NYMEX Light Sweet Crude Oil Future May 2009

Trading Metrics calculated at close of trading on 22-Oct-2008

Day Change Summary
	Previous	Current
	21-Oct-2008	22-Oct-2008	Change	Change %	Previous Week
Open	74.20	74.24	0.04	0.1%	82.29
High	74.23	74.24	0.01	0.0%	86.05
Low	73.15	69.00	-4.15	-5.7%	72.50
Close	74.66	69.11	-5.55	-7.4%	74.34
Range	1.08	5.24	4.16	385.2%	13.55
ATR	3.41	3.57	0.16	4.7%	0.00
Volume	2,800	2,142	-658	-23.5%	21,353

Daily Pivots for day following 22-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	86.50	83.05	71.99
R3	81.26	77.81	70.55
R2	76.02	76.02	70.07
R1	72.57	72.57	69.59	71.68
PP	70.78	70.78	70.78	70.34
S1	67.33	67.33	68.63	66.44
S2	65.54	65.54	68.15
S3	60.30	62.09	67.67
S4	55.06	56.85	66.23

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	77.15	69.00	8.15	11.8%	3.09	4.5%	1%	False	True	3,702
10	89.02	69.00	20.02	29.0%	2.92	4.2%	1%	False	True	3,628
20	107.65	69.00	38.65	55.9%	2.21	3.2%	0%	False	True	2,799
40	119.79	69.00	50.79	73.5%	1.54	2.2%	0%	False	True	2,348
60	126.47	69.00	57.47	83.2%	1.10	1.6%	0%	False	True	1,834

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Widest range in 80 trading days

Fibonacci Retracements and Extensions
4.250	96.51
2.618	87.96
1.618	82.72
1.000	79.48
0.618	77.48
HIGH	74.24
0.618	72.24
0.500	71.62
0.382	71.00
LOW	69.00
0.618	65.76
1.000	63.76
1.618	60.52
2.618	55.28
4.250	46.73

Fisher Pivots for day following 22-Oct-2008
Pivot	1 day	3 day
R1	71.62	72.46
PP	70.78	71.34
S1	69.95	70.23

Download as Excel Spreadsheet

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

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