NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 29-Dec-2008
Day Change Summary
Previous Current
26-Dec-2008 29-Dec-2008 Change Change % Previous Week
Open 47.43 49.06 1.63 3.4% 49.34
High 47.43 49.06 1.63 3.4% 49.34
Low 47.43 48.00 0.57 1.2% 44.75
Close 47.43 49.68 2.25 4.7% 47.43
Range 0.00 1.06 1.06 4.59
ATR 2.19 2.15 -0.04 -1.8% 0.00
Volume 336 752 416 123.8% 15,952
Daily Pivots for day following 29-Dec-2008
Classic Woodie Camarilla DeMark
R4 52.09 51.95 50.26
R3 51.03 50.89 49.97
R2 49.97 49.97 49.87
R1 49.83 49.83 49.78 49.90
PP 48.91 48.91 48.91 48.95
S1 48.77 48.77 49.58 48.84
S2 47.85 47.85 49.49
S3 46.79 47.71 49.39
S4 45.73 46.65 49.10
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 60.94 58.78 49.95
R3 56.35 54.19 48.69
R2 51.76 51.76 48.27
R1 49.60 49.60 47.85 48.39
PP 47.17 47.17 47.17 46.57
S1 45.01 45.01 47.01 43.80
S2 42.58 42.58 46.59
S3 37.99 40.42 46.17
S4 33.40 35.83 44.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.34 44.75 4.59 9.2% 0.70 1.4% 107% False False 3,340
10 56.50 44.75 11.75 23.7% 0.82 1.7% 42% False False 3,274
20 59.37 44.75 14.62 29.4% 0.84 1.7% 34% False False 2,979
40 76.95 44.75 32.20 64.8% 1.20 2.4% 15% False False 2,512
60 94.32 44.75 49.57 99.8% 1.22 2.5% 10% False False 2,143
80 109.67 44.75 64.92 130.7% 1.09 2.2% 8% False False 1,709
100 123.71 44.75 78.96 158.9% 0.88 1.8% 6% False False 1,433
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.57
2.618 51.84
1.618 50.78
1.000 50.12
0.618 49.72
HIGH 49.06
0.618 48.66
0.500 48.53
0.382 48.40
LOW 48.00
0.618 47.34
1.000 46.94
1.618 46.28
2.618 45.22
4.250 43.50
Fisher Pivots for day following 29-Dec-2008
Pivot 1 day 3 day
R1 49.30 48.76
PP 48.91 47.83
S1 48.53 46.91

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

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