NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 10-Sep-2009

Day Change Summary
	Previous	Current
	09-Sep-2009	10-Sep-2009	Change	Change %	Previous Week
Open	74.65	75.42	0.77	1.0%	75.48
High	75.79	75.50	-0.29	-0.4%	75.78
Low	74.64	74.23	-0.41	-0.5%	71.32
Close	74.70	75.18	0.48	0.6%	72.06
Range	1.15	1.27	0.12	10.4%	4.46
ATR	1.93	1.89	-0.05	-2.5%	0.00
Volume	13,504	23,880	10,376	76.8%	47,033

Daily Pivots for day following 10-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	78.78	78.25	75.88
R3	77.51	76.98	75.53
R2	76.24	76.24	75.41
R1	75.71	75.71	75.30	75.34
PP	74.97	74.97	74.97	74.79
S1	74.44	74.44	75.06	74.07
S2	73.70	73.70	74.95
S3	72.43	73.17	74.83
S4	71.16	71.90	74.48

Weekly Pivots for week ending 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.43	83.71	74.51
R3	81.97	79.25	73.29
R2	77.51	77.51	72.88
R1	74.79	74.79	72.47	73.92
PP	73.05	73.05	73.05	72.62
S1	70.33	70.33	71.65	69.46
S2	68.59	68.59	71.24
S3	64.13	65.87	70.83
S4	59.67	61.41	69.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.79	71.32	4.47	5.9%	1.62	2.2%	86%	False	False	14,224
10	77.84	71.32	6.52	8.7%	1.74	2.3%	59%	False	False	10,605
20	79.39	71.32	8.07	10.7%	1.84	2.5%	48%	False	False	9,378
40	80.55	68.44	12.11	16.1%	1.80	2.4%	56%	False	False	9,165

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	0.34
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	80.90
2.618	78.82
1.618	77.55
1.000	76.77
0.618	76.28
HIGH	75.50
0.618	75.01
0.500	74.87
0.382	74.72
LOW	74.23
0.618	73.45
1.000	72.96
1.618	72.18
2.618	70.91
4.250	68.83

Fisher Pivots for day following 10-Sep-2009
Pivot	1 day	3 day
R1	75.08	74.69
PP	74.97	74.20
S1	74.87	73.71

Download as Excel Spreadsheet

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

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