NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 08-Dec-2008
Day Change Summary
Previous Current
05-Dec-2008 08-Dec-2008 Change Change % Previous Week
Open 50.92 53.83 2.91 5.7% 59.37
High 50.92 54.00 3.08 6.0% 59.37
Low 50.92 53.76 2.84 5.6% 50.92
Close 50.92 54.63 3.71 7.3% 50.92
Range 0.00 0.24 0.24 8.45
ATR 2.40 2.45 0.05 2.0% 0.00
Volume 4,165 2,951 -1,214 -29.1% 13,765
Daily Pivots for day following 08-Dec-2008
Classic Woodie Camarilla DeMark
R4 54.85 54.98 54.76
R3 54.61 54.74 54.70
R2 54.37 54.37 54.67
R1 54.50 54.50 54.65 54.44
PP 54.13 54.13 54.13 54.10
S1 54.26 54.26 54.61 54.20
S2 53.89 53.89 54.59
S3 53.65 54.02 54.56
S4 53.41 53.78 54.50
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 79.09 73.45 55.57
R3 70.64 65.00 53.24
R2 62.19 62.19 52.47
R1 56.55 56.55 51.69 55.15
PP 53.74 53.74 53.74 53.03
S1 48.10 48.10 50.15 46.70
S2 45.29 45.29 49.37
S3 36.84 39.65 48.60
S4 28.39 31.20 46.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.14 50.92 5.22 9.6% 0.57 1.0% 71% False False 2,960
10 62.08 50.92 11.16 20.4% 0.67 1.2% 33% False False 2,771
20 71.56 50.92 20.64 37.8% 1.10 2.0% 18% False False 2,161
40 84.82 50.92 33.90 62.1% 1.31 2.4% 11% False False 1,932
60 109.67 50.92 58.75 107.5% 1.21 2.2% 6% False False 1,525
80 123.71 50.92 72.79 133.2% 0.92 1.7% 5% False False 1,233
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.01
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.02
2.618 54.63
1.618 54.39
1.000 54.24
0.618 54.15
HIGH 54.00
0.618 53.91
0.500 53.88
0.382 53.85
LOW 53.76
0.618 53.61
1.000 53.52
1.618 53.37
2.618 53.13
4.250 52.74
Fisher Pivots for day following 08-Dec-2008
Pivot 1 day 3 day
R1 54.38 54.25
PP 54.13 53.86
S1 53.88 53.48

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

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