NYMEX Light Sweet Crude Oil Future August 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 49.31 48.90 -0.41 -0.8% 49.34
High 50.00 55.57 5.57 11.1% 49.34
Low 49.00 48.90 -0.10 -0.2% 44.75
Close 49.96 55.36 5.40 10.8% 47.43
Range 1.00 6.67 5.67 567.0% 4.59
ATR 2.07 2.39 0.33 15.9% 0.00
Volume 1,426 769 -657 -46.1% 15,952
Daily Pivots for day following 31-Dec-2008
Classic Woodie Camarilla DeMark
R4 73.29 70.99 59.03
R3 66.62 64.32 57.19
R2 59.95 59.95 56.58
R1 57.65 57.65 55.97 58.80
PP 53.28 53.28 53.28 53.85
S1 50.98 50.98 54.75 52.13
S2 46.61 46.61 54.14
S3 39.94 44.31 53.53
S4 33.27 37.64 51.69
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 55.57 44.75 10.82 19.5% 2.21 4.0% 98% True False 1,561
10 55.57 44.75 10.82 19.5% 1.46 2.6% 98% True False 3,028
20 57.29 44.75 12.54 22.7% 1.22 2.2% 85% False False 2,891
40 76.95 44.75 32.20 58.2% 1.35 2.4% 33% False False 2,363
60 90.08 44.75 45.33 81.9% 1.35 2.4% 23% False False 2,094
80 109.67 44.75 64.92 117.3% 1.19 2.1% 16% False False 1,717
100 123.71 44.75 78.96 142.6% 0.95 1.7% 13% False False 1,442
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 83.92
2.618 73.03
1.618 66.36
1.000 62.24
0.618 59.69
HIGH 55.57
0.618 53.02
0.500 52.24
0.382 51.45
LOW 48.90
0.618 44.78
1.000 42.23
1.618 38.11
2.618 31.44
4.250 20.55
Fisher Pivots for day following 31-Dec-2008
Pivot 1 day 3 day
R1 54.32 54.17
PP 53.28 52.98
S1 52.24 51.79

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

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