NYMEX Light Sweet Crude Oil Future July 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 60.46 60.24 -0.22 -0.4% 57.52
High 61.20 60.24 -0.96 -1.6% 61.20
Low 59.77 57.00 -2.77 -4.6% 56.38
Close 61.20 56.54 -4.66 -7.6% 61.20
Range 1.43 3.24 1.81 126.6% 4.82
ATR 3.26 3.32 0.07 2.1% 0.00
Volume 4,585 2,155 -2,430 -53.0% 17,576
Daily Pivots for day following 01-Dec-2008
Classic Woodie Camarilla DeMark
R4 67.65 65.33 58.32
R3 64.41 62.09 57.43
R2 61.17 61.17 57.13
R1 58.85 58.85 56.84 58.39
PP 57.93 57.93 57.93 57.70
S1 55.61 55.61 56.24 55.15
S2 54.69 54.69 55.95
S3 51.45 52.37 55.65
S4 48.21 49.13 54.76
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 74.05 72.45 63.85
R3 69.23 67.63 62.53
R2 64.41 64.41 62.08
R1 62.81 62.81 61.64 63.61
PP 59.59 59.59 59.59 60.00
S1 57.99 57.99 60.76 58.79
S2 54.77 54.77 60.32
S3 49.95 53.17 59.87
S4 45.13 48.35 58.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.20 56.38 4.82 8.5% 2.82 5.0% 3% False False 3,946
10 64.57 54.63 9.94 17.6% 2.53 4.5% 19% False False 3,619
20 76.25 54.63 21.62 38.2% 2.41 4.3% 9% False False 3,306
40 91.84 54.63 37.21 65.8% 2.20 3.9% 5% False False 2,930
60 110.25 54.63 55.62 98.4% 1.79 3.2% 3% False False 2,352
80 123.73 54.63 69.10 122.2% 1.44 2.5% 3% False False 1,874
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 0.60
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 74.01
2.618 68.72
1.618 65.48
1.000 63.48
0.618 62.24
HIGH 60.24
0.618 59.00
0.500 58.62
0.382 58.24
LOW 57.00
0.618 55.00
1.000 53.76
1.618 51.76
2.618 48.52
4.250 43.23
Fisher Pivots for day following 01-Dec-2008
Pivot 1 day 3 day
R1 58.62 59.10
PP 57.93 58.25
S1 57.23 57.39

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

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