NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 27-Aug-2009

Day Change Summary
	Previous	Current
	26-Aug-2009	27-Aug-2009	Change	Change %	Previous Week
Open	74.57	74.01	-0.56	-0.8%	72.94
High	74.95	75.84	0.89	1.2%	77.61
Low	74.03	73.61	-0.42	-0.6%	72.24
Close	74.95	75.79	0.84	1.1%	77.27
Range	0.92	2.23	1.31	142.4%	5.37
ATR	1.76	1.79	0.03	1.9%	0.00
Volume	3,653	7,846	4,193	114.8%	19,329

Daily Pivots for day following 27-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	81.77	81.01	77.02
R3	79.54	78.78	76.40
R2	77.31	77.31	76.20
R1	76.55	76.55	75.99	76.93
PP	75.08	75.08	75.08	75.27
S1	74.32	74.32	75.59	74.70
S2	72.85	72.85	75.38
S3	70.62	72.09	75.18
S4	68.39	69.86	74.56

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	73.61	4.17	5.5%	1.49	2.0%	52%	False	True	5,089
10	77.78	72.24	5.54	7.3%	1.88	2.5%	64%	False	False	4,332
20	78.75	72.19	6.56	8.7%	1.61	2.1%	55%	False	False	3,947
40	78.75	64.26	14.49	19.1%	1.41	1.9%	80%	False	False	3,815

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	0.27
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	85.32
2.618	81.68
1.618	79.45
1.000	78.07
0.618	77.22
HIGH	75.84
0.618	74.99
0.500	74.73
0.382	74.46
LOW	73.61
0.618	72.23
1.000	71.38
1.618	70.00
2.618	67.77
4.250	64.13

Fisher Pivots for day following 27-Aug-2009
Pivot	1 day	3 day
R1	75.44	75.75
PP	75.08	75.70
S1	74.73	75.66

Download as Excel Spreadsheet

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

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