NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 05-Dec-2008
Day Change Summary
Previous Current
04-Dec-2008 05-Dec-2008 Change Change % Previous Week
Open 47.00 43.78 -3.22 -6.9% 54.62
High 47.27 44.47 -2.80 -5.9% 54.62
Low 43.36 40.50 -2.86 -6.6% 40.50
Close 43.67 40.81 -2.86 -6.5% 40.81
Range 3.91 3.97 0.06 1.5% 14.12
ATR 4.50 4.46 -0.04 -0.8% 0.00
Volume 217,573 232,447 14,874 6.8% 1,029,471
Daily Pivots for day following 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 53.84 51.29 42.99
R3 49.87 47.32 41.90
R2 45.90 45.90 41.54
R1 43.35 43.35 41.17 42.64
PP 41.93 41.93 41.93 41.57
S1 39.38 39.38 40.45 38.67
S2 37.96 37.96 40.08
S3 33.99 35.41 39.72
S4 30.02 31.44 38.63
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 87.67 78.36 48.58
R3 73.55 64.24 44.69
R2 59.43 59.43 43.40
R1 50.12 50.12 42.10 47.72
PP 45.31 45.31 45.31 44.11
S1 36.00 36.00 39.52 33.60
S2 31.19 31.19 38.22
S3 17.07 21.88 36.93
S4 2.95 7.76 33.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.62 40.50 14.12 34.6% 3.83 9.4% 2% False True 205,894
10 55.98 40.50 15.48 37.9% 4.23 10.4% 2% False True 222,270
20 66.39 40.50 25.89 63.4% 4.11 10.1% 1% False True 172,529
40 85.58 40.50 45.08 110.5% 4.78 11.7% 1% False True 112,646
60 109.36 40.50 68.86 168.7% 5.04 12.3% 0% False True 86,095
80 123.22 40.50 82.72 202.7% 4.84 11.9% 0% False True 67,101
100 138.50 40.50 98.00 240.1% 4.66 11.4% 0% False True 55,196
120 148.35 40.50 107.85 264.3% 4.40 10.8% 0% False True 46,620
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.84
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 61.34
2.618 54.86
1.618 50.89
1.000 48.44
0.618 46.92
HIGH 44.47
0.618 42.95
0.500 42.49
0.382 42.02
LOW 40.50
0.618 38.05
1.000 36.53
1.618 34.08
2.618 30.11
4.250 23.63
Fisher Pivots for day following 05-Dec-2008
Pivot 1 day 3 day
R1 42.49 44.30
PP 41.93 43.14
S1 41.37 41.97

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

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