NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 19-Aug-2009

Day Change Summary
	Previous	Current
	18-Aug-2009	19-Aug-2009	Change	Change %	Previous Week
Open	71.00	73.71	2.71	3.8%	74.47
High	73.85	75.90	2.05	2.8%	75.97
Low	70.18	71.87	1.69	2.4%	71.68
Close	73.17	75.56	2.39	3.3%	72.00
Range	3.67	4.03	0.36	9.8%	4.29
ATR	2.48	2.59	0.11	4.5%	0.00
Volume	39,097	51,273	12,176	31.1%	233,816

Daily Pivots for day following 19-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.53	85.08	77.78
R3	82.50	81.05	76.67
R2	78.47	78.47	76.30
R1	77.02	77.02	75.93	77.75
PP	74.44	74.44	74.44	74.81
S1	72.99	72.99	75.19	73.72
S2	70.41	70.41	74.82
S3	66.38	68.96	74.45
S4	62.35	64.93	73.34

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.09	83.33	74.36
R3	81.80	79.04	73.18
R2	77.51	77.51	72.79
R1	74.75	74.75	72.39	73.99
PP	73.22	73.22	73.22	72.83
S1	70.46	70.46	71.61	69.70
S2	68.93	68.93	71.21
S3	64.64	66.17	70.82
S4	60.35	61.88	69.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.97	69.87	6.10	8.1%	3.19	4.2%	93%	False	False	45,927
10	76.87	69.87	7.00	9.3%	2.55	3.4%	81%	False	False	46,681
20	76.87	67.58	9.29	12.3%	2.56	3.4%	86%	False	False	50,884
40	76.87	62.21	14.66	19.4%	2.48	3.3%	91%	False	False	45,018
60	76.87	62.21	14.66	19.4%	2.39	3.2%	91%	False	False	42,324
80	76.87	55.21	21.66	28.7%	2.27	3.0%	94%	False	False	37,373
100	76.87	54.92	21.95	29.0%	2.27	3.0%	94%	False	False	33,718
120	76.87	48.00	28.87	38.2%	2.30	3.1%	95%	False	False	31,874

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	0.70
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	93.03
2.618	86.45
1.618	82.42
1.000	79.93
0.618	78.39
HIGH	75.90
0.618	74.36
0.500	73.89
0.382	73.41
LOW	71.87
0.618	69.38
1.000	67.84
1.618	65.35
2.618	61.32
4.250	54.74

Fisher Pivots for day following 19-Aug-2009
Pivot	1 day	3 day
R1	75.00	74.67
PP	74.44	73.78
S1	73.89	72.89

Download as Excel Spreadsheet

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

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