NYMEX Light Sweet Crude Oil Future February 2009

Trading Metrics calculated at close of trading on 12-Nov-2008

Day Change Summary
	Previous	Current
	11-Nov-2008	12-Nov-2008	Change	Change %	Previous Week
Open	63.57	60.54	-3.03	-4.8%	68.42
High	63.57	61.26	-2.31	-3.6%	72.86
Low	60.10	57.40	-2.70	-4.5%	61.80
Close	61.12	57.95	-3.17	-5.2%	62.81
Range	3.47	3.86	0.39	11.2%	11.06
ATR	5.16	5.07	-0.09	-1.8%	0.00
Volume	28,380	24,571	-3,809	-13.4%	112,247

Daily Pivots for day following 12-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	70.45	68.06	60.07
R3	66.59	64.20	59.01
R2	62.73	62.73	58.66
R1	60.34	60.34	58.30	59.61
PP	58.87	58.87	58.87	58.50
S1	56.48	56.48	57.60	55.75
S2	55.01	55.01	57.24
S3	51.15	52.62	56.89
S4	47.29	48.76	55.83

Weekly Pivots for week ending 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	99.00	91.97	68.89
R3	87.94	80.91	65.85
R2	76.88	76.88	64.84
R1	69.85	69.85	63.82	67.84
PP	65.82	65.82	65.82	64.82
S1	58.79	58.79	61.80	56.78
S2	54.76	54.76	60.78
S3	43.70	47.73	59.77
S4	32.64	36.67	56.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	67.23	57.40	9.83	17.0%	4.17	7.2%	6%	False	True	24,438
10	72.86	57.40	15.46	26.7%	5.18	8.9%	4%	False	True	24,602
20	76.72	57.40	19.32	33.3%	4.88	8.4%	3%	False	True	20,529
40	109.44	57.40	52.04	89.8%	5.07	8.7%	1%	False	True	15,809
60	123.65	57.40	66.25	114.3%	4.68	8.1%	1%	False	True	12,382
80	130.15	57.40	72.75	125.5%	4.29	7.4%	1%	False	True	10,009
100	148.17	57.40	90.77	156.6%	3.83	6.6%	1%	False	True	8,328
120	148.17	57.40	90.77	156.6%	3.33	5.7%	1%	False	True	7,081

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	1.29
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	77.67
2.618	71.37
1.618	67.51
1.000	65.12
0.618	63.65
HIGH	61.26
0.618	59.79
0.500	59.33
0.382	58.87
LOW	57.40
0.618	55.01
1.000	53.54
1.618	51.15
2.618	47.29
4.250	41.00

Fisher Pivots for day following 12-Nov-2008
Pivot	1 day	3 day
R1	59.33	62.32
PP	58.87	60.86
S1	58.41	59.41

Download as Excel Spreadsheet

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

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