NYMEX Light Sweet Crude Oil Future June 2009

Trading Metrics calculated at close of trading on 17-Sep-2008

Day Change Summary
	Previous	Current
	16-Sep-2008	17-Sep-2008	Change	Change %	Previous Week
Open	93.37	95.96	2.59	2.8%	110.20
High	95.40	98.03	2.63	2.8%	112.04
Low	92.50	92.86	0.36	0.4%	102.75
Close	92.73	97.82	5.09	5.5%	103.63
Range	2.90	5.17	2.27	78.3%	9.29
ATR	3.45	3.58	0.13	3.8%	0.00
Volume	3,735	14,663	10,928	292.6%	28,694

Daily Pivots for day following 17-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	111.75	109.95	100.66
R3	106.58	104.78	99.24
R2	101.41	101.41	98.77
R1	99.61	99.61	98.29	100.51
PP	96.24	96.24	96.24	96.69
S1	94.44	94.44	97.35	95.34
S2	91.07	91.07	96.87
S3	85.90	89.27	96.40
S4	80.73	84.10	94.98

Weekly Pivots for week ending 12-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	134.01	128.11	108.74
R3	124.72	118.82	106.18
R2	115.43	115.43	105.33
R1	109.53	109.53	104.48	107.84
PP	106.14	106.14	106.14	105.29
S1	100.24	100.24	102.78	98.55
S2	96.85	96.85	101.93
S3	87.56	90.95	101.08
S4	78.27	81.66	98.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	104.30	92.50	11.80	12.1%	3.33	3.4%	45%	False	False	7,612
10	113.10	92.50	20.60	21.1%	3.17	3.2%	26%	False	False	6,190
20	123.85	92.50	31.35	32.0%	2.93	3.0%	17%	False	False	4,571
40	129.90	92.50	37.40	38.2%	2.59	2.6%	14%	False	False	4,144

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	0.59
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120.00
2.618	111.57
1.618	106.40
1.000	103.20
0.618	101.23
HIGH	98.03
0.618	96.06
0.500	95.45
0.382	94.83
LOW	92.86
0.618	89.66
1.000	87.69
1.618	84.49
2.618	79.32
4.250	70.89

Fisher Pivots for day following 17-Sep-2008
Pivot	1 day	3 day
R1	97.03	97.71
PP	96.24	97.61
S1	95.45	97.50

Download as Excel Spreadsheet

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

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