NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 29-Dec-2008
Day Change Summary
Previous Current
26-Dec-2008 29-Dec-2008 Change Change % Previous Week
Open 44.97 49.32 4.35 9.7% 51.15
High 46.75 49.45 2.70 5.8% 51.56
Low 44.08 46.55 2.47 5.6% 43.67
Close 46.33 48.66 2.33 5.0% 46.33
Range 2.67 2.90 0.23 8.6% 7.89
ATR 3.23 3.22 -0.01 -0.2% 0.00
Volume 4,565 5,054 489 10.7% 29,160
Daily Pivots for day following 29-Dec-2008
Classic Woodie Camarilla DeMark
R4 56.92 55.69 50.26
R3 54.02 52.79 49.46
R2 51.12 51.12 49.19
R1 49.89 49.89 48.93 49.06
PP 48.22 48.22 48.22 47.80
S1 46.99 46.99 48.39 46.16
S2 45.32 45.32 48.13
S3 42.42 44.09 47.86
S4 39.52 41.19 47.07
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 70.86 66.48 50.67
R3 62.97 58.59 48.50
R2 55.08 55.08 47.78
R1 50.70 50.70 47.05 48.95
PP 47.19 47.19 47.19 46.31
S1 42.81 42.81 45.61 41.06
S2 39.30 39.30 44.88
S3 31.41 34.92 44.16
S4 23.52 27.03 41.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.56 43.67 7.89 16.2% 2.88 5.9% 63% False False 6,842
10 59.43 43.67 15.76 32.4% 3.01 6.2% 32% False False 6,829
20 60.24 43.67 16.57 34.1% 3.07 6.3% 30% False False 6,267
40 76.25 43.67 32.58 67.0% 2.75 5.7% 15% False False 4,805
60 94.07 43.67 50.40 103.6% 2.43 5.0% 10% False False 4,106
80 110.25 43.67 66.58 136.8% 2.07 4.3% 7% False False 3,313
100 123.73 43.67 80.06 164.5% 1.73 3.6% 6% False False 2,740
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 61.78
2.618 57.04
1.618 54.14
1.000 52.35
0.618 51.24
HIGH 49.45
0.618 48.34
0.500 48.00
0.382 47.66
LOW 46.55
0.618 44.76
1.000 43.65
1.618 41.86
2.618 38.96
4.250 34.23
Fisher Pivots for day following 29-Dec-2008
Pivot 1 day 3 day
R1 48.44 47.96
PP 48.22 47.26
S1 48.00 46.56

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

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