NYMEX Light Sweet Crude Oil Future July 2009

Trading Metrics calculated at close of trading on 04-Nov-2008

Day Change Summary
	Previous	Current
	03-Nov-2008	04-Nov-2008	Change	Change %	Previous Week
Open	69.53	72.67	3.14	4.5%	66.50
High	69.53	76.25	6.72	9.7%	72.37
Low	68.70	72.40	3.70	5.4%	65.44
Close	68.75	76.00	7.25	10.5%	72.25
Range	0.83	3.85	3.02	363.9%	6.93
ATR	3.36	3.65	0.30	8.8%	0.00
Volume	1,901	3,626	1,725	90.7%	16,520

Daily Pivots for day following 04-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	86.43	85.07	78.12
R3	82.58	81.22	77.06
R2	78.73	78.73	76.71
R1	77.37	77.37	76.35	78.05
PP	74.88	74.88	74.88	75.23
S1	73.52	73.52	75.65	74.20
S2	71.03	71.03	75.29
S3	67.18	69.67	74.94
S4	63.33	65.82	73.88

Weekly Pivots for week ending 31-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	90.81	88.46	76.06
R3	83.88	81.53	74.16
R2	76.95	76.95	73.52
R1	74.60	74.60	72.89	75.78
PP	70.02	70.02	70.02	70.61
S1	67.67	67.67	71.61	68.85
S2	63.09	63.09	70.98
S3	56.16	60.74	70.34
S4	49.23	53.81	68.44

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.25	68.52	7.73	10.2%	2.13	2.8%	97%	True	False	2,789
10	76.25	65.44	10.81	14.2%	1.94	2.5%	98%	True	False	2,913
20	89.63	65.44	24.19	31.8%	1.94	2.6%	44%	False	False	2,687
40	110.25	65.44	44.81	59.0%	1.60	2.1%	24%	False	False	1,993
60	123.73	65.44	58.29	76.7%	1.19	1.6%	18%	False	False	1,484

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	0.23
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	92.61
2.618	86.33
1.618	82.48
1.000	80.10
0.618	78.63
HIGH	76.25
0.618	74.78
0.500	74.33
0.382	73.87
LOW	72.40
0.618	70.02
1.000	68.55
1.618	66.17
2.618	62.32
4.250	56.04

Fisher Pivots for day following 04-Nov-2008
Pivot	1 day	3 day
R1	75.44	74.80
PP	74.88	73.59
S1	74.33	72.39

Download as Excel Spreadsheet

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

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