NYMEX Light Sweet Crude Oil Future August 2009

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

Day Change Summary
	Previous	Current
	09-Oct-2008	10-Oct-2008	Change	Change %	Previous Week
Open	88.62	83.47	-5.15	-5.8%	88.37
High	88.98	83.47	-5.51	-6.2%	90.08
Low	88.62	81.57	-7.05	-8.0%	81.57
Close	89.02	81.46	-7.56	-8.5%	81.46
Range	0.36	1.90	1.54	427.8%	8.51
ATR	2.95	3.27	0.32	10.9%	0.00
Volume	571	425	-146	-25.6%	3,576

Daily Pivots for day following 10-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	87.87	86.56	82.51
R3	85.97	84.66	81.98
R2	84.07	84.07	81.81
R1	82.76	82.76	81.63	82.47
PP	82.17	82.17	82.17	82.02
S1	80.86	80.86	81.29	80.57
S2	80.27	80.27	81.11
S3	78.37	78.96	80.94
S4	76.47	77.06	80.42

Weekly Pivots for week ending 10-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	109.90	104.19	86.14
R3	101.39	95.68	83.80
R2	92.88	92.88	83.02
R1	87.17	87.17	82.24	85.77
PP	84.37	84.37	84.37	83.67
S1	78.66	78.66	80.68	77.26
S2	75.86	75.86	79.90
S3	67.35	70.15	79.12
S4	58.84	61.64	76.78

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.08	81.57	8.51	10.4%	1.43	1.8%	-1%	False	True	715
10	102.52	81.57	20.95	25.7%	1.01	1.2%	-1%	False	True	1,077
20	109.67	81.57	28.10	34.5%	1.00	1.2%	0%	False	True	710
40	123.71	81.57	42.14	51.7%	0.53	0.6%	0%	False	True	534

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	0.01
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	91.55
2.618	88.44
1.618	86.54
1.000	85.37
0.618	84.64
HIGH	83.47
0.618	82.74
0.500	82.52
0.382	82.30
LOW	81.57
0.618	80.40
1.000	79.67
1.618	78.50
2.618	76.60
4.250	73.50

Fisher Pivots for day following 10-Oct-2008
Pivot	1 day	3 day
R1	82.52	85.73
PP	82.17	84.30
S1	81.81	82.88

Download as Excel Spreadsheet

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

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