NYMEX Light Sweet Crude Oil Future April 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 52.64 51.41 -1.23 -2.3% 54.00
High 54.07 52.12 -1.95 -3.6% 59.57
Low 51.04 50.71 -0.33 -0.6% 52.03
Close 51.15 51.34 0.19 0.4% 58.24
Range 3.03 1.41 -1.62 -53.5% 7.54
ATR 4.06 3.87 -0.19 -4.7% 0.00
Volume 10,690 11,635 945 8.8% 48,044
Daily Pivots for day following 03-Dec-2008
Classic Woodie Camarilla DeMark
R4 55.62 54.89 52.12
R3 54.21 53.48 51.73
R2 52.80 52.80 51.60
R1 52.07 52.07 51.47 51.73
PP 51.39 51.39 51.39 51.22
S1 50.66 50.66 51.21 50.32
S2 49.98 49.98 51.08
S3 48.57 49.25 50.95
S4 47.16 47.84 50.56
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 50.71 8.86 17.3% 3.51 6.8% 7% False True 10,504
10 59.57 50.71 8.86 17.3% 3.57 6.9% 7% False True 11,243
20 72.78 50.71 22.07 43.0% 3.53 6.9% 3% False True 9,268
40 89.50 50.71 38.79 75.6% 4.01 7.8% 2% False True 7,674
60 111.15 50.71 60.44 117.7% 3.75 7.3% 1% False True 6,156
80 123.58 50.71 72.87 141.9% 3.06 6.0% 1% False True 4,987
100 141.00 50.71 90.29 175.9% 2.51 4.9% 1% False True 4,209
120 146.86 50.71 96.15 187.3% 2.09 4.1% 1% False True 3,595
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 0.85
Narrowest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 58.11
2.618 55.81
1.618 54.40
1.000 53.53
0.618 52.99
HIGH 52.12
0.618 51.58
0.500 51.42
0.382 51.25
LOW 50.71
0.618 49.84
1.000 49.30
1.618 48.43
2.618 47.02
4.250 44.72
Fisher Pivots for day following 03-Dec-2008
Pivot 1 day 3 day
R1 51.42 54.05
PP 51.39 53.15
S1 51.37 52.24

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

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