NYMEX Light Sweet Crude Oil Future April 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 57.64 56.85 -0.79 -1.4% 54.00
High 59.57 57.39 -2.18 -3.7% 59.57
Low 55.37 53.03 -2.34 -4.2% 52.03
Close 58.24 53.22 -5.02 -8.6% 58.24
Range 4.20 4.36 0.16 3.8% 7.54
ATR 4.05 4.14 0.08 2.0% 0.00
Volume 11,179 5,635 -5,544 -49.6% 48,044
Daily Pivots for day following 01-Dec-2008
Classic Woodie Camarilla DeMark
R4 67.63 64.78 55.62
R3 63.27 60.42 54.42
R2 58.91 58.91 54.02
R1 56.06 56.06 53.62 55.31
PP 54.55 54.55 54.55 54.17
S1 51.70 51.70 52.82 50.95
S2 50.19 50.19 52.42
S3 45.83 47.34 52.02
S4 41.47 42.98 50.82
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 79.23 76.28 62.39
R3 71.69 68.74 60.31
R2 64.15 64.15 59.62
R1 61.20 61.20 58.93 62.68
PP 56.61 56.61 56.61 57.35
S1 53.66 53.66 57.55 55.14
S2 49.07 49.07 56.86
S3 41.53 46.12 56.17
S4 33.99 38.58 54.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.57 52.03 7.54 14.2% 4.53 8.5% 16% False False 10,735
10 61.77 51.54 10.23 19.2% 3.67 6.9% 16% False False 10,484
20 74.05 51.54 22.51 42.3% 3.96 7.4% 7% False False 8,861
40 91.65 51.54 40.11 75.4% 4.08 7.7% 4% False False 7,273
60 111.15 51.54 59.61 112.0% 3.69 6.9% 3% False False 5,890
80 123.58 51.54 72.04 135.4% 3.03 5.7% 2% False False 4,736
100 146.86 51.54 95.32 179.1% 2.47 4.6% 2% False False 4,003
120 146.86 51.54 95.32 179.1% 2.06 3.9% 2% False False 3,411
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 True
Bear Hook False
Bull Hook False
Stretch 0.82
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 75.92
2.618 68.80
1.618 64.44
1.000 61.75
0.618 60.08
HIGH 57.39
0.618 55.72
0.500 55.21
0.382 54.70
LOW 53.03
0.618 50.34
1.000 48.67
1.618 45.98
2.618 41.62
4.250 34.50
Fisher Pivots for day following 01-Dec-2008
Pivot 1 day 3 day
R1 55.21 56.30
PP 54.55 55.27
S1 53.88 54.25

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

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