NYMEX Light Sweet Crude Oil Future May 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 53.91 52.80 -1.11 -2.1% 54.55
High 55.07 53.35 -1.72 -3.1% 59.89
Low 52.32 52.13 -0.19 -0.4% 54.25
Close 52.38 52.70 0.32 0.6% 59.29
Range 2.75 1.22 -1.53 -55.6% 5.64
ATR 3.61 3.44 -0.17 -4.7% 0.00
Volume 8,785 8,826 41 0.5% 36,671
Daily Pivots for day following 03-Dec-2008
Classic Woodie Camarilla DeMark
R4 56.39 55.76 53.37
R3 55.17 54.54 53.04
R2 53.95 53.95 52.92
R1 53.32 53.32 52.81 53.03
PP 52.73 52.73 52.73 52.58
S1 52.10 52.10 52.59 51.81
S2 51.51 51.51 52.48
S3 50.29 50.88 52.36
S4 49.07 49.66 52.03
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 52.13 7.76 14.7% 3.07 5.8% 7% False True 8,351
10 59.89 52.13 7.76 14.7% 3.16 6.0% 7% False True 8,468
20 73.88 52.13 21.75 41.3% 3.28 6.2% 3% False True 7,566
40 89.32 52.13 37.19 70.6% 3.15 6.0% 2% False True 6,030
60 109.58 52.13 57.45 109.0% 2.55 4.8% 1% False True 4,677
80 123.71 52.13 71.58 135.8% 1.97 3.7% 1% False True 3,819
100 139.45 52.13 87.32 165.7% 1.65 3.1% 1% False True 3,198
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 0.54
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 58.54
2.618 56.54
1.618 55.32
1.000 54.57
0.618 54.10
HIGH 53.35
0.618 52.88
0.500 52.74
0.382 52.60
LOW 52.13
0.618 51.38
1.000 50.91
1.618 50.16
2.618 48.94
4.250 46.95
Fisher Pivots for day following 03-Dec-2008
Pivot 1 day 3 day
R1 52.74 55.27
PP 52.73 54.41
S1 52.71 53.56

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

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