NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 12-Aug-2009

Day Change Summary
	Previous	Current
	11-Aug-2009	12-Aug-2009	Change	Change %	Previous Week
Open	77.20	75.83	-1.37	-1.8%	76.96
High	77.40	76.66	-0.74	-1.0%	78.75
Low	75.74	75.83	0.09	0.1%	76.60
Close	76.01	76.39	0.38	0.5%	77.06
Range	1.66	0.83	-0.83	-50.0%	2.15
ATR	1.70	1.64	-0.06	-3.7%	0.00
Volume	1,733	2,277	544	31.4%	22,718

Daily Pivots for day following 12-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	78.78	78.42	76.85
R3	77.95	77.59	76.62
R2	77.12	77.12	76.54
R1	76.76	76.76	76.47	76.94
PP	76.29	76.29	76.29	76.39
S1	75.93	75.93	76.31	76.11
S2	75.46	75.46	76.24
S3	74.63	75.10	76.16
S4	73.80	74.27	75.93

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	83.92	82.64	78.24
R3	81.77	80.49	77.65
R2	79.62	79.62	77.45
R1	78.34	78.34	77.26	78.98
PP	77.47	77.47	77.47	77.79
S1	76.19	76.19	76.86	76.83
S2	75.32	75.32	76.67
S3	73.17	74.04	76.47
S4	71.02	71.89	75.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.75	75.74	3.01	3.9%	1.06	1.4%	22%	False	False	2,678
10	78.75	71.52	7.23	9.5%	1.42	1.9%	67%	False	False	3,498
20	78.75	67.31	11.44	15.0%	1.33	1.7%	79%	False	False	3,910

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	80.19
2.618	78.83
1.618	78.00
1.000	77.49
0.618	77.17
HIGH	76.66
0.618	76.34
0.500	76.25
0.382	76.15
LOW	75.83
0.618	75.32
1.000	75.00
1.618	74.49
2.618	73.66
4.250	72.30

Fisher Pivots for day following 12-Aug-2009
Pivot	1 day	3 day
R1	76.34	76.57
PP	76.29	76.51
S1	76.25	76.45

Download as Excel Spreadsheet

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

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