NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 01-Dec-2008
Day Change Summary
Previous Current
28-Nov-2008 01-Dec-2008 Change Change % Previous Week
Open 62.08 59.37 -2.71 -4.4% 58.24
High 62.08 59.37 -2.71 -4.4% 62.08
Low 62.08 59.37 -2.71 -4.4% 58.24
Close 62.08 57.52 -4.56 -7.3% 62.08
Range
ATR 2.60 2.60 0.01 0.3% 0.00
Volume 2,517 1,916 -601 -23.9% 10,994
Daily Pivots for day following 01-Dec-2008
Classic Woodie Camarilla DeMark
R4 58.75 58.14 57.52
R3 58.75 58.14 57.52
R2 58.75 58.75 57.52
R1 58.14 58.14 57.52 58.45
PP 58.75 58.75 58.75 58.91
S1 58.14 58.14 57.52 58.45
S2 58.75 58.75 57.52
S3 58.75 58.14 57.52
S4 58.75 58.14 57.52
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 72.32 71.04 64.19
R3 68.48 67.20 63.14
R2 64.64 64.64 62.78
R1 63.36 63.36 62.43 64.00
PP 60.80 60.80 60.80 61.12
S1 59.52 59.52 61.73 60.16
S2 56.96 56.96 61.38
S3 53.12 55.68 61.02
S4 49.28 51.84 59.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.08 58.24 3.84 6.7% 0.76 1.3% -19% False False 2,582
10 65.09 56.35 8.74 15.2% 1.02 1.8% 13% False False 2,212
20 76.95 56.35 20.60 35.8% 1.50 2.6% 6% False False 1,777
40 90.08 56.35 33.73 58.6% 1.41 2.5% 3% False False 1,651
60 109.67 56.35 53.32 92.7% 1.17 2.0% 2% False False 1,303
80 123.71 56.35 67.36 117.1% 0.88 1.5% 2% False False 1,063
Crabel Price Patterns
NR False
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.07
Fibonacci Retracements and Extensions
4.250 59.37
2.618 59.37
1.618 59.37
1.000 59.37
0.618 59.37
HIGH 59.37
0.618 59.37
0.500 59.37
0.382 59.37
LOW 59.37
0.618 59.37
1.000 59.37
1.618 59.37
2.618 59.37
4.250 59.37
Fisher Pivots for day following 01-Dec-2008
Pivot 1 day 3 day
R1 59.37 60.73
PP 58.75 59.66
S1 58.14 58.59

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

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