NYMEX Light Sweet Crude Oil Future March 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 56.66 51.50 -5.16 -9.1% 53.01
High 56.66 52.97 -3.69 -6.5% 58.48
Low 51.44 49.73 -1.71 -3.3% 50.94
Close 52.00 49.84 -2.16 -4.2% 57.09
Range 5.22 3.24 -1.98 -37.9% 7.54
ATR 4.47 4.38 -0.09 -2.0% 0.00
Volume 12,789 27,540 14,751 115.3% 109,944
Daily Pivots for day following 02-Dec-2008
Classic Woodie Camarilla DeMark
R4 60.57 58.44 51.62
R3 57.33 55.20 50.73
R2 54.09 54.09 50.43
R1 51.96 51.96 50.14 51.41
PP 50.85 50.85 50.85 50.57
S1 48.72 48.72 49.54 48.17
S2 47.61 47.61 49.25
S3 44.37 45.48 48.95
S4 41.13 42.24 48.06
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 49.73 8.75 17.6% 4.19 8.4% 1% False True 23,429
10 58.48 49.73 8.75 17.6% 3.88 7.8% 1% False True 23,370
20 73.54 49.73 23.81 47.8% 4.14 8.3% 0% False True 19,075
40 90.57 49.73 40.84 81.9% 4.41 8.8% 0% False True 15,163
60 111.00 49.73 61.27 122.9% 4.58 9.2% 0% False True 12,342
80 123.30 49.73 73.57 147.6% 4.18 8.4% 0% False True 9,947
100 147.14 49.73 97.41 195.4% 3.86 7.8% 0% False True 8,387
120 148.35 49.73 98.62 197.9% 3.33 6.7% 0% False True 7,176
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 0.80
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 66.74
2.618 61.45
1.618 58.21
1.000 56.21
0.618 54.97
HIGH 52.97
0.618 51.73
0.500 51.35
0.382 50.97
LOW 49.73
0.618 47.73
1.000 46.49
1.618 44.49
2.618 41.25
4.250 35.96
Fisher Pivots for day following 02-Dec-2008
Pivot 1 day 3 day
R1 51.35 54.11
PP 50.85 52.68
S1 50.34 51.26

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

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