NYMEX Light Sweet Crude Oil Future November 2009

Trading Metrics calculated at close of trading on 11-Sep-2009

Day Change Summary
	Previous	Current
	10-Sep-2009	11-Sep-2009	Change	Change %	Previous Week
Open	72.03	72.43	0.40	0.6%	68.55
High	72.89	73.21	0.32	0.4%	73.21
Low	71.27	69.13	-2.14	-3.0%	68.08
Close	72.27	69.72	-2.55	-3.5%	69.72
Range	1.62	4.08	2.46	151.9%	5.13
ATR	2.47	2.58	0.12	4.7%	0.00
Volume	142,420	169,107	26,687	18.7%	539,475

Daily Pivots for day following 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	82.93	80.40	71.96
R3	78.85	76.32	70.84
R2	74.77	74.77	70.47
R1	72.24	72.24	70.09	71.47
PP	70.69	70.69	70.69	70.30
S1	68.16	68.16	69.35	67.39
S2	66.61	66.61	68.97
S3	62.53	64.08	68.60
S4	58.45	60.00	67.48

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.73	82.85	72.54
R3	80.60	77.72	71.13
R2	75.47	75.47	70.66
R1	72.59	72.59	70.19	74.03
PP	70.34	70.34	70.34	71.06
S1	67.46	67.46	69.25	68.90
S2	65.21	65.21	68.78
S3	60.08	62.33	68.31
S4	54.95	57.20	66.90

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	73.21	67.66	5.55	8.0%	2.68	3.8%	37%	True	False	121,401
10	74.16	67.66	6.50	9.3%	2.62	3.8%	32%	False	False	92,323
20	75.55	67.66	7.89	11.3%	2.71	3.9%	26%	False	False	78,199
40	75.89	64.62	11.27	16.2%	2.52	3.6%	45%	False	False	58,545
60	75.89	61.38	14.51	20.8%	2.46	3.5%	57%	False	False	42,820
80	75.89	61.38	14.51	20.8%	2.26	3.2%	57%	False	False	34,301
100	75.89	54.20	21.69	31.1%	2.10	3.0%	72%	False	False	28,645
120	75.89	54.20	21.69	31.1%	1.96	2.8%	72%	False	False	24,638

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.71
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	90.55
2.618	83.89
1.618	79.81
1.000	77.29
0.618	75.73
HIGH	73.21
0.618	71.65
0.500	71.17
0.382	70.69
LOW	69.13
0.618	66.61
1.000	65.05
1.618	62.53
2.618	58.45
4.250	51.79

Fisher Pivots for day following 11-Sep-2009
Pivot	1 day	3 day
R1	71.17	71.17
PP	70.69	70.69
S1	70.20	70.20

Download as Excel Spreadsheet

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

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