NYMEX Light Sweet Crude Oil Future August 2009

Trading Metrics calculated at close of trading on 24-Oct-2008

Day Change Summary
	Previous	Current
	23-Oct-2008	24-Oct-2008	Change	Change %	Previous Week
Open	71.69	67.14	-4.55	-6.3%	77.31
High	72.29	68.91	-3.38	-4.7%	79.03
Low	71.54	67.14	-4.40	-6.2%	67.14
Close	71.67	68.04	-3.63	-5.1%	68.04
Range	0.75	1.77	1.02	136.0%	11.89
ATR	3.24	3.34	0.09	2.8%	0.00
Volume	730	2,944	2,214	303.3%	8,599

Daily Pivots for day following 24-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	73.34	72.46	69.01
R3	71.57	70.69	68.53
R2	69.80	69.80	68.36
R1	68.92	68.92	68.20	69.36
PP	68.03	68.03	68.03	68.25
S1	67.15	67.15	67.88	67.59
S2	66.26	66.26	67.72
S3	64.49	65.38	67.55
S4	62.72	63.61	67.07

Weekly Pivots for week ending 24-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	107.07	99.45	74.58
R3	95.18	87.56	71.31
R2	83.29	83.29	70.22
R1	75.67	75.67	69.13	73.54
PP	71.40	71.40	71.40	70.34
S1	63.78	63.78	66.95	61.65
S2	59.51	59.51	65.86
S3	47.62	51.89	64.77
S4	35.73	40.00	61.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.03	67.14	11.89	17.5%	1.49	2.2%	8%	False	True	1,719
10	84.82	67.14	17.68	26.0%	1.13	1.7%	5%	False	True	1,256
20	102.52	67.14	35.38	52.0%	1.07	1.6%	3%	False	True	1,166
40	118.25	67.14	51.11	75.1%	0.81	1.2%	2%	False	True	756

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	0.17
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	76.43
2.618	73.54
1.618	71.77
1.000	70.68
0.618	70.00
HIGH	68.91
0.618	68.23
0.500	68.03
0.382	67.82
LOW	67.14
0.618	66.05
1.000	65.37
1.618	64.28
2.618	62.51
4.250	59.62

Fisher Pivots for day following 24-Oct-2008
Pivot	1 day	3 day
R1	68.04	69.79
PP	68.03	69.21
S1	68.03	68.62

Download as Excel Spreadsheet

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

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