NYMEX Light Sweet Crude Oil Future July 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	65.44	70.57	5.13	7.8%	78.55
High	67.66	71.80	4.14	6.1%	78.55
Low	65.44	69.69	4.25	6.5%	67.25
Close	66.10	71.09	4.99	7.5%	67.55
Range	2.22	2.11	-0.11	-5.0%	11.30
ATR	3.32	3.49	0.17	5.1%	0.00
Volume	1,425	2,865	1,440	101.1%	10,583

Daily Pivots for day following 29-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	77.19	76.25	72.25
R3	75.08	74.14	71.67
R2	72.97	72.97	71.48
R1	72.03	72.03	71.28	72.50
PP	70.86	70.86	70.86	71.10
S1	69.92	69.92	70.90	70.39
S2	68.75	68.75	70.70
S3	66.64	67.81	70.51
S4	64.53	65.70	69.93

Weekly Pivots for week ending 24-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	105.02	97.58	73.77
R3	93.72	86.28	70.66
R2	82.42	82.42	69.62
R1	74.98	74.98	68.59	73.05
PP	71.12	71.12	71.12	70.15
S1	63.68	63.68	66.51	61.75
S2	59.82	59.82	65.48
S3	48.52	52.38	64.44
S4	37.22	41.08	61.34

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	72.00	65.44	6.56	9.2%	1.76	2.5%	86%	False	False	3,128
10	78.55	65.44	13.11	18.4%	1.83	2.6%	43%	False	False	3,023
20	94.90	65.44	29.46	41.4%	1.79	2.5%	19%	False	False	2,635
40	112.96	65.44	47.52	66.8%	1.40	2.0%	12%	False	False	1,764
60	123.73	65.44	58.29	82.0%	1.06	1.5%	10%	False	False	1,330

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	0.29
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	80.77
2.618	77.32
1.618	75.21
1.000	73.91
0.618	73.10
HIGH	71.80
0.618	70.99
0.500	70.75
0.382	70.50
LOW	69.69
0.618	68.39
1.000	67.58
1.618	66.28
2.618	64.17
4.250	60.72

Fisher Pivots for day following 29-Oct-2008
Pivot	1 day	3 day
R1	70.98	70.27
PP	70.86	69.44
S1	70.75	68.62

Download as Excel Spreadsheet

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

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