NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 02-Dec-2008
Day Change Summary
Previous Current
01-Dec-2008 02-Dec-2008 Change Change % Previous Week
Open 54.62 48.85 -5.77 -10.6% 50.97
High 54.62 50.25 -4.37 -8.0% 55.98
Low 48.62 46.82 -1.80 -3.7% 48.80
Close 49.28 46.96 -2.32 -4.7% 54.43
Range 6.00 3.43 -2.57 -42.8% 7.18
ATR 4.85 4.75 -0.10 -2.1% 0.00
Volume 129,155 217,048 87,893 68.1% 918,562
Daily Pivots for day following 02-Dec-2008
Classic Woodie Camarilla DeMark
R4 58.30 56.06 48.85
R3 54.87 52.63 47.90
R2 51.44 51.44 47.59
R1 49.20 49.20 47.27 48.61
PP 48.01 48.01 48.01 47.71
S1 45.77 45.77 46.65 45.18
S2 44.58 44.58 46.33
S3 41.15 42.34 46.02
S4 37.72 38.91 45.07
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 74.61 71.70 58.38
R3 67.43 64.52 56.40
R2 60.25 60.25 55.75
R1 57.34 57.34 55.09 58.80
PP 53.07 53.07 53.07 53.80
S1 50.16 50.16 53.77 51.62
S2 45.89 45.89 53.11
S3 38.71 42.98 52.46
S4 31.53 35.80 50.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.98 46.82 9.16 19.5% 4.65 9.9% 2% False True 210,223
10 56.46 46.82 9.64 20.5% 4.24 9.0% 1% False True 204,316
20 72.37 46.82 25.55 54.4% 4.62 9.8% 1% False True 148,150
40 90.92 46.82 44.10 93.9% 4.89 10.4% 0% False True 99,134
60 109.36 46.82 62.54 133.2% 5.04 10.7% 0% False True 75,516
80 123.22 46.82 76.40 162.7% 4.85 10.3% 0% False True 58,995
100 147.60 46.82 100.78 214.6% 4.73 10.1% 0% False True 48,518
120 148.35 46.82 101.53 216.2% 4.39 9.3% 0% False True 40,979
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 1.14
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 64.83
2.618 59.23
1.618 55.80
1.000 53.68
0.618 52.37
HIGH 50.25
0.618 48.94
0.500 48.54
0.382 48.13
LOW 46.82
0.618 44.70
1.000 43.39
1.618 41.27
2.618 37.84
4.250 32.24
Fisher Pivots for day following 02-Dec-2008
Pivot 1 day 3 day
R1 48.54 51.40
PP 48.01 49.92
S1 47.49 48.44

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

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