NYMEX Light Sweet Crude Oil Future June 2009

Trading Metrics calculated at close of trading on 07-Oct-2008

Day Change Summary
	Previous	Current
	06-Oct-2008	07-Oct-2008	Change	Change %	Previous Week
Open	90.47	90.25	-0.22	-0.2%	102.35
High	91.57	91.43	-0.14	-0.2%	102.84
Low	87.70	87.19	-0.51	-0.6%	92.14
Close	87.78	89.36	1.58	1.8%	93.82
Range	3.87	4.24	0.37	9.6%	10.70
ATR	4.54	4.52	-0.02	-0.5%	0.00
Volume	7,153	8,405	1,252	17.5%	41,311

Daily Pivots for day following 07-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	102.05	99.94	91.69
R3	97.81	95.70	90.53
R2	93.57	93.57	90.14
R1	91.46	91.46	89.75	90.40
PP	89.33	89.33	89.33	88.79
S1	87.22	87.22	88.97	86.16
S2	85.09	85.09	88.58
S3	80.85	82.98	88.19
S4	76.61	78.74	87.03

Weekly Pivots for week ending 03-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	128.37	121.79	99.71
R3	117.67	111.09	96.76
R2	106.97	106.97	95.78
R1	100.39	100.39	94.80	98.33
PP	96.27	96.27	96.27	95.24
S1	89.69	89.69	92.84	87.63
S2	85.57	85.57	91.86
S3	74.87	78.99	90.88
S4	64.17	68.29	87.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.75	87.19	13.56	15.2%	3.89	4.4%	16%	False	True	8,077
10	108.35	87.19	21.16	23.7%	3.93	4.4%	10%	False	True	8,283
20	109.98	87.19	22.79	25.5%	3.85	4.3%	10%	False	True	7,928
40	123.85	87.19	36.66	41.0%	3.12	3.5%	6%	False	True	5,688
60	146.84	87.19	59.65	66.8%	3.07	3.4%	4%	False	True	5,049

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	0.72
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	109.45
2.618	102.53
1.618	98.29
1.000	95.67
0.618	94.05
HIGH	91.43
0.618	89.81
0.500	89.31
0.382	88.81
LOW	87.19
0.618	84.57
1.000	82.95
1.618	80.33
2.618	76.09
4.250	69.17

Fisher Pivots for day following 07-Oct-2008
Pivot	1 day	3 day
R1	89.34	91.47
PP	89.33	90.77
S1	89.31	90.06

Download as Excel Spreadsheet

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

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