NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 04-Dec-2008
Day Change Summary
Previous Current
03-Dec-2008 04-Dec-2008 Change Change % Previous Week
Open 54.12 53.00 -1.12 -2.1% 55.85
High 54.61 54.41 -0.20 -0.4% 61.33
Low 53.14 50.91 -2.23 -4.2% 54.00
Close 53.95 51.20 -2.75 -5.1% 60.28
Range 1.47 3.50 2.03 138.1% 7.33
ATR 3.94 3.91 -0.03 -0.8% 0.00
Volume 20,829 24,118 3,289 15.8% 63,816
Daily Pivots for day following 04-Dec-2008
Classic Woodie Camarilla DeMark
R4 62.67 60.44 53.13
R3 59.17 56.94 52.16
R2 55.67 55.67 51.84
R1 53.44 53.44 51.52 52.81
PP 52.17 52.17 52.17 51.86
S1 49.94 49.94 50.88 49.31
S2 48.67 48.67 50.56
S3 45.17 46.44 50.24
S4 41.67 42.94 49.28
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 50.91 10.42 20.4% 3.13 6.1% 3% False True 16,957
10 61.33 50.91 10.42 20.4% 3.66 7.2% 3% False True 17,170
20 70.47 50.91 19.56 38.2% 3.43 6.7% 1% False True 15,235
40 90.00 50.91 39.09 76.3% 3.82 7.5% 1% False True 14,549
60 109.98 50.91 59.07 115.4% 3.84 7.5% 0% False True 12,379
80 123.85 50.91 72.94 142.5% 3.50 6.8% 0% False True 10,167
100 140.00 50.91 89.09 174.0% 3.33 6.5% 0% False True 8,913
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 0.82
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 69.29
2.618 63.57
1.618 60.07
1.000 57.91
0.618 56.57
HIGH 54.41
0.618 53.07
0.500 52.66
0.382 52.25
LOW 50.91
0.618 48.75
1.000 47.41
1.618 45.25
2.618 41.75
4.250 36.04
Fisher Pivots for day following 04-Dec-2008
Pivot 1 day 3 day
R1 52.66 53.66
PP 52.17 52.84
S1 51.69 52.02

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

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