NYMEX Light Sweet Crude Oil Future August 2009

Trading Metrics calculated at close of trading on 27-Oct-2008

Day Change Summary
	Previous	Current
	24-Oct-2008	27-Oct-2008	Change	Change %	Previous Week
Open	67.14	67.00	-0.14	-0.2%	77.31
High	68.91	68.94	0.03	0.0%	79.03
Low	67.14	66.57	-0.57	-0.8%	67.14
Close	68.04	67.21	-0.83	-1.2%	68.04
Range	1.77	2.37	0.60	33.9%	11.89
ATR	3.34	3.27	-0.07	-2.1%	0.00
Volume	2,944	3,141	197	6.7%	8,599

Daily Pivots for day following 27-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	74.68	73.32	68.51
R3	72.31	70.95	67.86
R2	69.94	69.94	67.64
R1	68.58	68.58	67.43	69.26
PP	67.57	67.57	67.57	67.92
S1	66.21	66.21	66.99	66.89
S2	65.20	65.20	66.78
S3	62.83	63.84	66.56
S4	60.46	61.47	65.91

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	76.21	66.57	9.64	14.3%	1.35	2.0%	7%	False	True	1,791
10	83.75	66.57	17.18	25.6%	1.37	2.0%	4%	False	True	1,484
20	102.52	66.57	35.95	53.5%	1.19	1.8%	2%	False	True	1,300
40	114.02	66.57	47.45	70.6%	0.87	1.3%	1%	False	True	830
60	123.71	66.57	57.14	85.0%	0.58	0.9%	1%	False	True	657

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.21
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	79.01
2.618	75.14
1.618	72.77
1.000	71.31
0.618	70.40
HIGH	68.94
0.618	68.03
0.500	67.76
0.382	67.48
LOW	66.57
0.618	65.11
1.000	64.20
1.618	62.74
2.618	60.37
4.250	56.50

Fisher Pivots for day following 27-Oct-2008
Pivot	1 day	3 day
R1	67.76	69.43
PP	67.57	68.69
S1	67.39	67.95

Download as Excel Spreadsheet

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

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