NYMEX Light Sweet Crude Oil Future June 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 54.90 54.12 -0.78 -1.4% 55.85
High 56.40 54.61 -1.79 -3.2% 61.33
Low 53.50 53.14 -0.36 -0.7% 54.00
Close 53.54 53.95 0.41 0.8% 60.28
Range 2.90 1.47 -1.43 -49.3% 7.33
ATR 4.13 3.94 -0.19 -4.6% 0.00
Volume 14,769 20,829 6,060 41.0% 63,816
Daily Pivots for day following 03-Dec-2008
Classic Woodie Camarilla DeMark
R4 58.31 57.60 54.76
R3 56.84 56.13 54.35
R2 55.37 55.37 54.22
R1 54.66 54.66 54.08 54.28
PP 53.90 53.90 53.90 53.71
S1 53.19 53.19 53.82 52.81
S2 52.43 52.43 53.68
S3 50.96 51.72 53.55
S4 49.49 50.25 53.14
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 53.14 8.19 15.2% 3.29 6.1% 10% False True 15,150
10 61.33 53.14 8.19 15.2% 3.50 6.5% 10% False True 16,072
20 73.80 53.14 20.66 38.3% 3.45 6.4% 4% False True 14,950
40 90.16 53.14 37.02 68.6% 3.82 7.1% 2% False True 14,128
60 109.98 53.14 56.84 105.4% 3.83 7.1% 1% False True 12,062
80 123.85 53.14 70.71 131.1% 3.47 6.4% 1% False True 9,908
100 146.84 53.14 93.70 173.7% 3.37 6.2% 1% False True 8,681
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 0.76
Narrowest range in 57 trading days
Fibonacci Retracements and Extensions
4.250 60.86
2.618 58.46
1.618 56.99
1.000 56.08
0.618 55.52
HIGH 54.61
0.618 54.05
0.500 53.88
0.382 53.70
LOW 53.14
0.618 52.23
1.000 51.67
1.618 50.76
2.618 49.29
4.250 46.89
Fisher Pivots for day following 03-Dec-2008
Pivot 1 day 3 day
R1 53.93 56.08
PP 53.90 55.37
S1 53.88 54.66

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

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