NYMEX Light Sweet Crude Oil Future November 2009

Trading Metrics calculated at close of trading on 27-Aug-2009

Day Change Summary
	Previous	Current
	26-Aug-2009	27-Aug-2009	Change	Change %	Previous Week
Open	72.10	72.17	0.07	0.1%	71.20
High	73.37	73.52	0.15	0.2%	75.50
Low	71.40	70.62	-0.78	-1.1%	68.90
Close	72.19	73.14	0.95	1.3%	74.82
Range	1.97	2.90	0.93	47.2%	6.60
ATR	2.49	2.52	0.03	1.2%	0.00
Volume	85,850	66,335	-19,515	-22.7%	293,786

Daily Pivots for day following 27-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	81.13	80.03	74.74
R3	78.23	77.13	73.94
R2	75.33	75.33	73.67
R1	74.23	74.23	73.41	74.78
PP	72.43	72.43	72.43	72.70
S1	71.33	71.33	72.87	71.88
S2	69.53	69.53	72.61
S3	66.63	68.43	72.34
S4	63.73	65.53	71.55

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	92.87	90.45	78.45
R3	86.27	83.85	76.64
R2	79.67	79.67	76.03
R1	77.25	77.25	75.43	78.46
PP	73.07	73.07	73.07	73.68
S1	70.65	70.65	74.22	71.86
S2	66.47	66.47	73.61
S3	59.87	64.05	73.01
S4	53.27	57.45	71.19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.55	70.62	4.93	6.7%	2.43	3.3%	51%	False	True	71,075
10	75.55	68.90	6.65	9.1%	2.80	3.8%	64%	False	False	64,076
20	75.89	68.47	7.42	10.1%	2.53	3.5%	63%	False	False	56,562
40	75.89	61.38	14.51	19.8%	2.41	3.3%	81%	False	False	39,262
60	75.89	61.38	14.51	19.8%	2.30	3.2%	81%	False	False	29,081
80	75.89	59.95	15.94	21.8%	2.14	2.9%	83%	False	False	23,606
100	75.89	54.20	21.69	29.7%	1.96	2.7%	87%	False	False	19,801
120	75.89	49.00	26.89	36.8%	1.92	2.6%	90%	False	False	17,326

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.71
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	85.85
2.618	81.11
1.618	78.21
1.000	76.42
0.618	75.31
HIGH	73.52
0.618	72.41
0.500	72.07
0.382	71.73
LOW	70.62
0.618	68.83
1.000	67.72
1.618	65.93
2.618	63.03
4.250	58.30

Fisher Pivots for day following 27-Aug-2009
Pivot	1 day	3 day
R1	72.78	73.12
PP	72.43	73.10
S1	72.07	73.09

Download as Excel Spreadsheet

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

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