NYMEX Light Sweet Crude Oil Future March 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 50.03 46.90 -3.13 -6.3% 56.66
High 50.29 47.62 -2.67 -5.3% 56.66
Low 46.51 44.25 -2.26 -4.9% 44.25
Close 46.86 44.76 -2.10 -4.5% 44.76
Range 3.78 3.37 -0.41 -10.8% 12.41
ATR 4.17 4.11 -0.06 -1.4% 0.00
Volume 35,843 42,990 7,147 19.9% 147,655
Daily Pivots for day following 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 55.65 53.58 46.61
R3 52.28 50.21 45.69
R2 48.91 48.91 45.38
R1 46.84 46.84 45.07 46.19
PP 45.54 45.54 45.54 45.22
S1 43.47 43.47 44.45 42.82
S2 42.17 42.17 44.14
S3 38.80 40.10 43.83
S4 35.43 36.73 42.91
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 85.79 77.68 51.59
R3 73.38 65.27 48.17
R2 60.97 60.97 47.04
R1 52.86 52.86 45.90 50.71
PP 48.56 48.56 48.56 47.48
S1 40.45 40.45 43.62 38.30
S2 36.15 36.15 42.48
S3 23.74 28.04 41.35
S4 11.33 15.63 37.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.66 44.25 12.41 27.7% 3.47 7.8% 4% False True 29,531
10 58.48 44.25 14.23 31.8% 3.90 8.7% 4% False True 28,647
20 68.06 44.25 23.81 53.2% 3.67 8.2% 2% False True 22,527
40 86.05 44.25 41.80 93.4% 4.33 9.7% 1% False True 17,164
60 111.00 44.25 66.75 149.1% 4.54 10.1% 1% False True 13,826
80 123.30 44.25 79.05 176.6% 4.20 9.4% 1% False True 11,224
100 133.77 44.25 89.52 200.0% 3.79 8.5% 1% False True 9,428
120 148.35 44.25 104.10 232.6% 3.40 7.6% 0% False True 8,043
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.84
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.94
2.618 56.44
1.618 53.07
1.000 50.99
0.618 49.70
HIGH 47.62
0.618 46.33
0.500 45.94
0.382 45.54
LOW 44.25
0.618 42.17
1.000 40.88
1.618 38.80
2.618 35.43
4.250 29.93
Fisher Pivots for day following 05-Dec-2008
Pivot 1 day 3 day
R1 45.94 47.60
PP 45.54 46.65
S1 45.15 45.71

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

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