NYMEX Light Sweet Crude Oil Future July 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 55.01 54.95 -0.06 -0.1% 57.52
High 55.78 55.59 -0.19 -0.3% 61.20
Low 54.35 52.07 -2.28 -4.2% 56.38
Close 55.07 52.36 -2.71 -4.9% 61.20
Range 1.43 3.52 2.09 146.2% 4.82
ATR 3.15 3.18 0.03 0.8% 0.00
Volume 4,439 4,519 80 1.8% 17,576
Daily Pivots for day following 04-Dec-2008
Classic Woodie Camarilla DeMark
R4 63.90 61.65 54.30
R3 60.38 58.13 53.33
R2 56.86 56.86 53.01
R1 54.61 54.61 52.68 53.98
PP 53.34 53.34 53.34 53.02
S1 51.09 51.09 52.04 50.46
S2 49.82 49.82 51.71
S3 46.30 47.57 51.39
S4 42.78 44.05 50.42
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 52.07 9.13 17.4% 2.48 4.7% 3% False True 3,772
10 61.20 52.07 9.13 17.4% 2.59 4.9% 3% False True 3,966
20 70.85 52.07 18.78 35.9% 2.51 4.8% 2% False True 3,482
40 88.71 52.07 36.64 70.0% 2.18 4.2% 1% False True 3,122
60 110.25 52.07 58.18 111.1% 1.89 3.6% 0% False True 2,530
80 123.73 52.07 71.66 136.9% 1.54 2.9% 0% False True 2,017
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 70.55
2.618 64.81
1.618 61.29
1.000 59.11
0.618 57.77
HIGH 55.59
0.618 54.25
0.500 53.83
0.382 53.41
LOW 52.07
0.618 49.89
1.000 48.55
1.618 46.37
2.618 42.85
4.250 37.11
Fisher Pivots for day following 04-Dec-2008
Pivot 1 day 3 day
R1 53.83 54.72
PP 53.34 53.93
S1 52.85 53.15

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

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