NYMEX Light Sweet Crude Oil Future March 2009

Trading Metrics calculated at close of trading on 15-Oct-2008

Day Change Summary
	Previous	Current
	14-Oct-2008	15-Oct-2008	Change	Change %	Previous Week
Open	84.42	80.33	-4.09	-4.8%	91.28
High	86.05	80.40	-5.65	-6.6%	91.35
Low	80.21	75.30	-4.91	-6.1%	78.75
Close	80.21	76.19	-4.02	-5.0%	79.27
Range	5.84	5.10	-0.74	-12.7%	12.60
ATR	5.07	5.07	0.00	0.0%	0.00
Volume	7,006	8,303	1,297	18.5%	38,762

Daily Pivots for day following 15-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	92.60	89.49	79.00
R3	87.50	84.39	77.59
R2	82.40	82.40	77.13
R1	79.29	79.29	76.66	78.30
PP	77.30	77.30	77.30	76.80
S1	74.19	74.19	75.72	73.20
S2	72.20	72.20	75.26
S3	67.10	69.09	74.79
S4	62.00	63.99	73.39

Weekly Pivots for week ending 10-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	120.92	112.70	86.20
R3	108.32	100.10	82.74
R2	95.72	95.72	81.58
R1	87.50	87.50	80.43	85.31
PP	83.12	83.12	83.12	82.03
S1	74.90	74.90	78.12	72.71
S2	70.52	70.52	76.96
S3	57.92	62.30	75.81
S4	45.32	49.70	72.34

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.27	75.30	13.97	18.3%	4.79	6.3%	6%	False	True	8,722
10	99.29	75.30	23.99	31.5%	4.69	6.2%	4%	False	True	8,146
20	111.00	75.30	35.70	46.9%	5.13	6.7%	2%	False	True	7,762
40	123.30	75.30	48.00	63.0%	4.31	5.7%	2%	False	True	5,909
60	130.50	75.30	55.20	72.5%	3.67	4.8%	2%	False	True	4,681
80	148.35	75.30	73.05	95.9%	3.18	4.2%	1%	False	True	3,850

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	0.74
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	102.08
2.618	93.75
1.618	88.65
1.000	85.50
0.618	83.55
HIGH	80.40
0.618	78.45
0.500	77.85
0.382	77.25
LOW	75.30
0.618	72.15
1.000	70.20
1.618	67.05
2.618	61.95
4.250	53.63

Fisher Pivots for day following 15-Oct-2008
Pivot	1 day	3 day
R1	77.85	80.68
PP	77.30	79.18
S1	76.74	77.69

Download as Excel Spreadsheet

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

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