NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 24-Dec-2008
Day Change Summary
Previous Current
23-Dec-2008 24-Dec-2008 Change Change % Previous Week
Open 48.61 46.42 -2.19 -4.5% 56.50
High 48.61 47.08 -1.53 -3.1% 56.50
Low 48.51 44.75 -3.76 -7.8% 51.93
Close 48.46 45.02 -3.44 -7.1% 52.06
Range 0.10 2.33 2.23 2,230.0% 4.57
ATR 2.05 2.17 0.12 5.8% 0.00
Volume 4,489 4,524 35 0.8% 16,043
Daily Pivots for day following 24-Dec-2008
Classic Woodie Camarilla DeMark
R4 52.61 51.14 46.30
R3 50.28 48.81 45.66
R2 47.95 47.95 45.45
R1 46.48 46.48 45.23 46.05
PP 45.62 45.62 45.62 45.40
S1 44.15 44.15 44.81 43.72
S2 43.29 43.29 44.59
S3 40.96 41.82 44.38
S4 38.63 39.49 43.74
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 67.21 64.20 54.57
R3 62.64 59.63 53.32
R2 58.07 58.07 52.90
R1 55.06 55.06 52.48 54.28
PP 53.50 53.50 53.50 53.11
S1 50.49 50.49 51.64 49.71
S2 48.93 48.93 51.22
S3 44.36 45.92 50.80
S4 39.79 41.35 49.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.83 44.75 9.08 20.2% 0.95 2.1% 3% False True 4,730
10 57.29 44.75 12.54 27.9% 1.09 2.4% 2% False True 3,714
20 62.08 44.75 17.33 38.5% 0.79 1.8% 2% False True 3,158
40 76.95 44.75 32.20 71.5% 1.29 2.9% 1% False True 2,565
60 99.90 44.75 55.15 122.5% 1.21 2.7% 0% False True 2,150
80 113.14 44.75 68.39 151.9% 1.08 2.4% 0% False True 1,704
100 123.71 44.75 78.96 175.4% 0.87 1.9% 0% False True 1,423
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 0.20
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 56.98
2.618 53.18
1.618 50.85
1.000 49.41
0.618 48.52
HIGH 47.08
0.618 46.19
0.500 45.92
0.382 45.64
LOW 44.75
0.618 43.31
1.000 42.42
1.618 40.98
2.618 38.65
4.250 34.85
Fisher Pivots for day following 24-Dec-2008
Pivot 1 day 3 day
R1 45.92 47.05
PP 45.62 46.37
S1 45.32 45.70

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

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