NYMEX Light Sweet Crude Oil Future April 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	75.36	74.98	-0.38	-0.5%	72.85
High	75.36	76.14	0.78	1.0%	78.00
Low	74.93	74.73	-0.20	-0.3%	72.80
Close	75.50	76.33	0.83	1.1%	77.76
Range	0.43	1.41	0.98	227.9%	5.20
ATR	1.40	1.40	0.00	0.0%	0.00
Volume	1,389	1,847	458	33.0%	11,433

Daily Pivots for day following 27-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	79.96	79.56	77.11
R3	78.55	78.15	76.72
R2	77.14	77.14	76.59
R1	76.74	76.74	76.46	76.94
PP	75.73	75.73	75.73	75.84
S1	75.33	75.33	76.20	75.53
S2	74.32	74.32	76.07
S3	72.91	73.92	75.94
S4	71.50	72.51	75.55

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	91.79	89.97	80.62
R3	86.59	84.77	79.19
R2	81.39	81.39	78.71
R1	79.57	79.57	78.24	80.48
PP	76.19	76.19	76.19	76.64
S1	74.37	74.37	77.28	75.28
S2	70.99	70.99	76.81
S3	65.79	69.17	76.33
S4	60.59	63.97	74.90

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.20	74.73	3.47	4.5%	0.73	1.0%	46%	False	True	2,239
10	78.20	72.80	5.40	7.1%	1.12	1.5%	65%	False	False	2,278
20	79.10	72.80	6.30	8.3%	1.02	1.3%	56%	False	False	2,050
40	79.10	65.05	14.05	18.4%	0.86	1.1%	80%	False	False	2,237

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.03
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	82.13
2.618	79.83
1.618	78.42
1.000	77.55
0.618	77.01
HIGH	76.14
0.618	75.60
0.500	75.44
0.382	75.27
LOW	74.73
0.618	73.86
1.000	73.32
1.618	72.45
2.618	71.04
4.250	68.74

Fisher Pivots for day following 27-Aug-2009
Pivot	1 day	3 day
R1	76.03	76.03
PP	75.73	75.73
S1	75.44	75.44

Download as Excel Spreadsheet

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

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