NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 04-Dec-2008
Day Change Summary
Previous Current
03-Dec-2008 04-Dec-2008 Change Change % Previous Week
Open 50.10 50.03 -0.07 -0.1% 53.01
High 50.94 50.29 -0.65 -1.3% 58.48
Low 49.20 46.51 -2.69 -5.5% 50.94
Close 49.87 46.86 -3.01 -6.0% 57.09
Range 1.74 3.78 2.04 117.2% 7.54
ATR 4.20 4.17 -0.03 -0.7% 0.00
Volume 28,493 35,843 7,350 25.8% 109,944
Daily Pivots for day following 04-Dec-2008
Classic Woodie Camarilla DeMark
R4 59.23 56.82 48.94
R3 55.45 53.04 47.90
R2 51.67 51.67 47.55
R1 49.26 49.26 47.21 48.58
PP 47.89 47.89 47.89 47.54
S1 45.48 45.48 46.51 44.80
S2 44.11 44.11 46.17
S3 40.33 41.70 45.82
S4 36.55 37.92 44.78
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 46.51 11.97 25.5% 3.70 7.9% 3% False True 26,302
10 58.48 46.51 11.97 25.5% 4.05 8.6% 3% False True 26,614
20 68.06 46.51 21.55 46.0% 3.74 8.0% 2% False True 21,108
40 89.27 46.51 42.76 91.3% 4.34 9.3% 1% False True 16,361
60 111.00 46.51 64.49 137.6% 4.54 9.7% 1% False True 13,178
80 123.30 46.51 76.79 163.9% 4.20 9.0% 0% False True 10,713
100 140.01 46.51 93.50 199.5% 3.79 8.1% 0% False True 9,009
120 148.35 46.51 101.84 217.3% 3.38 7.2% 0% False True 7,690
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.77
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 66.36
2.618 60.19
1.618 56.41
1.000 54.07
0.618 52.63
HIGH 50.29
0.618 48.85
0.500 48.40
0.382 47.95
LOW 46.51
0.618 44.17
1.000 42.73
1.618 40.39
2.618 36.61
4.250 30.45
Fisher Pivots for day following 04-Dec-2008
Pivot 1 day 3 day
R1 48.40 49.74
PP 47.89 48.78
S1 47.37 47.82

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

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