NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 05-Dec-2008
Day Change Summary
Previous Current
04-Dec-2008 05-Dec-2008 Change Change % Previous Week
Open 54.95 53.00 -1.95 -3.5% 60.24
High 55.59 53.08 -2.51 -4.5% 60.24
Low 52.07 49.59 -2.48 -4.8% 49.59
Close 52.36 49.92 -2.44 -4.7% 49.92
Range 3.52 3.49 -0.03 -0.9% 10.65
ATR 3.18 3.20 0.02 0.7% 0.00
Volume 4,519 6,872 2,353 52.1% 21,147
Daily Pivots for day following 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 61.33 59.12 51.84
R3 57.84 55.63 50.88
R2 54.35 54.35 50.56
R1 52.14 52.14 50.24 51.50
PP 50.86 50.86 50.86 50.55
S1 48.65 48.65 49.60 48.01
S2 47.37 47.37 49.28
S3 43.88 45.16 48.96
S4 40.39 41.67 48.00
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 85.20 78.21 55.78
R3 74.55 67.56 52.85
R2 63.90 63.90 51.87
R1 56.91 56.91 50.90 55.08
PP 53.25 53.25 53.25 52.34
S1 46.26 46.26 48.94 44.43
S2 42.60 42.60 47.97
S3 31.95 35.61 46.99
S4 21.30 24.96 44.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.24 49.59 10.65 21.3% 2.89 5.8% 3% False True 4,229
10 61.20 49.59 11.61 23.3% 2.68 5.4% 3% False True 4,292
20 70.85 49.59 21.26 42.6% 2.53 5.1% 2% False True 3,691
40 85.30 49.59 35.71 71.5% 2.22 4.4% 1% False True 3,227
60 110.25 49.59 60.66 121.5% 1.93 3.9% 1% False True 2,639
80 123.73 49.59 74.14 148.5% 1.58 3.2% 0% False True 2,099
Crabel Price Patterns
NR True
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 0.51
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 67.91
2.618 62.22
1.618 58.73
1.000 56.57
0.618 55.24
HIGH 53.08
0.618 51.75
0.500 51.34
0.382 50.92
LOW 49.59
0.618 47.43
1.000 46.10
1.618 43.94
2.618 40.45
4.250 34.76
Fisher Pivots for day following 05-Dec-2008
Pivot 1 day 3 day
R1 51.34 52.69
PP 50.86 51.76
S1 50.39 50.84

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

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