NYMEX Light Sweet Crude Oil Future October 2009

Trading Metrics calculated at close of trading on 25-Aug-2009

Day Change Summary
	Previous	Current
	24-Aug-2009	25-Aug-2009	Change	Change %	Previous Week
Open	73.75	73.97	0.22	0.3%	69.70
High	74.81	75.00	0.19	0.3%	74.72
Low	73.57	71.11	-2.46	-3.3%	67.42
Close	74.37	72.05	-2.32	-3.1%	73.89
Range	1.24	3.89	2.65	213.7%	7.30
ATR	2.58	2.67	0.09	3.6%	0.00
Volume	246,228	208,702	-37,526	-15.2%	1,144,984

Daily Pivots for day following 25-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	84.39	82.11	74.19
R3	80.50	78.22	73.12
R2	76.61	76.61	72.76
R1	74.33	74.33	72.41	73.53
PP	72.72	72.72	72.72	72.32
S1	70.44	70.44	71.69	69.64
S2	68.83	68.83	71.34
S3	64.94	66.55	70.98
S4	61.05	62.66	69.91

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	93.91	91.20	77.91
R3	86.61	83.90	75.90
R2	79.31	79.31	75.23
R1	76.60	76.60	74.56	77.96
PP	72.01	72.01	72.01	72.69
S1	69.30	69.30	73.22	70.66
S2	64.71	64.71	72.55
S3	57.41	62.00	71.88
S4	50.11	54.70	69.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.00	69.78	5.22	7.2%	2.78	3.9%	43%	True	False	261,671
10	75.00	67.42	7.58	10.5%	2.87	4.0%	61%	True	False	214,192
20	75.00	64.69	10.31	14.3%	2.85	4.0%	71%	True	False	162,735
40	75.00	60.43	14.57	20.2%	2.52	3.5%	80%	True	False	103,684
60	75.27	60.43	14.84	20.6%	2.49	3.4%	78%	False	False	74,204
80	75.27	58.66	16.61	23.1%	2.31	3.2%	81%	False	False	58,249
100	75.27	53.00	22.27	30.9%	2.17	3.0%	86%	False	False	48,006
120	75.27	48.64	26.63	37.0%	2.10	2.9%	88%	False	False	41,100

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.78
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	91.53
2.618	85.18
1.618	81.29
1.000	78.89
0.618	77.40
HIGH	75.00
0.618	73.51
0.500	73.06
0.382	72.60
LOW	71.11
0.618	68.71
1.000	67.22
1.618	64.82
2.618	60.93
4.250	54.58

Fisher Pivots for day following 25-Aug-2009
Pivot	1 day	3 day
R1	73.06	73.06
PP	72.72	72.72
S1	72.39	72.39

Download as Excel Spreadsheet

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

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