NYMEX Light Sweet Crude Oil Future July 2009

Trading Metrics calculated at close of trading on 06-Nov-2008

Day Change Summary
	Previous	Current
	05-Nov-2008	06-Nov-2008	Change	Change %	Previous Week
Open	71.25	69.78	-1.47	-2.1%	66.50
High	72.11	70.15	-1.96	-2.7%	72.37
Low	71.14	67.04	-4.10	-5.8%	65.44
Close	71.24	67.04	-4.20	-5.9%	72.25
Range	0.97	3.11	2.14	220.6%	6.93
ATR	3.74	3.77	0.03	0.9%	0.00
Volume	3,072	2,695	-377	-12.3%	16,520

Daily Pivots for day following 06-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	77.41	75.33	68.75
R3	74.30	72.22	67.90
R2	71.19	71.19	67.61
R1	69.11	69.11	67.33	68.60
PP	68.08	68.08	68.08	67.82
S1	66.00	66.00	66.75	65.49
S2	64.97	64.97	66.47
S3	61.86	62.89	66.18
S4	58.75	59.78	65.33

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	67.04	9.21	13.7%	2.52	3.8%	0%	False	True	2,832
10	76.25	65.44	10.81	16.1%	2.03	3.0%	15%	False	False	3,058
20	85.30	65.44	19.86	29.6%	1.90	2.8%	8%	False	False	2,763
40	110.25	65.44	44.81	66.8%	1.63	2.4%	4%	False	False	2,112
60	123.73	65.44	58.29	86.9%	1.26	1.9%	3%	False	False	1,569

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	0.27
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	83.37
2.618	78.29
1.618	75.18
1.000	73.26
0.618	72.07
HIGH	70.15
0.618	68.96
0.500	68.60
0.382	68.23
LOW	67.04
0.618	65.12
1.000	63.93
1.618	62.01
2.618	58.90
4.250	53.82

Fisher Pivots for day following 06-Nov-2008
Pivot	1 day	3 day
R1	68.60	71.65
PP	68.08	70.11
S1	67.56	68.58

Download as Excel Spreadsheet

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

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