NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 12-Dec-2008
Day Change Summary
Previous Current
11-Dec-2008 12-Dec-2008 Change Change % Previous Week
Open 55.69 54.30 -1.39 -2.5% 53.83
High 57.29 56.35 -0.94 -1.6% 57.29
Low 55.59 54.30 -1.29 -2.3% 51.85
Close 57.65 56.50 -1.15 -2.0% 56.50
Range 1.70 2.05 0.35 20.6% 5.44
ATR 2.52 2.58 0.06 2.3% 0.00
Volume 3,139 2,344 -795 -25.3% 13,068
Daily Pivots for day following 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 61.87 61.23 57.63
R3 59.82 59.18 57.06
R2 57.77 57.77 56.88
R1 57.13 57.13 56.69 57.45
PP 55.72 55.72 55.72 55.88
S1 55.08 55.08 56.31 55.40
S2 53.67 53.67 56.12
S3 51.62 53.03 55.94
S4 49.57 50.98 55.37
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 71.53 69.46 59.49
R3 66.09 64.02 58.00
R2 60.65 60.65 57.50
R1 58.58 58.58 57.00 59.62
PP 55.21 55.21 55.21 55.73
S1 53.14 53.14 56.00 54.18
S2 49.77 49.77 55.50
S3 44.33 47.70 55.00
S4 38.89 42.26 53.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.29 51.85 5.44 9.6% 1.20 2.1% 85% False False 2,613
10 59.37 50.92 8.45 15.0% 0.86 1.5% 66% False False 2,683
20 65.09 50.92 14.17 25.1% 0.94 1.7% 39% False False 2,435
40 79.03 50.92 28.11 49.8% 1.36 2.4% 20% False False 2,116
60 109.67 50.92 58.75 104.0% 1.14 2.0% 9% False False 1,673
80 123.71 50.92 72.79 128.8% 0.99 1.7% 8% False False 1,352
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.04
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 65.06
2.618 61.72
1.618 59.67
1.000 58.40
0.618 57.62
HIGH 56.35
0.618 55.57
0.500 55.33
0.382 55.08
LOW 54.30
0.618 53.03
1.000 52.25
1.618 50.98
2.618 48.93
4.250 45.59
Fisher Pivots for day following 12-Dec-2008
Pivot 1 day 3 day
R1 56.11 55.86
PP 55.72 55.21
S1 55.33 54.57

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

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