NYMEX Light Sweet Crude Oil Future July 2009

Trading Metrics calculated at close of trading on 15-Sep-2008

Day Change Summary
	Previous	Current
	12-Sep-2008	15-Sep-2008	Change	Change %	Previous Week
Open	103.89	100.00	-3.89	-3.7%	109.15
High	103.89	100.10	-3.79	-3.6%	109.15
Low	103.89	97.95	-5.94	-5.7%	103.33
Close	103.89	98.37	-5.52	-5.3%	103.89
Range	0.00	2.15	2.15		5.82
ATR	1.98	2.26	0.28	14.3%	0.00
Volume	174	960	786	451.7%	1,992

Daily Pivots for day following 15-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	105.26	103.96	99.55
R3	103.11	101.81	98.96
R2	100.96	100.96	98.76
R1	99.66	99.66	98.57	99.24
PP	98.81	98.81	98.81	98.59
S1	97.51	97.51	98.17	97.09
S2	96.66	96.66	97.98
S3	94.51	95.36	97.78
S4	92.36	93.21	97.19

Weekly Pivots for week ending 12-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	122.92	119.22	107.09
R3	117.10	113.40	105.49
R2	111.28	111.28	104.96
R1	107.58	107.58	104.42	106.52
PP	105.46	105.46	105.46	104.93
S1	101.76	101.76	103.36	100.70
S2	99.64	99.64	102.82
S3	93.82	95.94	102.29
S4	88.00	90.12	100.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106.94	97.95	8.99	9.1%	1.06	1.1%	5%	False	True	490
10	113.84	97.95	15.89	16.2%	0.77	0.8%	3%	False	True	479
20	123.73	97.95	25.78	26.2%	0.64	0.6%	2%	False	True	493

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.11
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	109.24
2.618	105.73
1.618	103.58
1.000	102.25
0.618	101.43
HIGH	100.10
0.618	99.28
0.500	99.03
0.382	98.77
LOW	97.95
0.618	96.62
1.000	95.80
1.618	94.47
2.618	92.32
4.250	88.81

Fisher Pivots for day following 15-Sep-2008
Pivot	1 day	3 day
R1	99.03	101.09
PP	98.81	100.18
S1	98.59	99.28

Download as Excel Spreadsheet

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

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