NYMEX Light Sweet Crude Oil Future August 2009

Trading Metrics calculated at close of trading on 22-Oct-2008

Day Change Summary
	Previous	Current
	21-Oct-2008	22-Oct-2008	Change	Change %	Previous Week
Open	76.21	72.44	-3.77	-4.9%	84.82
High	76.21	72.44	-3.77	-4.9%	84.82
Low	76.21	70.60	-5.61	-7.4%	73.74
Close	76.21	70.66	-5.55	-7.3%	75.78
Range	0.00	1.84	1.84		11.08
ATR	3.20	3.37	0.17	5.4%	0.00
Volume	829	1,314	485	58.5%	3,966

Daily Pivots for day following 22-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	76.75	75.55	71.67
R3	74.91	73.71	71.17
R2	73.07	73.07	71.00
R1	71.87	71.87	70.83	71.55
PP	71.23	71.23	71.23	71.08
S1	70.03	70.03	70.49	69.71
S2	69.39	69.39	70.32
S3	67.55	68.19	70.15
S4	65.71	66.35	69.65

Weekly Pivots for week ending 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	111.35	104.65	81.87
R3	100.27	93.57	78.83
R2	89.19	89.19	77.81
R1	82.49	82.49	76.80	80.30
PP	78.11	78.11	78.11	77.02
S1	71.41	71.41	74.76	69.22
S2	67.03	67.03	73.75
S3	55.95	60.33	72.73
S4	44.87	49.25	69.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.03	70.60	8.43	11.9%	1.25	1.8%	1%	False	True	1,365
10	88.98	70.60	18.38	26.0%	1.10	1.6%	0%	False	True	988
20	108.14	70.60	37.54	53.1%	0.94	1.3%	0%	False	True	1,037
40	119.89	70.60	49.29	69.8%	0.74	1.1%	0%	False	True	669

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	0.16
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	80.26
2.618	77.26
1.618	75.42
1.000	74.28
0.618	73.58
HIGH	72.44
0.618	71.74
0.500	71.52
0.382	71.30
LOW	70.60
0.618	69.46
1.000	68.76
1.618	67.62
2.618	65.78
4.250	62.78

Fisher Pivots for day following 22-Oct-2008
Pivot	1 day	3 day
R1	71.52	74.82
PP	71.23	73.43
S1	70.95	72.05

Download as Excel Spreadsheet

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

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