NYMEX Light Sweet Crude Oil Future May 2009

Trading Metrics calculated at close of trading on 28-Aug-2008

Day Change Summary
	Previous	Current
	27-Aug-2008	28-Aug-2008	Change	Change %	Previous Week
Open	119.79	119.50	-0.29	-0.2%	114.60
High	119.79	119.50	-0.29	-0.2%	123.71
Low	119.79	119.50	-0.29	-0.2%	114.40
Close	119.79	117.70	-2.09	-1.7%	117.17
Range
ATR	2.11	1.98	-0.13	-6.2%	0.00
Volume	570	815	245	43.0%	3,705

Daily Pivots for day following 28-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	118.90	118.30	117.70
R3	118.90	118.30	117.70
R2	118.90	118.90	117.70
R1	118.30	118.30	117.70	118.60
PP	118.90	118.90	118.90	119.05
S1	118.30	118.30	117.70	118.60
S2	118.90	118.90	117.70
S3	118.90	118.30	117.70
S4	118.90	118.30	117.70

Weekly Pivots for week ending 22-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	146.36	141.07	122.29
R3	137.05	131.76	119.73
R2	127.74	127.74	118.88
R1	122.45	122.45	118.02	125.10
PP	118.43	118.43	118.43	119.75
S1	113.14	113.14	116.32	115.79
S2	109.12	109.12	115.46
S3	99.81	103.83	114.61
S4	90.50	94.52	112.05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119.79	117.17	2.62	2.2%	0.00	0.0%	20%	False	False	1,149
10	123.71	114.40	9.31	7.9%	0.07	0.1%	35%	False	False	919
20	126.47	114.29	12.18	10.3%	0.21	0.2%	28%	False	False	801
40	146.69	114.29	32.40	27.5%	0.24	0.2%	11%	False	False	688

Crabel Price Patterns
NR	False
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	0.00

Fibonacci Retracements and Extensions
4.250	119.50
2.618	119.50
1.618	119.50
1.000	119.50
0.618	119.50
HIGH	119.50
0.618	119.50
0.500	119.50
0.382	119.50
LOW	119.50
0.618	119.50
1.000	119.50
1.618	119.50
2.618	119.50
4.250	119.50

Fisher Pivots for day following 28-Aug-2008
Pivot	1 day	3 day
R1	119.50	118.75
PP	118.90	118.40
S1	118.30	118.05

Download as Excel Spreadsheet

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

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