NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 02-Dec-2008
Day Change Summary
Previous Current
01-Dec-2008 02-Dec-2008 Change Change % Previous Week
Open 58.08 53.91 -4.17 -7.2% 54.55
High 58.40 55.07 -3.33 -5.7% 59.89
Low 54.30 52.32 -1.98 -3.6% 54.25
Close 54.40 52.38 -2.02 -3.7% 59.29
Range 4.10 2.75 -1.35 -32.9% 5.64
ATR 3.67 3.61 -0.07 -1.8% 0.00
Volume 5,280 8,785 3,505 66.4% 36,671
Daily Pivots for day following 02-Dec-2008
Classic Woodie Camarilla DeMark
R4 61.51 59.69 53.89
R3 58.76 56.94 53.14
R2 56.01 56.01 52.88
R1 54.19 54.19 52.63 53.73
PP 53.26 53.26 53.26 53.02
S1 51.44 51.44 52.13 50.98
S2 50.51 50.51 51.88
S3 47.76 48.69 51.62
S4 45.01 45.94 50.87
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 74.73 72.65 62.39
R3 69.09 67.01 60.84
R2 63.45 63.45 60.32
R1 61.37 61.37 59.81 62.41
PP 57.81 57.81 57.81 58.33
S1 55.73 55.73 58.77 56.77
S2 52.17 52.17 58.26
S3 46.53 50.09 57.74
S4 40.89 44.45 56.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.89 52.32 7.57 14.5% 3.43 6.6% 1% False True 8,183
10 59.89 52.32 7.57 14.5% 3.19 6.1% 1% False True 7,988
20 75.10 52.32 22.78 43.5% 3.64 6.9% 0% False True 7,400
40 90.77 52.32 38.45 73.4% 3.18 6.1% 0% False True 5,862
60 109.58 52.32 57.26 109.3% 2.53 4.8% 0% False True 4,554
80 123.71 52.32 71.39 136.3% 1.98 3.8% 0% False True 3,715
100 146.69 52.32 94.37 180.2% 1.63 3.1% 0% False True 3,114
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.54
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 66.76
2.618 62.27
1.618 59.52
1.000 57.82
0.618 56.77
HIGH 55.07
0.618 54.02
0.500 53.70
0.382 53.37
LOW 52.32
0.618 50.62
1.000 49.57
1.618 47.87
2.618 45.12
4.250 40.63
Fisher Pivots for day following 02-Dec-2008
Pivot 1 day 3 day
R1 53.70 56.11
PP 53.26 54.86
S1 52.82 53.62

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

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