NYMEX Light Sweet Crude Oil Future July 2009

Trading Metrics calculated at close of trading on 09-Sep-2008

Day Change Summary
	Previous	Current
	08-Sep-2008	09-Sep-2008	Change	Change %	Previous Week
Open	109.15	105.11	-4.04	-3.7%	111.75
High	109.15	105.11	-4.04	-3.7%	113.84
Low	109.15	105.00	-4.15	-3.8%	108.95
Close	109.24	106.09	-3.15	-2.9%	109.40
Range	0.00	0.11	0.11		4.89
ATR	1.95	2.12	0.16	8.4%	0.00
Volume	500	313	-187	-37.4%	1,846

Daily Pivots for day following 09-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	105.73	106.02	106.15
R3	105.62	105.91	106.12
R2	105.51	105.51	106.11
R1	105.80	105.80	106.10	105.66
PP	105.40	105.40	105.40	105.33
S1	105.69	105.69	106.08	105.55
S2	105.29	105.29	106.07
S3	105.18	105.58	106.06
S4	105.07	105.47	106.03

Weekly Pivots for week ending 05-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	125.40	122.29	112.09
R3	120.51	117.40	110.74
R2	115.62	115.62	110.30
R1	112.51	112.51	109.85	111.62
PP	110.73	110.73	110.73	110.29
S1	107.62	107.62	108.95	106.73
S2	105.84	105.84	108.50
S3	100.95	102.73	108.06
S4	96.06	97.84	106.71

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113.00	105.00	8.00	7.5%	0.09	0.1%	14%	False	True	478
10	119.87	105.00	14.87	14.0%	0.38	0.4%	7%	False	True	463
20	123.73	105.00	18.73	17.7%	0.38	0.4%	6%	False	True	465

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	0.00
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	105.58
2.618	105.40
1.618	105.29
1.000	105.22
0.618	105.18
HIGH	105.11
0.618	105.07
0.500	105.06
0.382	105.04
LOW	105.00
0.618	104.93
1.000	104.89
1.618	104.82
2.618	104.71
4.250	104.53

Fisher Pivots for day following 09-Sep-2008
Pivot	1 day	3 day
R1	105.75	107.08
PP	105.40	106.75
S1	105.06	106.42

Download as Excel Spreadsheet

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

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