NYMEX Light Sweet Crude Oil Future June 2009

Trading Metrics calculated at close of trading on 16-Oct-2008

Day Change Summary
	Previous	Current
	15-Oct-2008	16-Oct-2008	Change	Change %	Previous Week
Open	78.95	76.50	-2.45	-3.1%	90.47
High	79.12	77.29	-1.83	-2.3%	91.57
Low	77.35	72.50	-4.85	-6.3%	80.20
Close	77.63	73.06	-4.57	-5.9%	80.65
Range	1.77	4.79	3.02	170.6%	11.37
ATR	4.70	4.73	0.03	0.7%	0.00
Volume	15,291	11,474	-3,817	-25.0%	41,413

Daily Pivots for day following 16-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	88.65	85.65	75.69
R3	83.86	80.86	74.38
R2	79.07	79.07	73.94
R1	76.07	76.07	73.50	75.18
PP	74.28	74.28	74.28	73.84
S1	71.28	71.28	72.62	70.39
S2	69.49	69.49	72.18
S3	64.70	66.49	71.74
S4	59.91	61.70	70.43

Weekly Pivots for week ending 10-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	118.25	110.82	86.90
R3	106.88	99.45	83.78
R2	95.51	95.51	82.73
R1	88.08	88.08	81.69	86.11
PP	84.14	84.14	84.14	83.16
S1	76.71	76.71	79.61	74.74
S2	72.77	72.77	78.57
S3	61.40	65.34	77.52
S4	50.03	53.97	74.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.13	72.50	14.63	20.0%	3.90	5.3%	4%	False	True	11,859
10	95.75	72.50	23.25	31.8%	3.88	5.3%	2%	False	True	10,509
20	109.98	72.50	37.48	51.3%	4.04	5.5%	1%	False	True	9,192
40	123.85	72.50	51.35	70.3%	3.52	4.8%	1%	False	True	7,074
60	129.18	72.50	56.68	77.6%	3.08	4.2%	1%	False	True	5,944

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	0.83
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.65
2.618	89.83
1.618	85.04
1.000	82.08
0.618	80.25
HIGH	77.29
0.618	75.46
0.500	74.90
0.382	74.33
LOW	72.50
0.618	69.54
1.000	67.71
1.618	64.75
2.618	59.96
4.250	52.14

Fisher Pivots for day following 16-Oct-2008
Pivot	1 day	3 day
R1	74.90	79.82
PP	74.28	77.56
S1	73.67	75.31

Download as Excel Spreadsheet

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

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