NYMEX Light Sweet Crude Oil Future May 2009

Trading Metrics calculated at close of trading on 21-Oct-2008

Day Change Summary
	Previous	Current
	20-Oct-2008	21-Oct-2008	Change	Change %	Previous Week
Open	75.91	74.20	-1.71	-2.3%	82.29
High	75.91	74.23	-1.68	-2.2%	86.05
Low	74.90	73.15	-1.75	-2.3%	72.50
Close	76.47	74.66	-1.81	-2.4%	74.34
Range	1.01	1.08	0.07	6.9%	13.55
ATR	3.42	3.41	-0.01	-0.2%	0.00
Volume	3,717	2,800	-917	-24.7%	21,353

Daily Pivots for day following 21-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	77.25	77.04	75.25
R3	76.17	75.96	74.96
R2	75.09	75.09	74.86
R1	74.88	74.88	74.76	74.99
PP	74.01	74.01	74.01	74.07
S1	73.80	73.80	74.56	73.91
S2	72.93	72.93	74.46
S3	71.85	72.72	74.36
S4	70.77	71.64	74.07

Weekly Pivots for week ending 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	118.28	109.86	81.79
R3	104.73	96.31	78.07
R2	91.18	91.18	76.82
R1	82.76	82.76	75.58	80.20
PP	77.63	77.63	77.63	76.35
S1	69.21	69.21	73.10	66.65
S2	64.08	64.08	71.86
S3	50.53	55.66	70.61
S4	36.98	42.11	66.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.05	72.50	7.55	10.1%	2.58	3.5%	29%	False	False	3,800
10	89.32	72.50	16.82	22.5%	2.68	3.6%	13%	False	False	3,714
20	107.65	72.50	35.15	47.1%	2.08	2.8%	6%	False	False	2,805
40	119.79	72.50	47.29	63.3%	1.41	1.9%	5%	False	False	2,353
60	126.47	72.50	53.97	72.3%	1.02	1.4%	4%	False	False	1,809

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	0.25
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	78.82
2.618	77.06
1.618	75.98
1.000	75.31
0.618	74.90
HIGH	74.23
0.618	73.82
0.500	73.69
0.382	73.56
LOW	73.15
0.618	72.48
1.000	72.07
1.618	71.40
2.618	70.32
4.250	68.56

Fisher Pivots for day following 21-Oct-2008
Pivot	1 day	3 day
R1	74.34	74.55
PP	74.01	74.44
S1	73.69	74.33

Download as Excel Spreadsheet

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

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