NYMEX Light Sweet Crude Oil Future July 2009

Trading Metrics calculated at close of trading on 19-Sep-2008

Day Change Summary
	Previous	Current
	18-Sep-2008	19-Sep-2008	Change	Change %	Previous Week
Open	98.47	102.79	4.32	4.4%	100.00
High	98.51	103.50	4.99	5.1%	103.50
Low	97.90	101.33	3.43	3.5%	92.67
Close	99.04	103.52	4.48	4.5%	103.52
Range	0.61	2.17	1.56	255.7%	10.83
ATR	2.55	2.69	0.14	5.3%	0.00
Volume	1,270	908	-362	-28.5%	4,908

Daily Pivots for day following 19-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	109.29	108.58	104.71
R3	107.12	106.41	104.12
R2	104.95	104.95	103.92
R1	104.24	104.24	103.72	104.60
PP	102.78	102.78	102.78	102.96
S1	102.07	102.07	103.32	102.43
S2	100.61	100.61	103.12
S3	98.44	99.90	102.92
S4	96.27	97.73	102.33

Weekly Pivots for week ending 19-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	132.39	128.78	109.48
R3	121.56	117.95	106.50
R2	110.73	110.73	105.51
R1	107.12	107.12	104.51	108.93
PP	99.90	99.90	99.90	100.80
S1	96.29	96.29	102.53	98.10
S2	89.07	89.07	101.53
S3	78.24	85.46	100.54
S4	67.41	74.63	97.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.50	92.67	10.83	10.5%	2.36	2.3%	100%	True	False	981
10	109.15	92.67	16.48	15.9%	1.49	1.4%	66%	False	False	690
20	120.29	92.67	27.62	26.7%	1.08	1.0%	39%	False	False	608

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	0.22
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112.72
2.618	109.18
1.618	107.01
1.000	105.67
0.618	104.84
HIGH	103.50
0.618	102.67
0.500	102.42
0.382	102.16
LOW	101.33
0.618	99.99
1.000	99.16
1.618	97.82
2.618	95.65
4.250	92.11

Fisher Pivots for day following 19-Sep-2008
Pivot	1 day	3 day
R1	103.15	101.71
PP	102.78	99.90
S1	102.42	98.09

Download as Excel Spreadsheet

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

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