NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 10-Dec-2008
Day Change Summary
Previous Current
09-Dec-2008 10-Dec-2008 Change Change % Previous Week
Open 52.72 53.67 0.95 1.8% 59.37
High 52.72 53.86 1.14 2.2% 59.37
Low 52.72 51.85 -0.87 -1.7% 50.92
Close 52.72 52.96 0.24 0.5% 50.92
Range 0.00 2.01 2.01 8.45
ATR 2.41 2.38 -0.03 -1.2% 0.00
Volume 2,461 2,173 -288 -11.7% 13,765
Daily Pivots for day following 10-Dec-2008
Classic Woodie Camarilla DeMark
R4 58.92 57.95 54.07
R3 56.91 55.94 53.51
R2 54.90 54.90 53.33
R1 53.93 53.93 53.14 53.41
PP 52.89 52.89 52.89 52.63
S1 51.92 51.92 52.78 51.40
S2 50.88 50.88 52.59
S3 48.87 49.91 52.41
S4 46.86 47.90 51.85
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 79.09 73.45 55.57
R3 70.64 65.00 53.24
R2 62.19 62.19 52.47
R1 56.55 56.55 51.69 55.15
PP 53.74 53.74 53.74 53.03
S1 48.10 48.10 50.15 46.70
S2 45.29 45.29 49.37
S3 36.84 39.65 48.60
S4 28.39 31.20 46.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.03 50.92 5.11 9.6% 0.97 1.8% 40% False False 2,972
10 62.08 50.92 11.16 21.1% 0.49 0.9% 18% False False 2,603
20 65.27 50.92 14.35 27.1% 0.92 1.7% 14% False False 2,301
40 79.03 50.92 28.11 53.1% 1.30 2.4% 7% False False 2,016
60 109.67 50.92 58.75 110.9% 1.15 2.2% 3% False False 1,597
80 123.71 50.92 72.79 137.4% 0.94 1.8% 3% False False 1,289
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.03
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 62.40
2.618 59.12
1.618 57.11
1.000 55.87
0.618 55.10
HIGH 53.86
0.618 53.09
0.500 52.86
0.382 52.62
LOW 51.85
0.618 50.61
1.000 49.84
1.618 48.60
2.618 46.59
4.250 43.31
Fisher Pivots for day following 10-Dec-2008
Pivot 1 day 3 day
R1 52.93 52.95
PP 52.89 52.94
S1 52.86 52.93

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

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