NYMEX Light Sweet Crude Oil Future July 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 60.24 57.08 -3.16 -5.2% 57.52
High 60.24 57.36 -2.88 -4.8% 61.20
Low 57.00 54.60 -2.40 -4.2% 56.38
Close 56.54 54.60 -1.94 -3.4% 61.20
Range 3.24 2.76 -0.48 -14.8% 4.82
ATR 3.32 3.28 -0.04 -1.2% 0.00
Volume 2,155 3,162 1,007 46.7% 17,576
Daily Pivots for day following 02-Dec-2008
Classic Woodie Camarilla DeMark
R4 63.80 61.96 56.12
R3 61.04 59.20 55.36
R2 58.28 58.28 55.11
R1 56.44 56.44 54.85 55.98
PP 55.52 55.52 55.52 55.29
S1 53.68 53.68 54.35 53.22
S2 52.76 52.76 54.09
S3 50.00 50.92 53.84
S4 47.24 48.16 53.08
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 74.05 72.45 63.85
R3 69.23 67.63 62.53
R2 64.41 64.41 62.08
R1 62.81 62.81 61.64 63.61
PP 59.59 59.59 59.59 60.00
S1 57.99 57.99 60.76 58.79
S2 54.77 54.77 60.32
S3 49.95 53.17 59.87
S4 45.13 48.35 58.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.20 54.60 6.60 12.1% 2.42 4.4% 0% False True 3,848
10 61.20 54.60 6.60 12.1% 2.42 4.4% 0% False True 3,606
20 76.25 54.60 21.65 39.7% 2.51 4.6% 0% False True 3,369
40 91.66 54.60 37.06 67.9% 2.22 4.1% 0% False True 2,978
60 110.25 54.60 55.65 101.9% 1.84 3.4% 0% False True 2,397
80 123.73 54.60 69.13 126.6% 1.47 2.7% 0% False True 1,911
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 0.50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.09
2.618 64.59
1.618 61.83
1.000 60.12
0.618 59.07
HIGH 57.36
0.618 56.31
0.500 55.98
0.382 55.65
LOW 54.60
0.618 52.89
1.000 51.84
1.618 50.13
2.618 47.37
4.250 42.87
Fisher Pivots for day following 02-Dec-2008
Pivot 1 day 3 day
R1 55.98 57.90
PP 55.52 56.80
S1 55.06 55.70

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

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