NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 31-Dec-2008
Day Change Summary
Previous Current
30-Dec-2008 31-Dec-2008 Change Change % Previous Week
Open 47.98 48.82 0.84 1.8% 51.15
High 49.14 54.97 5.83 11.9% 51.56
Low 47.39 47.61 0.22 0.5% 43.67
Close 48.91 54.31 5.40 11.0% 46.33
Range 1.75 7.36 5.61 320.6% 7.89
ATR 3.12 3.42 0.30 9.7% 0.00
Volume 6,270 9,781 3,511 56.0% 29,160
Daily Pivots for day following 31-Dec-2008
Classic Woodie Camarilla DeMark
R4 74.38 71.70 58.36
R3 67.02 64.34 56.33
R2 59.66 59.66 55.66
R1 56.98 56.98 54.98 58.32
PP 52.30 52.30 52.30 52.97
S1 49.62 49.62 53.64 50.96
S2 44.94 44.94 52.96
S3 37.58 42.26 52.29
S4 30.22 34.90 50.26
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 54.97 43.67 11.30 20.8% 3.49 6.4% 94% True False 6,572
10 55.67 43.67 12.00 22.1% 3.11 5.7% 89% False False 7,573
20 59.43 43.67 15.76 29.0% 3.22 5.9% 68% False False 6,804
40 76.25 43.67 32.58 60.0% 2.86 5.3% 33% False False 5,087
60 91.66 43.67 47.99 88.4% 2.55 4.7% 22% False False 4,253
80 110.25 43.67 66.58 122.6% 2.19 4.0% 16% False False 3,499
100 123.73 43.67 80.06 147.4% 1.82 3.4% 13% False False 2,890
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 106 trading days
Fibonacci Retracements and Extensions
4.250 86.25
2.618 74.24
1.618 66.88
1.000 62.33
0.618 59.52
HIGH 54.97
0.618 52.16
0.500 51.29
0.382 50.42
LOW 47.61
0.618 43.06
1.000 40.25
1.618 35.70
2.618 28.34
4.250 16.33
Fisher Pivots for day following 31-Dec-2008
Pivot 1 day 3 day
R1 53.30 53.13
PP 52.30 51.94
S1 51.29 50.76

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

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