NYMEX Light Sweet Crude Oil Future August 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 59.37 56.14 -3.23 -5.4% 58.24
High 59.37 56.14 -3.23 -5.4% 62.08
Low 59.37 56.14 -3.23 -5.4% 58.24
Close 57.52 55.60 -1.92 -3.3% 62.08
Range
ATR 2.60 2.52 -0.09 -3.4% 0.00
Volume 1,916 2,024 108 5.6% 10,994
Daily Pivots for day following 02-Dec-2008
Classic Woodie Camarilla DeMark
R4 55.96 55.78 55.60
R3 55.96 55.78 55.60
R2 55.96 55.96 55.60
R1 55.78 55.78 55.60 55.87
PP 55.96 55.96 55.96 56.01
S1 55.78 55.78 55.60 55.87
S2 55.96 55.96 55.60
S3 55.96 55.78 55.60
S4 55.96 55.78 55.60
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 56.14 5.94 10.7% 0.00 0.0% -9% False True 2,526
10 62.08 56.14 5.94 10.7% 0.66 1.2% -9% False True 2,228
20 76.95 56.14 20.81 37.4% 1.47 2.6% -3% False True 1,835
40 90.08 56.14 33.94 61.0% 1.41 2.5% -2% False True 1,695
60 109.67 56.14 53.53 96.3% 1.17 2.1% -1% False True 1,326
80 123.71 56.14 67.57 121.5% 0.88 1.6% -1% False True 1,080
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Fibonacci Retracements and Extensions
4.250 56.14
2.618 56.14
1.618 56.14
1.000 56.14
0.618 56.14
HIGH 56.14
0.618 56.14
0.500 56.14
0.382 56.14
LOW 56.14
0.618 56.14
1.000 56.14
1.618 56.14
2.618 56.14
4.250 56.14
Fisher Pivots for day following 02-Dec-2008
Pivot 1 day 3 day
R1 56.14 59.11
PP 55.96 57.94
S1 55.78 56.77

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

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