NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 01-Dec-2008
Day Change Summary
Previous Current
28-Nov-2008 01-Dec-2008 Change Change % Previous Week
Open 56.80 56.66 -0.14 -0.2% 53.01
High 58.48 56.66 -1.82 -3.1% 58.48
Low 53.98 51.44 -2.54 -4.7% 50.94
Close 57.09 52.00 -5.09 -8.9% 57.09
Range 4.50 5.22 0.72 16.0% 7.54
ATR 4.38 4.47 0.09 2.1% 0.00
Volume 26,848 12,789 -14,059 -52.4% 109,944
Daily Pivots for day following 01-Dec-2008
Classic Woodie Camarilla DeMark
R4 69.03 65.73 54.87
R3 63.81 60.51 53.44
R2 58.59 58.59 52.96
R1 55.29 55.29 52.48 54.33
PP 53.37 53.37 53.37 52.89
S1 50.07 50.07 51.52 49.11
S2 48.15 48.15 51.04
S3 42.93 44.85 50.56
S4 37.71 39.63 49.13
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 78.12 75.15 61.24
R3 70.58 67.61 59.16
R2 63.04 63.04 58.47
R1 60.07 60.07 57.78 61.56
PP 55.50 55.50 55.50 56.25
S1 52.53 52.53 56.40 54.02
S2 47.96 47.96 55.71
S3 40.42 44.99 55.02
S4 32.88 37.45 52.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.48 50.94 7.54 14.5% 4.86 9.3% 14% False False 24,546
10 61.11 50.49 10.62 20.4% 3.98 7.6% 14% False False 23,028
20 73.54 50.49 23.05 44.3% 4.24 8.2% 7% False False 18,391
40 91.35 50.49 40.86 78.6% 4.44 8.5% 4% False False 14,634
60 111.00 50.49 60.51 116.4% 4.59 8.8% 2% False False 11,957
80 123.30 50.49 72.81 140.0% 4.15 8.0% 2% False False 9,639
100 148.35 50.49 97.86 188.2% 3.88 7.5% 2% False False 8,130
120 148.35 50.49 97.86 188.2% 3.30 6.4% 2% False False 6,955
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 True
Bear Hook False
Bull Hook False
Stretch 0.75
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 78.85
2.618 70.33
1.618 65.11
1.000 61.88
0.618 59.89
HIGH 56.66
0.618 54.67
0.500 54.05
0.382 53.43
LOW 51.44
0.618 48.21
1.000 46.22
1.618 42.99
2.618 37.77
4.250 29.26
Fisher Pivots for day following 01-Dec-2008
Pivot 1 day 3 day
R1 54.05 54.96
PP 53.37 53.97
S1 52.68 52.99

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

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