NYMEX Light Sweet Crude Oil Future July 2009

Trading Metrics calculated at close of trading on 09-Oct-2008

Day Change Summary
	Previous	Current
	08-Oct-2008	09-Oct-2008	Change	Change %	Previous Week
Open	88.38	88.61	0.23	0.3%	98.22
High	89.63	88.71	-0.92	-1.0%	102.25
Low	86.87	86.50	-0.37	-0.4%	94.07
Close	89.71	88.71	-1.00	-1.1%	94.07
Range	2.76	2.21	-0.55	-19.9%	8.18
ATR	3.18	3.18	0.00	0.1%	0.00
Volume	1,561	2,674	1,113	71.3%	12,964

Daily Pivots for day following 09-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	94.60	93.87	89.93
R3	92.39	91.66	89.32
R2	90.18	90.18	89.12
R1	89.45	89.45	88.91	89.82
PP	87.97	87.97	87.97	88.16
S1	87.24	87.24	88.51	87.61
S2	85.76	85.76	88.30
S3	83.55	85.03	88.10
S4	81.34	82.82	87.49

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	94.07	86.50	7.57	8.5%	2.10	2.4%	29%	False	True	2,617
10	107.23	86.50	20.73	23.4%	1.11	1.3%	11%	False	True	2,044
20	110.25	86.50	23.75	26.8%	1.36	1.5%	9%	False	True	1,462
40	123.73	86.50	37.23	42.0%	0.94	1.1%	6%	False	True	971

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.23
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	98.10
2.618	94.50
1.618	92.29
1.000	90.92
0.618	90.08
HIGH	88.71
0.618	87.87
0.500	87.61
0.382	87.34
LOW	86.50
0.618	85.13
1.000	84.29
1.618	82.92
2.618	80.71
4.250	77.11

Fisher Pivots for day following 09-Oct-2008
Pivot	1 day	3 day
R1	88.34	89.08
PP	87.97	88.96
S1	87.61	88.83

Download as Excel Spreadsheet

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

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