NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 30-Dec-2008
Day Change Summary
Previous Current
29-Dec-2008 30-Dec-2008 Change Change % Previous Week
Open 49.32 47.98 -1.34 -2.7% 51.15
High 49.45 49.14 -0.31 -0.6% 51.56
Low 46.55 47.39 0.84 1.8% 43.67
Close 48.66 48.91 0.25 0.5% 46.33
Range 2.90 1.75 -1.15 -39.7% 7.89
ATR 3.22 3.12 -0.11 -3.3% 0.00
Volume 5,054 6,270 1,216 24.1% 29,160
Daily Pivots for day following 30-Dec-2008
Classic Woodie Camarilla DeMark
R4 53.73 53.07 49.87
R3 51.98 51.32 49.39
R2 50.23 50.23 49.23
R1 49.57 49.57 49.07 49.90
PP 48.48 48.48 48.48 48.65
S1 47.82 47.82 48.75 48.15
S2 46.73 46.73 48.59
S3 44.98 46.07 48.43
S4 43.23 44.32 47.95
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 49.45 43.67 5.78 11.8% 2.58 5.3% 91% False False 6,510
10 56.35 43.67 12.68 25.9% 2.68 5.5% 41% False False 7,000
20 59.43 43.67 15.76 32.2% 2.99 6.1% 33% False False 6,473
40 76.25 43.67 32.58 66.6% 2.70 5.5% 16% False False 4,890
60 91.84 43.67 48.17 98.5% 2.46 5.0% 11% False False 4,111
80 110.25 43.67 66.58 136.1% 2.09 4.3% 8% False False 3,383
100 123.73 43.67 80.06 163.7% 1.75 3.6% 7% False False 2,794
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 56.58
2.618 53.72
1.618 51.97
1.000 50.89
0.618 50.22
HIGH 49.14
0.618 48.47
0.500 48.27
0.382 48.06
LOW 47.39
0.618 46.31
1.000 45.64
1.618 44.56
2.618 42.81
4.250 39.95
Fisher Pivots for day following 30-Dec-2008
Pivot 1 day 3 day
R1 48.70 48.20
PP 48.48 47.48
S1 48.27 46.77

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

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