NYMEX Light Sweet Crude Oil Future August 2009

Trading Metrics calculated at close of trading on 08-Oct-2008

Day Change Summary
	Previous	Current
	07-Oct-2008	08-Oct-2008	Change	Change %	Previous Week
Open	89.95	86.80	-3.15	-3.5%	98.51
High	90.08	89.88	-0.20	-0.2%	102.52
Low	88.29	86.80	-1.49	-1.7%	94.32
Close	89.99	90.00	0.01	0.0%	94.32
Range	1.79	3.08	1.29	72.1%	8.20
ATR	3.06	3.07	0.01	0.3%	0.00
Volume	623	1,701	1,078	173.0%	7,194

Daily Pivots for day following 08-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	98.13	97.15	91.69
R3	95.05	94.07	90.85
R2	91.97	91.97	90.56
R1	90.99	90.99	90.28	91.48
PP	88.89	88.89	88.89	89.14
S1	87.91	87.91	89.72	88.40
S2	85.81	85.81	89.44
S3	82.73	84.83	89.15
S4	79.65	81.75	88.31

Weekly Pivots for week ending 03-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	121.65	116.19	98.83
R3	113.45	107.99	96.58
R2	105.25	105.25	95.82
R1	99.79	99.79	95.07	98.42
PP	97.05	97.05	97.05	96.37
S1	91.59	91.59	93.57	90.22
S2	88.85	88.85	92.82
S3	80.65	83.39	92.07
S4	72.45	75.19	89.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.19	86.80	8.39	9.3%	0.97	1.1%	38%	False	True	1,572
10	108.14	86.80	21.34	23.7%	0.78	0.9%	15%	False	True	1,086
20	109.67	86.80	22.87	25.4%	0.93	1.0%	14%	False	True	686
40	123.71	86.80	36.91	41.0%	0.47	0.5%	9%	False	True	510

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.01
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	102.97
2.618	97.94
1.618	94.86
1.000	92.96
0.618	91.78
HIGH	89.88
0.618	88.70
0.500	88.34
0.382	87.98
LOW	86.80
0.618	84.90
1.000	83.72
1.618	81.82
2.618	78.74
4.250	73.71

Fisher Pivots for day following 08-Oct-2008
Pivot	1 day	3 day
R1	89.45	89.48
PP	88.89	88.96
S1	88.34	88.44

Download as Excel Spreadsheet

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

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