NYMEX Light Sweet Crude Oil Future July 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 57.08 55.01 -2.07 -3.6% 57.52
High 57.36 55.78 -1.58 -2.8% 61.20
Low 54.60 54.35 -0.25 -0.5% 56.38
Close 54.60 55.07 0.47 0.9% 61.20
Range 2.76 1.43 -1.33 -48.2% 4.82
ATR 3.28 3.15 -0.13 -4.0% 0.00
Volume 3,162 4,439 1,277 40.4% 17,576
Daily Pivots for day following 03-Dec-2008
Classic Woodie Camarilla DeMark
R4 59.36 58.64 55.86
R3 57.93 57.21 55.46
R2 56.50 56.50 55.33
R1 55.78 55.78 55.20 56.14
PP 55.07 55.07 55.07 55.25
S1 54.35 54.35 54.94 54.71
S2 53.64 53.64 54.81
S3 52.21 52.92 54.68
S4 50.78 51.49 54.28
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 54.35 6.85 12.4% 2.35 4.3% 11% False True 3,762
10 61.20 54.35 6.85 12.4% 2.42 4.4% 11% False True 3,793
20 72.11 54.35 17.76 32.2% 2.38 4.3% 4% False True 3,410
40 89.63 54.35 35.28 64.1% 2.16 3.9% 2% False True 3,048
60 110.25 54.35 55.90 101.5% 1.86 3.4% 1% False True 2,466
80 123.73 54.35 69.38 126.0% 1.49 2.7% 1% False True 1,965
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 0.54
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 61.86
2.618 59.52
1.618 58.09
1.000 57.21
0.618 56.66
HIGH 55.78
0.618 55.23
0.500 55.07
0.382 54.90
LOW 54.35
0.618 53.47
1.000 52.92
1.618 52.04
2.618 50.61
4.250 48.27
Fisher Pivots for day following 03-Dec-2008
Pivot 1 day 3 day
R1 55.07 57.30
PP 55.07 56.55
S1 55.07 55.81

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

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