NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 24-Dec-2008
Day Change Summary
Previous Current
23-Dec-2008 24-Dec-2008 Change Change % Previous Week
Open 48.53 45.93 -2.60 -5.4% 58.34
High 48.93 46.44 -2.49 -5.1% 59.43
Low 46.13 43.67 -2.46 -5.3% 50.51
Close 47.56 43.97 -3.59 -7.5% 51.15
Range 2.80 2.77 -0.03 -1.1% 8.92
ATR 3.22 3.27 0.05 1.5% 0.00
Volume 9,470 7,194 -2,276 -24.0% 34,080
Daily Pivots for day following 24-Dec-2008
Classic Woodie Camarilla DeMark
R4 53.00 51.26 45.49
R3 50.23 48.49 44.73
R2 47.46 47.46 44.48
R1 45.72 45.72 44.22 45.21
PP 44.69 44.69 44.69 44.44
S1 42.95 42.95 43.72 42.44
S2 41.92 41.92 43.46
S3 39.15 40.18 43.21
S4 36.38 37.41 42.45
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 53.46 43.67 9.79 22.3% 2.69 6.1% 3% False True 8,637
10 59.43 43.67 15.76 35.8% 3.32 7.6% 2% False True 7,679
20 61.20 43.67 17.53 39.9% 3.00 6.8% 2% False True 6,239
40 76.25 43.67 32.58 74.1% 2.67 6.1% 1% False True 4,703
60 99.62 43.67 55.95 127.2% 2.34 5.3% 1% False True 3,990
80 113.00 43.67 69.33 157.7% 2.01 4.6% 0% False True 3,204
100 123.73 43.67 80.06 182.1% 1.68 3.8% 0% False True 2,656
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 0.49
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 58.21
2.618 53.69
1.618 50.92
1.000 49.21
0.618 48.15
HIGH 46.44
0.618 45.38
0.500 45.06
0.382 44.73
LOW 43.67
0.618 41.96
1.000 40.90
1.618 39.19
2.618 36.42
4.250 31.90
Fisher Pivots for day following 24-Dec-2008
Pivot 1 day 3 day
R1 45.06 47.62
PP 44.69 46.40
S1 44.33 45.19

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

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