NYMEX Light Sweet Crude Oil Future July 2009

Trading Metrics calculated at close of trading on 10-Nov-2008

Day Change Summary
	Previous	Current
	07-Nov-2008	10-Nov-2008	Change	Change %	Previous Week
Open	67.90	70.35	2.45	3.6%	69.53
High	67.98	70.85	2.87	4.2%	76.25
Low	67.12	65.78	-1.34	-2.0%	67.04
Close	67.33	68.32	0.99	1.5%	67.33
Range	0.86	5.07	4.21	489.5%	9.21
ATR	3.57	3.68	0.11	3.0%	0.00
Volume	3,475	2,128	-1,347	-38.8%	14,769

Daily Pivots for day following 10-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	83.53	80.99	71.11
R3	78.46	75.92	69.71
R2	73.39	73.39	69.25
R1	70.85	70.85	68.78	69.59
PP	68.32	68.32	68.32	67.68
S1	65.78	65.78	67.86	64.52
S2	63.25	63.25	67.39
S3	58.18	60.71	66.93
S4	53.11	55.64	65.53

Weekly Pivots for week ending 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	97.84	91.79	72.40
R3	88.63	82.58	69.86
R2	79.42	79.42	69.02
R1	73.37	73.37	68.17	71.79
PP	70.21	70.21	70.21	69.42
S1	64.16	64.16	66.49	62.58
S2	61.00	61.00	65.64
S3	51.79	54.95	64.80
S4	42.58	45.74	62.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.25	65.78	10.47	15.3%	2.77	4.1%	24%	False	True	2,999
10	76.25	65.44	10.81	15.8%	2.29	3.3%	27%	False	False	2,674
20	85.30	65.44	19.86	29.1%	1.99	2.9%	15%	False	False	2,895
40	110.25	65.44	44.81	65.6%	1.72	2.5%	6%	False	False	2,224
60	123.73	65.44	58.29	85.3%	1.36	2.0%	5%	False	False	1,647

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Widest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	92.40
2.618	84.12
1.618	79.05
1.000	75.92
0.618	73.98
HIGH	70.85
0.618	68.91
0.500	68.32
0.382	67.72
LOW	65.78
0.618	62.65
1.000	60.71
1.618	57.58
2.618	52.51
4.250	44.23

Fisher Pivots for day following 10-Nov-2008
Pivot	1 day	3 day
R1	68.32	68.32
PP	68.32	68.32
S1	68.32	68.32

Download as Excel Spreadsheet

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

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