NYMEX Light Sweet Crude Oil Future August 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 56.10 56.03 -0.07 -0.1% 58.24
High 56.10 56.03 -0.07 -0.1% 62.08
Low 56.10 53.42 -2.68 -4.8% 58.24
Close 56.10 53.42 -2.68 -4.8% 62.08
Range 0.00 2.61 2.61 3.84
ATR 2.37 2.39 0.02 0.9% 0.00
Volume 2,549 3,111 562 22.0% 10,994
Daily Pivots for day following 04-Dec-2008
Classic Woodie Camarilla DeMark
R4 62.12 60.38 54.86
R3 59.51 57.77 54.14
R2 56.90 56.90 53.90
R1 55.16 55.16 53.66 54.73
PP 54.29 54.29 54.29 54.07
S1 52.55 52.55 53.18 52.12
S2 51.68 51.68 52.94
S3 49.07 49.94 52.70
S4 46.46 47.33 51.98
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 53.42 8.66 16.2% 0.52 1.0% 0% False True 2,423
10 62.08 53.42 8.66 16.2% 0.82 1.5% 0% False True 2,446
20 71.56 53.42 18.14 34.0% 1.25 2.3% 0% False True 1,891
40 88.98 53.42 35.56 66.6% 1.36 2.5% 0% False True 1,779
60 109.67 53.42 56.25 105.3% 1.22 2.3% 0% False True 1,415
80 123.71 53.42 70.29 131.6% 0.91 1.7% 0% False True 1,144
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 0.06
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 67.12
2.618 62.86
1.618 60.25
1.000 58.64
0.618 57.64
HIGH 56.03
0.618 55.03
0.500 54.73
0.382 54.42
LOW 53.42
0.618 51.81
1.000 50.81
1.618 49.20
2.618 46.59
4.250 42.33
Fisher Pivots for day following 04-Dec-2008
Pivot 1 day 3 day
R1 54.73 54.78
PP 54.29 54.33
S1 53.86 53.87

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

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