NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 08-Dec-2008
Day Change Summary
Previous Current
05-Dec-2008 08-Dec-2008 Change Change % Previous Week
Open 49.89 49.04 -0.85 -1.7% 58.08
High 50.01 51.95 1.94 3.9% 58.40
Low 47.37 49.04 1.67 3.5% 47.37
Close 47.61 51.64 4.03 8.5% 47.61
Range 2.64 2.91 0.27 10.2% 11.03
ATR 3.36 3.43 0.07 2.1% 0.00
Volume 16,416 16,979 563 3.4% 49,140
Daily Pivots for day following 08-Dec-2008
Classic Woodie Camarilla DeMark
R4 59.61 58.53 53.24
R3 56.70 55.62 52.44
R2 53.79 53.79 52.17
R1 52.71 52.71 51.91 53.25
PP 50.88 50.88 50.88 51.15
S1 49.80 49.80 51.37 50.34
S2 47.97 47.97 51.11
S3 45.06 46.89 50.84
S4 42.15 43.98 50.04
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 84.22 76.94 53.68
R3 73.19 65.91 50.64
R2 62.16 62.16 49.63
R1 54.88 54.88 48.62 53.01
PP 51.13 51.13 51.13 50.19
S1 43.85 43.85 46.60 41.98
S2 40.10 40.10 45.59
S3 29.07 32.82 44.58
S4 18.04 21.79 41.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.07 47.37 7.70 14.9% 2.52 4.9% 55% False False 12,167
10 59.89 47.37 12.52 24.2% 3.19 6.2% 34% False False 10,279
20 69.72 47.37 22.35 43.3% 3.17 6.1% 19% False False 8,417
40 86.05 47.37 38.68 74.9% 3.19 6.2% 11% False False 6,879
60 109.58 47.37 62.21 120.5% 2.68 5.2% 7% False False 5,335
80 123.71 47.37 76.34 147.8% 2.06 4.0% 6% False False 4,336
100 133.68 47.37 86.31 167.1% 1.70 3.3% 5% False False 3,608
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 False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.32
2.618 59.57
1.618 56.66
1.000 54.86
0.618 53.75
HIGH 51.95
0.618 50.84
0.500 50.50
0.382 50.15
LOW 49.04
0.618 47.24
1.000 46.13
1.618 44.33
2.618 41.42
4.250 36.67
Fisher Pivots for day following 08-Dec-2008
Pivot 1 day 3 day
R1 51.26 51.14
PP 50.88 50.64
S1 50.50 50.14

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

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