NYMEX Light Sweet Crude Oil Future February 2010

Trading Metrics calculated at close of trading on 07-Aug-2009

Day Change Summary
	Previous	Current
	06-Aug-2009	07-Aug-2009	Change	Change %	Previous Week
Open	77.91	77.71	-0.20	-0.3%	76.53
High	77.98	78.00	0.02	0.0%	78.00
Low	77.11	76.44	-0.67	-0.9%	75.65
Close	77.69	76.44	-1.25	-1.6%	76.44
Range	0.87	1.56	0.69	79.3%	2.35
ATR	1.71	1.70	-0.01	-0.6%	0.00
Volume	5,945	5,698	-247	-4.2%	31,261

Daily Pivots for day following 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	81.64	80.60	77.30
R3	80.08	79.04	76.87
R2	78.52	78.52	76.73
R1	77.48	77.48	76.58	77.22
PP	76.96	76.96	76.96	76.83
S1	75.92	75.92	76.30	75.66
S2	75.40	75.40	76.15
S3	73.84	74.36	76.01
S4	72.28	72.80	75.58

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	83.75	82.44	77.73
R3	81.40	80.09	77.09
R2	79.05	79.05	76.87
R1	77.74	77.74	76.66	77.22
PP	76.70	76.70	76.70	76.44
S1	75.39	75.39	76.22	74.87
S2	74.35	74.35	76.01
S3	72.00	73.04	75.79
S4	69.65	70.69	75.15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.00	75.65	2.35	3.1%	1.24	1.6%	34%	True	False	6,252
10	78.00	69.73	8.27	10.8%	1.58	2.1%	81%	True	False	5,790
20	78.00	63.61	14.39	18.8%	1.39	1.8%	89%	True	False	5,043
40	78.00	63.61	14.39	18.8%	1.16	1.5%	89%	True	False	3,945

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	84.63
2.618	82.08
1.618	80.52
1.000	79.56
0.618	78.96
HIGH	78.00
0.618	77.40
0.500	77.22
0.382	77.04
LOW	76.44
0.618	75.48
1.000	74.88
1.618	73.92
2.618	72.36
4.250	69.81

Fisher Pivots for day following 07-Aug-2009
Pivot	1 day	3 day
R1	77.22	77.22
PP	76.96	76.96
S1	76.70	76.70

Download as Excel Spreadsheet

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

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