NYMEX Light Sweet Crude Oil Future October 2009

Trading Metrics calculated at close of trading on 18-Aug-2009

Day Change Summary
	Previous	Current
	17-Aug-2009	18-Aug-2009	Change	Change %	Previous Week
Open	69.70	68.81	-0.89	-1.3%	72.54
High	69.78	71.98	2.20	3.2%	73.92
Low	67.42	67.94	0.52	0.8%	69.25
Close	68.81	71.09	2.28	3.3%	69.60
Range	2.36	4.04	1.68	71.2%	4.67
ATR	2.53	2.63	0.11	4.3%	0.00
Volume	148,353	143,205	-5,148	-3.5%	850,393

Daily Pivots for day following 18-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	82.46	80.81	73.31
R3	78.42	76.77	72.20
R2	74.38	74.38	71.83
R1	72.73	72.73	71.46	73.56
PP	70.34	70.34	70.34	70.75
S1	68.69	68.69	70.72	69.52
S2	66.30	66.30	70.35
S3	62.26	64.65	69.98
S4	58.22	60.61	68.87

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	84.93	81.94	72.17
R3	80.26	77.27	70.88
R2	75.59	75.59	70.46
R1	72.60	72.60	70.03	71.76
PP	70.92	70.92	70.92	70.51
S1	67.93	67.93	69.17	67.09
S2	66.25	66.25	68.74
S3	61.58	63.26	68.32
S4	56.91	58.59	67.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	73.92	67.42	6.50	9.1%	2.96	4.2%	56%	False	False	166,714
10	74.51	67.42	7.09	10.0%	2.55	3.6%	52%	False	False	146,646
20	74.51	64.69	9.82	13.8%	2.66	3.7%	65%	False	False	116,423
40	74.85	60.43	14.42	20.3%	2.52	3.6%	74%	False	False	72,937
60	75.27	60.43	14.84	20.9%	2.40	3.4%	72%	False	False	53,419
80	75.27	53.25	22.02	31.0%	2.22	3.1%	81%	False	False	42,350
100	75.27	53.00	22.27	31.3%	2.11	3.0%	81%	False	False	35,313
120	75.27	46.50	28.77	40.5%	2.04	2.9%	85%	False	False	30,419

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	0.62
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	89.15
2.618	82.56
1.618	78.52
1.000	76.02
0.618	74.48
HIGH	71.98
0.618	70.44
0.500	69.96
0.382	69.48
LOW	67.94
0.618	65.44
1.000	63.90
1.618	61.40
2.618	57.36
4.250	50.77

Fisher Pivots for day following 18-Aug-2009
Pivot	1 day	3 day
R1	70.71	70.89
PP	70.34	70.69
S1	69.96	70.50

Download as Excel Spreadsheet

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

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