NYMEX Light Sweet Crude Oil Future May 2009

Trading Metrics calculated at close of trading on 29-Oct-2008

Day Change Summary
	Previous	Current
	28-Oct-2008	29-Oct-2008	Change	Change %	Previous Week
Open	66.74	67.12	0.38	0.6%	75.91
High	66.81	71.81	5.00	7.5%	75.91
Low	64.55	67.12	2.57	4.0%	66.54
Close	65.22	70.12	4.90	7.5%	66.54
Range	2.26	4.69	2.43	107.5%	9.37
ATR	3.29	3.52	0.24	7.2%	0.00
Volume	3,849	4,623	774	20.1%	17,312

Daily Pivots for day following 29-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	83.75	81.63	72.70
R3	79.06	76.94	71.41
R2	74.37	74.37	70.98
R1	72.25	72.25	70.55	73.31
PP	69.68	69.68	69.68	70.22
S1	67.56	67.56	69.69	68.62
S2	64.99	64.99	69.26
S3	60.30	62.87	68.83
S4	55.61	58.18	67.54

Weekly Pivots for week ending 24-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	97.77	91.53	71.69
R3	88.40	82.16	69.12
R2	79.03	79.03	68.26
R1	72.79	72.79	67.40	71.23
PP	69.66	69.66	69.66	68.88
S1	63.42	63.42	65.68	61.86
S2	60.29	60.29	64.82
S3	50.92	54.05	63.96
S4	41.55	44.68	61.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	71.81	64.55	7.26	10.4%	2.04	2.9%	77%	True	False	5,071
10	77.15	64.55	12.60	18.0%	2.57	3.7%	44%	False	False	4,386
20	95.08	64.55	30.53	43.5%	2.56	3.6%	18%	False	False	3,643
40	111.02	64.55	46.47	66.3%	1.74	2.5%	12%	False	False	2,760
60	123.71	64.55	59.16	84.4%	1.27	1.8%	9%	False	False	2,201
80	146.69	64.55	82.14	117.1%	1.01	1.4%	7%	False	False	1,810

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	91.74
2.618	84.09
1.618	79.40
1.000	76.50
0.618	74.71
HIGH	71.81
0.618	70.02
0.500	69.47
0.382	68.91
LOW	67.12
0.618	64.22
1.000	62.43
1.618	59.53
2.618	54.84
4.250	47.19

Fisher Pivots for day following 29-Oct-2008
Pivot	1 day	3 day
R1	69.90	69.47
PP	69.68	68.83
S1	69.47	68.18

Download as Excel Spreadsheet

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

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