NYMEX Light Sweet Crude Oil Future February 2010

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

Day Change Summary
	Previous	Current
	18-Sep-2009	21-Sep-2009	Change	Change %	Previous Week
Open	74.05	74.16	0.11	0.1%	70.83
High	74.47	74.16	-0.31	-0.4%	74.79
Low	73.70	71.00	-2.70	-3.7%	70.45
Close	74.11	71.43	-2.68	-3.6%	74.11
Range	0.77	3.16	2.39	310.4%	4.34
ATR	1.77	1.87	0.10	5.6%	0.00
Volume	6,755	5,775	-980	-14.5%	31,715

Daily Pivots for day following 21-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	81.68	79.71	73.17
R3	78.52	76.55	72.30
R2	75.36	75.36	72.01
R1	73.39	73.39	71.72	72.80
PP	72.20	72.20	72.20	71.90
S1	70.23	70.23	71.14	69.64
S2	69.04	69.04	70.85
S3	65.88	67.07	70.56
S4	62.72	63.91	69.69

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.14	84.46	76.50
R3	81.80	80.12	75.30
R2	77.46	77.46	74.91
R1	75.78	75.78	74.51	76.62
PP	73.12	73.12	73.12	73.54
S1	71.44	71.44	73.71	72.28
S2	68.78	68.78	73.31
S3	64.44	67.10	72.92
S4	60.10	62.76	71.72

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.79	70.50	4.29	6.0%	1.83	2.6%	22%	False	False	5,944
10	74.79	70.45	4.34	6.1%	1.83	2.6%	23%	False	False	6,735
20	77.22	69.41	7.81	10.9%	1.79	2.5%	26%	False	False	6,246
40	78.00	69.41	8.59	12.0%	1.70	2.4%	24%	False	False	5,683
60	78.00	63.61	14.39	20.1%	1.50	2.1%	54%	False	False	5,118
80	78.00	63.61	14.39	20.1%	1.36	1.9%	54%	False	False	4,445

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	87.59
2.618	82.43
1.618	79.27
1.000	77.32
0.618	76.11
HIGH	74.16
0.618	72.95
0.500	72.58
0.382	72.21
LOW	71.00
0.618	69.05
1.000	67.84
1.618	65.89
2.618	62.73
4.250	57.57

Fisher Pivots for day following 21-Sep-2009
Pivot	1 day	3 day
R1	72.58	72.90
PP	72.20	72.41
S1	71.81	71.92

Download as Excel Spreadsheet

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

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