NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 25-Aug-2009

Day Change Summary
	Previous	Current
	24-Aug-2009	25-Aug-2009	Change	Change %	Previous Week
Open	77.57	76.90	-0.67	-0.9%	72.94
High	77.78	77.71	-0.07	-0.1%	77.61
Low	77.33	74.84	-2.49	-3.2%	72.24
Close	77.49	75.32	-2.17	-2.8%	77.27
Range	0.45	2.87	2.42	537.8%	5.37
ATR	1.71	1.80	0.08	4.8%	0.00
Volume	5,542	2,592	-2,950	-53.2%	19,329

Daily Pivots for day following 25-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	84.57	82.81	76.90
R3	81.70	79.94	76.11
R2	78.83	78.83	75.85
R1	77.07	77.07	75.58	76.52
PP	75.96	75.96	75.96	75.68
S1	74.20	74.20	75.06	73.65
S2	73.09	73.09	74.79
S3	70.22	71.33	74.53
S4	67.35	68.46	73.74

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	91.82	89.91	80.22
R3	86.45	84.54	78.75
R2	81.08	81.08	78.25
R1	79.17	79.17	77.76	80.13
PP	75.71	75.71	75.71	76.18
S1	73.80	73.80	76.78	74.76
S2	70.34	70.34	76.29
S3	64.97	68.43	75.79
S4	59.60	63.06	74.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.78	74.31	3.47	4.6%	1.80	2.4%	29%	False	False	4,138
10	77.83	72.24	5.59	7.4%	1.82	2.4%	55%	False	False	3,772
20	78.75	70.26	8.49	11.3%	1.70	2.3%	60%	False	False	3,657

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	89.91
2.618	85.22
1.618	82.35
1.000	80.58
0.618	79.48
HIGH	77.71
0.618	76.61
0.500	76.28
0.382	75.94
LOW	74.84
0.618	73.07
1.000	71.97
1.618	70.20
2.618	67.33
4.250	62.64

Fisher Pivots for day following 25-Aug-2009
Pivot	1 day	3 day
R1	76.28	76.31
PP	75.96	75.98
S1	75.64	75.65

Download as Excel Spreadsheet

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

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