NYMEX Light Sweet Crude Oil Future July 2009

Trading Metrics calculated at close of trading on 13-Nov-2008

Day Change Summary
	Previous	Current
	12-Nov-2008	13-Nov-2008	Change	Change %	Previous Week
Open	63.59	63.35	-0.24	-0.4%	69.53
High	63.86	65.19	1.33	2.1%	76.25
Low	62.11	61.55	-0.56	-0.9%	67.04
Close	62.30	64.52	2.22	3.6%	67.33
Range	1.75	3.64	1.89	108.0%	9.21
ATR	3.63	3.63	0.00	0.0%	0.00
Volume	3,523	2,510	-1,013	-28.8%	14,769

Daily Pivots for day following 13-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	74.67	73.24	66.52
R3	71.03	69.60	65.52
R2	67.39	67.39	65.19
R1	65.96	65.96	64.85	66.68
PP	63.75	63.75	63.75	64.11
S1	62.32	62.32	64.19	63.04
S2	60.11	60.11	63.85
S3	56.47	58.68	63.52
S4	52.83	55.04	62.52

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	70.85	61.55	9.30	14.4%	2.49	3.9%	32%	False	True	2,760
10	76.25	61.55	14.70	22.8%	2.51	3.9%	20%	False	True	2,796
20	78.55	61.55	17.00	26.3%	1.92	3.0%	17%	False	True	2,858
40	110.25	61.55	48.70	75.5%	1.70	2.6%	6%	False	True	2,353
60	123.73	61.55	62.18	96.4%	1.47	2.3%	5%	False	True	1,763

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.46
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	80.66
2.618	74.72
1.618	71.08
1.000	68.83
0.618	67.44
HIGH	65.19
0.618	63.80
0.500	63.37
0.382	62.94
LOW	61.55
0.618	59.30
1.000	57.91
1.618	55.66
2.618	52.02
4.250	46.08

Fisher Pivots for day following 13-Nov-2008
Pivot	1 day	3 day
R1	64.14	64.30
PP	63.75	64.07
S1	63.37	63.85

Download as Excel Spreadsheet

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

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