NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 05-Aug-2009

Day Change Summary
	Previous	Current
	04-Aug-2009	05-Aug-2009	Change	Change %	Previous Week
Open	76.91	78.26	1.35	1.8%	74.90
High	77.87	78.55	0.68	0.9%	75.05
Low	76.79	76.76	-0.03	0.0%	70.26
Close	77.82	78.55	0.73	0.9%	75.44
Range	1.08	1.79	0.71	65.7%	4.79
ATR	1.87	1.86	-0.01	-0.3%	0.00
Volume	6,106	4,630	-1,476	-24.2%	19,564

Daily Pivots for day following 05-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	83.32	82.73	79.53
R3	81.53	80.94	79.04
R2	79.74	79.74	78.88
R1	79.15	79.15	78.71	79.45
PP	77.95	77.95	77.95	78.10
S1	77.36	77.36	78.39	77.66
S2	76.16	76.16	78.22
S3	74.37	75.57	78.06
S4	72.58	73.78	77.57

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	87.95	86.49	78.07
R3	83.16	81.70	76.76
R2	78.37	78.37	76.32
R1	76.91	76.91	75.88	77.64
PP	73.58	73.58	73.58	73.95
S1	72.12	72.12	75.00	72.85
S2	68.79	68.79	74.56
S3	64.00	67.33	74.12
S4	59.21	62.54	72.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.55	71.52	7.03	8.9%	1.78	2.3%	100%	True	False	4,319
10	78.55	70.26	8.29	10.6%	1.55	2.0%	100%	True	False	4,732
20	78.55	64.26	14.29	18.2%	1.36	1.7%	100%	True	False	4,043

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	0.20
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	86.16
2.618	83.24
1.618	81.45
1.000	80.34
0.618	79.66
HIGH	78.55
0.618	77.87
0.500	77.66
0.382	77.44
LOW	76.76
0.618	75.65
1.000	74.97
1.618	73.86
2.618	72.07
4.250	69.15

Fisher Pivots for day following 05-Aug-2009
Pivot	1 day	3 day
R1	78.25	78.23
PP	77.95	77.90
S1	77.66	77.58

Download as Excel Spreadsheet

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

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