NYMEX Light Sweet Crude Oil Future November 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	71.20	70.11	-1.09	-1.5%	73.70
High	71.20	73.00	1.80	2.5%	75.22
Low	68.90	69.28	0.38	0.6%	70.75
Close	70.24	72.30	2.06	2.9%	71.06
Range	2.30	3.72	1.42	61.7%	4.47
ATR	2.41	2.50	0.09	3.9%	0.00
Volume	42,851	32,323	-10,528	-24.6%	276,464

Daily Pivots for day following 18-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	82.69	81.21	74.35
R3	78.97	77.49	73.32
R2	75.25	75.25	72.98
R1	73.77	73.77	72.64	74.51
PP	71.53	71.53	71.53	71.90
S1	70.05	70.05	71.96	70.79
S2	67.81	67.81	71.62
S3	64.09	66.33	71.28
S4	60.37	62.61	70.25

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.75	82.88	73.52
R3	81.28	78.41	72.29
R2	76.81	76.81	71.88
R1	73.94	73.94	71.47	73.14
PP	72.34	72.34	72.34	71.95
S1	69.47	69.47	70.65	68.67
S2	67.87	67.87	70.24
S3	63.40	65.00	69.83
S4	58.93	60.53	68.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.22	68.90	6.32	8.7%	2.81	3.9%	54%	False	False	51,114
10	75.89	68.90	6.99	9.7%	2.41	3.3%	49%	False	False	48,137
20	75.89	66.41	9.48	13.1%	2.51	3.5%	62%	False	False	42,188
40	75.89	61.38	14.51	20.1%	2.42	3.3%	75%	False	False	27,815
60	75.89	61.38	14.51	20.1%	2.21	3.1%	75%	False	False	21,601
80	75.89	54.20	21.69	30.0%	2.02	2.8%	83%	False	False	17,727
100	75.89	54.20	21.69	30.0%	1.88	2.6%	83%	False	False	15,069
120	75.89	47.48	28.41	39.3%	1.86	2.6%	87%	False	False	13,354

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	0.61
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	88.81
2.618	82.74
1.618	79.02
1.000	76.72
0.618	75.30
HIGH	73.00
0.618	71.58
0.500	71.14
0.382	70.70
LOW	69.28
0.618	66.98
1.000	65.56
1.618	63.26
2.618	59.54
4.250	53.47

Fisher Pivots for day following 18-Aug-2009
Pivot	1 day	3 day
R1	71.91	72.17
PP	71.53	72.03
S1	71.14	71.90

Download as Excel Spreadsheet

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

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