NYMEX Light Sweet Crude Oil Future June 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 51.25 51.22 -0.03 -0.1% 59.01
High 51.98 53.17 1.19 2.3% 59.01
Low 48.52 50.00 1.48 3.1% 48.52
Close 48.84 52.78 3.94 8.1% 48.84
Range 3.46 3.17 -0.29 -8.4% 10.49
ATR 3.88 3.91 0.03 0.8% 0.00
Volume 30,358 26,188 -4,170 -13.7% 99,823
Daily Pivots for day following 08-Dec-2008
Classic Woodie Camarilla DeMark
R4 61.49 60.31 54.52
R3 58.32 57.14 53.65
R2 55.15 55.15 53.36
R1 53.97 53.97 53.07 54.56
PP 51.98 51.98 51.98 52.28
S1 50.80 50.80 52.49 51.39
S2 48.81 48.81 52.20
S3 45.64 47.63 51.91
S4 42.47 44.46 51.04
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 83.59 76.71 54.61
R3 73.10 66.22 51.72
R2 62.61 62.61 50.76
R1 55.73 55.73 49.80 53.93
PP 52.12 52.12 52.12 51.22
S1 45.24 45.24 47.88 43.44
S2 41.63 41.63 46.92
S3 31.14 34.75 45.96
S4 20.65 24.26 43.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.40 48.52 7.88 14.9% 2.90 5.5% 54% False False 23,252
10 61.33 48.52 12.81 24.3% 3.65 6.9% 33% False False 18,982
20 70.47 48.52 21.95 41.6% 3.49 6.6% 19% False False 16,448
40 87.13 48.52 38.61 73.2% 3.77 7.1% 11% False False 15,498
60 109.98 48.52 61.46 116.4% 3.92 7.4% 7% False False 13,070
80 123.85 48.52 75.33 142.7% 3.55 6.7% 6% False False 10,776
100 133.50 48.52 84.98 161.0% 3.30 6.3% 5% False False 9,372
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 1.01
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 66.64
2.618 61.47
1.618 58.30
1.000 56.34
0.618 55.13
HIGH 53.17
0.618 51.96
0.500 51.59
0.382 51.21
LOW 50.00
0.618 48.04
1.000 46.83
1.618 44.87
2.618 41.70
4.250 36.53
Fisher Pivots for day following 08-Dec-2008
Pivot 1 day 3 day
R1 52.38 52.34
PP 51.98 51.90
S1 51.59 51.47

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

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