NYMEX Light Sweet Crude Oil Future January 2009

Trading Metrics calculated at close of trading on 29-Oct-2008

Day Change Summary
	Previous	Current
	28-Oct-2008	29-Oct-2008	Change	Change %	Previous Week
Open	62.70	65.57	2.87	4.6%	72.71
High	65.60	69.68	4.08	6.2%	76.45
Low	62.13	64.10	1.97	3.2%	63.12
Close	63.21	67.99	4.78	7.6%	64.58
Range	3.47	5.58	2.11	60.8%	13.33
ATR	5.26	5.35	0.09	1.6%	0.00
Volume	45,044	40,109	-4,935	-11.0%	246,111

Daily Pivots for day following 29-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	84.00	81.57	71.06
R3	78.42	75.99	69.52
R2	72.84	72.84	69.01
R1	70.41	70.41	68.50	71.63
PP	67.26	67.26	67.26	67.86
S1	64.83	64.83	67.48	66.05
S2	61.68	61.68	66.97
S3	56.10	59.25	66.46
S4	50.52	53.67	64.92

Weekly Pivots for week ending 24-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	108.04	99.64	71.91
R3	94.71	86.31	68.25
R2	81.38	81.38	67.02
R1	72.98	72.98	65.80	70.52
PP	68.05	68.05	68.05	66.82
S1	59.65	59.65	63.36	57.19
S2	54.72	54.72	62.14
S3	41.39	46.32	60.91
S4	28.06	32.99	57.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	69.86	61.70	8.16	12.0%	4.76	7.0%	77%	False	False	56,810
10	76.45	61.70	14.75	21.7%	4.92	7.2%	43%	False	False	47,455
20	99.06	61.70	37.36	54.9%	5.08	7.5%	17%	False	False	44,430
40	111.84	61.70	50.14	73.7%	5.10	7.5%	13%	False	False	34,878
60	123.22	61.70	61.52	90.5%	4.79	7.0%	10%	False	False	26,356
80	148.35	61.70	86.65	127.4%	4.70	6.9%	7%	False	False	21,137
100	148.35	61.70	86.65	127.4%	4.29	6.3%	7%	False	False	17,529
120	148.35	61.70	86.65	127.4%	4.00	5.9%	7%	False	False	15,018

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	0.74
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	93.40
2.618	84.29
1.618	78.71
1.000	75.26
0.618	73.13
HIGH	69.68
0.618	67.55
0.500	66.89
0.382	66.23
LOW	64.10
0.618	60.65
1.000	58.52
1.618	55.07
2.618	49.49
4.250	40.39

Fisher Pivots for day following 29-Oct-2008
Pivot	1 day	3 day
R1	67.62	67.22
PP	67.26	66.46
S1	66.89	65.69

Download as Excel Spreadsheet

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

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