.96 50.33 46.37
S2 44.78 44.78 49.51
S3 35.86 39.04 48.70
S4 26.94 30.12 46.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.67 46.13 9.54 20.1% 2.72 5.7% 15% False True 8,573
10 59.43 46.13 13.30 28.0% 3.32 7.0% 11% False True 7,512
20 61.20 46.13 15.07 31.7% 2.95 6.2% 9% False True 6,123
40 76.25 46.13 30.12 63.3% 2.65 5.6% 5% False True 4,559
60 102.25 46.13 56.12 118.0% 2.30 4.8% 3% False True 3,914
80 113.84 46.13 67.71 142.4% 2.00 4.2% 2% False True 3,117
100 123.73 46.13 77.60 163.2% 1.65 3.5% 2% False True 2,590
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 0.50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.83
2.618 56.26
1.618 53.46
1.000 51.73
0.618 50.66
HIGH 48.93
0.618 47.86
0.500 47.53
0.382 47.20
LOW 46.13
0.618 44.40
1.000 43.33
1.618 41.60
2.618 38.80
4.250 34.23
Fisher Pivots for day following 23-Dec-2008
Pivot 1 day 3 day
R1 47.55 49.17
PP 47.54 48.63
S1 47.53 48.10

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

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