NYMEX Light Sweet Crude Oil Future June 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 59.80 59.01 -0.79 -1.3% 55.85
High 61.33 59.01 -2.32 -3.8% 61.33
Low 57.63 54.91 -2.72 -4.7% 54.00
Close 60.28 55.51 -4.77 -7.9% 60.28
Range 3.70 4.10 0.40 10.8% 7.33
ATR 4.14 4.23 0.09 2.1% 0.00
Volume 15,321 9,749 -5,572 -36.4% 63,816
Daily Pivots for day following 01-Dec-2008
Classic Woodie Camarilla DeMark
R4 68.78 66.24 57.77
R3 64.68 62.14 56.64
R2 60.58 60.58 56.26
R1 58.04 58.04 55.89 57.26
PP 56.48 56.48 56.48 56.09
S1 53.94 53.94 55.13 53.16
S2 52.38 52.38 54.76
S3 48.28 49.84 54.38
S4 44.18 45.74 53.26
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 80.53 77.73 64.31
R3 73.20 70.40 62.30
R2 65.87 65.87 61.62
R1 63.07 63.07 60.95 64.47
PP 58.54 58.54 58.54 59.24
S1 55.74 55.74 59.61 57.14
S2 51.21 51.21 58.94
S3 43.88 48.41 58.26
S4 36.55 41.08 56.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.33 54.00 7.33 13.2% 4.41 7.9% 21% False False 14,713
10 63.70 53.50 10.20 18.4% 3.62 6.5% 20% False False 14,652
20 76.00 53.50 22.50 40.5% 3.84 6.9% 9% False False 14,398
40 91.57 53.50 38.07 68.6% 3.92 7.1% 5% False False 13,627
60 112.04 53.50 58.54 105.5% 3.89 7.0% 3% False False 11,611
80 123.85 53.50 70.35 126.7% 3.46 6.2% 3% False False 9,529
100 147.91 53.50 94.41 170.1% 3.35 6.0% 2% False False 8,390
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 0.78
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.44
2.618 69.74
1.618 65.64
1.000 63.11
0.618 61.54
HIGH 59.01
0.618 57.44
0.500 56.96
0.382 56.48
LOW 54.91
0.618 52.38
1.000 50.81
1.618 48.28
2.618 44.18
4.250 37.49
Fisher Pivots for day following 01-Dec-2008
Pivot 1 day 3 day
R1 56.96 58.12
PP 56.48 57.25
S1 55.99 56.38

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

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