NYMEX Light Sweet Crude Oil Future July 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	91.79	90.81	-0.98	-1.1%	98.22
High	91.84	91.66	-0.18	-0.2%	102.25
Low	89.98	87.99	-1.99	-2.2%	94.07
Close	88.08	89.67	1.59	1.8%	94.07
Range	1.86	3.67	1.81	97.3%	8.18
ATR	3.17	3.21	0.04	1.1%	0.00
Volume	1,257	1,622	365	29.0%	12,964

Daily Pivots for day following 07-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	100.78	98.90	91.69
R3	97.11	95.23	90.68
R2	93.44	93.44	90.34
R1	91.56	91.56	90.01	90.67
PP	89.77	89.77	89.77	89.33
S1	87.89	87.89	89.33	87.00
S2	86.10	86.10	89.00
S3	82.43	84.22	88.66
S4	78.76	80.55	87.65

Weekly Pivots for week ending 03-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	121.34	115.88	98.57
R3	113.16	107.70	96.32
R2	104.98	104.98	95.57
R1	99.52	99.52	94.82	98.16
PP	96.80	96.80	96.80	96.12
S1	91.34	91.34	93.32	89.98
S2	88.62	88.62	92.57
S3	80.44	83.16	91.82
S4	72.26	74.98	89.57

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.62	87.99	11.63	13.0%	1.11	1.2%	14%	False	True	2,293
10	108.05	87.99	20.06	22.4%	0.90	1.0%	8%	False	True	1,863
20	110.25	87.99	22.26	24.8%	1.26	1.4%	8%	False	True	1,300
40	123.73	87.99	35.74	39.9%	0.82	0.9%	5%	False	True	882

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.09
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	107.26
2.618	101.27
1.618	97.60
1.000	95.33
0.618	93.93
HIGH	91.66
0.618	90.26
0.500	89.83
0.382	89.39
LOW	87.99
0.618	85.72
1.000	84.32
1.618	82.05
2.618	78.38
4.250	72.39

Fisher Pivots for day following 07-Oct-2008
Pivot	1 day	3 day
R1	89.83	91.03
PP	89.77	90.58
S1	89.72	90.12

Download as Excel Spreadsheet

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

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