NYMEX Light Sweet Crude Oil Future June 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 59.01 54.90 -4.11 -7.0% 55.85
High 59.01 56.40 -2.61 -4.4% 61.33
Low 54.91 53.50 -1.41 -2.6% 54.00
Close 55.51 53.54 -1.97 -3.5% 60.28
Range 4.10 2.90 -1.20 -29.3% 7.33
ATR 4.23 4.13 -0.09 -2.2% 0.00
Volume 9,749 14,769 5,020 51.5% 63,816
Daily Pivots for day following 02-Dec-2008
Classic Woodie Camarilla DeMark
R4 63.18 61.26 55.14
R3 60.28 58.36 54.34
R2 57.38 57.38 54.07
R1 55.46 55.46 53.81 54.97
PP 54.48 54.48 54.48 54.24
S1 52.56 52.56 53.27 52.07
S2 51.58 51.58 53.01
S3 48.68 49.66 52.74
S4 45.78 46.76 51.95
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 53.50 7.83 14.6% 3.71 6.9% 1% False True 13,981
10 61.33 53.50 7.83 14.6% 3.51 6.6% 1% False True 14,795
20 76.00 53.50 22.50 42.0% 3.84 7.2% 0% False True 14,672
40 91.43 53.50 37.93 70.8% 3.89 7.3% 0% False True 13,818
60 109.98 53.50 56.48 105.5% 3.87 7.2% 0% False True 11,804
80 123.85 53.50 70.35 131.4% 3.49 6.5% 0% False True 9,688
100 146.84 53.50 93.34 174.3% 3.36 6.3% 0% False True 8,504
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 True
Bear Hook False
Bull Hook False
Stretch 0.76
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 68.73
2.618 63.99
1.618 61.09
1.000 59.30
0.618 58.19
HIGH 56.40
0.618 55.29
0.500 54.95
0.382 54.61
LOW 53.50
0.618 51.71
1.000 50.60
1.618 48.81
2.618 45.91
4.250 41.18
Fisher Pivots for day following 02-Dec-2008
Pivot 1 day 3 day
R1 54.95 57.42
PP 54.48 56.12
S1 54.01 54.83

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

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