NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 13-Aug-2009

Day Change Summary
	Previous	Current
	12-Aug-2009	13-Aug-2009	Change	Change %	Previous Week
Open	75.83	76.73	0.90	1.2%	76.96
High	76.66	77.83	1.17	1.5%	78.75
Low	75.83	76.04	0.21	0.3%	76.60
Close	76.39	76.74	0.35	0.5%	77.06
Range	0.83	1.79	0.96	115.7%	2.15
ATR	1.64	1.65	0.01	0.7%	0.00
Volume	2,277	3,622	1,345	59.1%	22,718

Daily Pivots for day following 13-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	82.24	81.28	77.72
R3	80.45	79.49	77.23
R2	78.66	78.66	77.07
R1	77.70	77.70	76.90	78.18
PP	76.87	76.87	76.87	77.11
S1	75.91	75.91	76.58	76.39
S2	75.08	75.08	76.41
S3	73.29	74.12	76.25
S4	71.50	72.33	75.76

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	83.92	82.64	78.24
R3	81.77	80.49	77.65
R2	79.62	79.62	77.45
R1	78.34	78.34	77.26	78.98
PP	77.47	77.47	77.47	77.79
S1	76.19	76.19	76.86	76.83
S2	75.32	75.32	76.67
S3	73.17	74.04	76.47
S4	71.02	71.89	75.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.04	75.74	2.30	3.0%	1.23	1.6%	43%	False	False	2,637
10	78.75	72.19	6.56	8.5%	1.34	1.8%	69%	False	False	3,562
20	78.75	69.50	9.25	12.1%	1.35	1.8%	78%	False	False	3,907

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	0.22
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	85.44
2.618	82.52
1.618	80.73
1.000	79.62
0.618	78.94
HIGH	77.83
0.618	77.15
0.500	76.94
0.382	76.72
LOW	76.04
0.618	74.93
1.000	74.25
1.618	73.14
2.618	71.35
4.250	68.43

Fisher Pivots for day following 13-Aug-2009
Pivot	1 day	3 day
R1	76.94	76.79
PP	76.87	76.77
S1	76.81	76.76

Download as Excel Spreadsheet

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

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