NYMEX Light Sweet Crude Oil Future February 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 55.55 55.67 0.12 0.2% 51.83
High 57.24 55.77 -1.47 -2.6% 57.24
Low 52.52 50.00 -2.52 -4.8% 49.87
Close 55.82 50.68 -5.14 -9.2% 55.82
Range 4.72 5.77 1.05 22.2% 7.37
ATR 4.59 4.68 0.09 1.9% 0.00
Volume 65,598 29,016 -36,582 -55.8% 245,787
Daily Pivots for day following 01-Dec-2008
Classic Woodie Camarilla DeMark
R4 69.46 65.84 53.85
R3 63.69 60.07 52.27
R2 57.92 57.92 51.74
R1 54.30 54.30 51.21 53.23
PP 52.15 52.15 52.15 51.61
S1 48.53 48.53 50.15 47.46
S2 46.38 46.38 49.62
S3 40.61 42.76 49.09
S4 34.84 36.99 47.51
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 76.42 73.49 59.87
R3 69.05 66.12 57.85
R2 61.68 61.68 57.17
R1 58.75 58.75 56.50 60.22
PP 54.31 54.31 54.31 55.04
S1 51.38 51.38 55.14 52.85
S2 46.94 46.94 54.47
S3 39.57 44.01 53.79
S4 32.20 36.64 51.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.24 49.87 7.37 14.5% 5.17 10.2% 11% False False 54,960
10 60.32 49.40 10.92 21.5% 4.21 8.3% 12% False False 46,020
20 72.86 49.40 23.46 46.3% 4.55 9.0% 5% False False 35,224
40 91.28 49.40 41.88 82.6% 4.67 9.2% 3% False False 25,634
60 110.60 49.40 61.20 120.8% 4.69 9.3% 2% False False 20,171
80 123.65 49.40 74.25 146.5% 4.47 8.8% 2% False False 16,031
100 148.17 49.40 98.77 194.9% 4.15 8.2% 1% False False 13,335
120 148.17 49.40 98.77 194.9% 3.68 7.3% 1% False False 11,289
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.78
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 80.29
2.618 70.88
1.618 65.11
1.000 61.54
0.618 59.34
HIGH 55.77
0.618 53.57
0.500 52.89
0.382 52.20
LOW 50.00
0.618 46.43
1.000 44.23
1.618 40.66
2.618 34.89
4.250 25.48
Fisher Pivots for day following 01-Dec-2008
Pivot 1 day 3 day
R1 52.89 53.62
PP 52.15 52.64
S1 51.42 51.66

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

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