NYMEX Light Sweet Crude Oil Future April 2009

Trading Metrics calculated at close of trading on 16-Oct-2008

Day Change Summary
	Previous	Current
	15-Oct-2008	16-Oct-2008	Change	Change %	Previous Week
Open	80.88	75.57	-5.31	-6.6%	91.42
High	80.94	76.35	-4.59	-5.7%	91.65
Low	76.80	71.33	-5.47	-7.1%	79.63
Close	76.67	72.10	-4.57	-6.0%	79.77
Range	4.14	5.02	0.88	21.3%	12.02
ATR	4.39	4.46	0.07	1.5%	0.00
Volume	2,804	4,186	1,382	49.3%	21,409

Daily Pivots for day following 16-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	88.32	85.23	74.86
R3	83.30	80.21	73.48
R2	78.28	78.28	73.02
R1	75.19	75.19	72.56	74.23
PP	73.26	73.26	73.26	72.78
S1	70.17	70.17	71.64	69.21
S2	68.24	68.24	71.18
S3	63.22	65.15	70.72
S4	58.20	60.13	69.34

Weekly Pivots for week ending 10-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	119.74	111.78	86.38
R3	107.72	99.76	83.08
R2	95.70	95.70	81.97
R1	87.74	87.74	80.87	85.71
PP	83.68	83.68	83.68	82.67
S1	75.72	75.72	78.67	73.69
S2	71.66	71.66	77.57
S3	59.64	63.70	76.46
S4	47.62	51.68	73.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.45	71.33	15.12	21.0%	4.76	6.6%	5%	False	True	4,259
10	95.28	71.33	23.95	33.2%	4.26	5.9%	3%	False	True	4,236
20	111.15	71.33	39.82	55.2%	4.07	5.6%	2%	False	True	3,945
40	123.58	71.33	52.25	72.5%	2.80	3.9%	1%	False	True	2,940
60	127.03	71.33	55.70	77.3%	2.01	2.8%	1%	False	True	2,365
80	146.86	71.33	75.53	104.8%	1.53	2.1%	1%	False	True	1,930

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	0.79
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.69
2.618	89.49
1.618	84.47
1.000	81.37
0.618	79.45
HIGH	76.35
0.618	74.43
0.500	73.84
0.382	73.25
LOW	71.33
0.618	68.23
1.000	66.31
1.618	63.21
2.618	58.19
4.250	50.00

Fisher Pivots for day following 16-Oct-2008
Pivot	1 day	3 day
R1	73.84	78.89
PP	73.26	76.63
S1	72.68	74.36

Download as Excel Spreadsheet

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

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