NYMEX Light Sweet Crude Oil Future August 2009

Trading Metrics calculated at close of trading on 16-Oct-2008

Day Change Summary
	Previous	Current
	15-Oct-2008	16-Oct-2008	Change	Change %	Previous Week
Open	78.53	74.96	-3.57	-4.5%	88.37
High	78.53	75.07	-3.46	-4.4%	90.08
Low	78.53	73.74	-4.79	-6.1%	81.57
Close	78.53	74.04	-4.49	-5.7%	81.46
Range	0.00	1.33	1.33		8.51
ATR	3.34	3.44	0.10	3.1%	0.00
Volume	786	679	-107	-13.6%	3,576

Daily Pivots for day following 16-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	78.27	77.49	74.77
R3	76.94	76.16	74.41
R2	75.61	75.61	74.28
R1	74.83	74.83	74.16	74.56
PP	74.28	74.28	74.28	74.15
S1	73.50	73.50	73.92	73.23
S2	72.95	72.95	73.80
S3	71.62	72.17	73.67
S4	70.29	70.84	73.31

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	84.82	73.74	11.08	15.0%	1.15	1.6%	3%	False	True	633
10	94.32	73.74	20.58	27.8%	1.10	1.5%	1%	False	True	1,121
20	109.67	73.74	35.93	48.5%	0.70	0.9%	1%	False	True	787
40	123.71	73.74	49.97	67.5%	0.62	0.8%	1%	False	True	588

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	0.03
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	80.72
2.618	78.55
1.618	77.22
1.000	76.40
0.618	75.89
HIGH	75.07
0.618	74.56
0.500	74.41
0.382	74.25
LOW	73.74
0.618	72.92
1.000	72.41
1.618	71.59
2.618	70.26
4.250	68.09

Fisher Pivots for day following 16-Oct-2008
Pivot	1 day	3 day
R1	74.41	78.75
PP	74.28	77.18
S1	74.16	75.61

Download as Excel Spreadsheet

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

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