NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 03-Dec-2008
Day Change Summary
Previous Current
02-Dec-2008 03-Dec-2008 Change Change % Previous Week
Open 51.50 50.10 -1.40 -2.7% 53.01
High 52.97 50.94 -2.03 -3.8% 58.48
Low 49.73 49.20 -0.53 -1.1% 50.94
Close 49.84 49.87 0.03 0.1% 57.09
Range 3.24 1.74 -1.50 -46.3% 7.54
ATR 4.38 4.20 -0.19 -4.3% 0.00
Volume 27,540 28,493 953 3.5% 109,944
Daily Pivots for day following 03-Dec-2008
Classic Woodie Camarilla DeMark
R4 55.22 54.29 50.83
R3 53.48 52.55 50.35
R2 51.74 51.74 50.19
R1 50.81 50.81 50.03 50.41
PP 50.00 50.00 50.00 49.80
S1 49.07 49.07 49.71 48.67
S2 48.26 48.26 49.55
S3 46.52 47.33 49.39
S4 44.78 45.59 48.91
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 49.20 9.28 18.6% 3.86 7.7% 7% False True 23,690
10 58.48 49.20 9.28 18.6% 3.89 7.8% 7% False True 24,812
20 72.00 49.20 22.80 45.7% 3.77 7.6% 3% False True 20,057
40 89.27 49.20 40.07 80.3% 4.34 8.7% 2% False True 15,679
60 111.00 49.20 61.80 123.9% 4.54 9.1% 1% False True 12,741
80 123.30 49.20 74.10 148.6% 4.18 8.4% 1% False True 10,276
100 147.14 49.20 97.94 196.4% 3.82 7.7% 1% False True 8,659
120 148.35 49.20 99.15 198.8% 3.35 6.7% 1% False True 7,397
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.81
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 58.34
2.618 55.50
1.618 53.76
1.000 52.68
0.618 52.02
HIGH 50.94
0.618 50.28
0.500 50.07
0.382 49.86
LOW 49.20
0.618 48.12
1.000 47.46
1.618 46.38
2.618 44.64
4.250 41.81
Fisher Pivots for day following 03-Dec-2008
Pivot 1 day 3 day
R1 50.07 52.93
PP 50.00 51.91
S1 49.94 50.89

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

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