NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 21-Aug-2009

Day Change Summary
	Previous	Current
	20-Aug-2009	21-Aug-2009	Change	Change %	Previous Week
Open	75.48	74.53	-0.95	-1.3%	72.04
High	75.74	76.16	0.42	0.6%	76.16
Low	74.22	73.75	-0.47	-0.6%	69.87
Close	74.52	75.48	0.96	1.3%	75.48
Range	1.52	2.41	0.89	58.6%	6.29
ATR	2.52	2.51	-0.01	-0.3%	0.00
Volume	91,076	55,195	-35,881	-39.4%	276,648

Daily Pivots for day following 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	82.36	81.33	76.81
R3	79.95	78.92	76.14
R2	77.54	77.54	75.92
R1	76.51	76.51	75.70	77.03
PP	75.13	75.13	75.13	75.39
S1	74.10	74.10	75.26	74.62
S2	72.72	72.72	75.04
S3	70.31	71.69	74.82
S4	67.90	69.28	74.15

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	92.71	90.38	78.94
R3	86.42	84.09	77.21
R2	80.13	80.13	76.63
R1	77.80	77.80	76.06	78.97
PP	73.84	73.84	73.84	74.42
S1	71.51	71.51	74.90	72.68
S2	67.55	67.55	74.33
S3	61.26	65.22	73.75
S4	54.97	58.93	72.02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.16	69.87	6.29	8.3%	2.76	3.7%	89%	True	False	55,329
10	76.16	69.87	6.29	8.3%	2.54	3.4%	89%	True	False	51,046
20	76.87	67.58	9.29	12.3%	2.55	3.4%	85%	False	False	51,769
40	76.87	62.21	14.66	19.4%	2.48	3.3%	91%	False	False	47,287
60	76.87	62.21	14.66	19.4%	2.38	3.2%	91%	False	False	43,691
80	76.87	56.46	20.41	27.0%	2.28	3.0%	93%	False	False	38,815
100	76.87	54.92	21.95	29.1%	2.26	3.0%	94%	False	False	34,798
120	76.87	48.76	28.11	37.2%	2.29	3.0%	95%	False	False	32,772

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	0.66
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	86.40
2.618	82.47
1.618	80.06
1.000	78.57
0.618	77.65
HIGH	76.16
0.618	75.24
0.500	74.96
0.382	74.67
LOW	73.75
0.618	72.26
1.000	71.34
1.618	69.85
2.618	67.44
4.250	63.51

Fisher Pivots for day following 21-Aug-2009
Pivot	1 day	3 day
R1	75.31	74.99
PP	75.13	74.50
S1	74.96	74.02

Download as Excel Spreadsheet

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

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