NYMEX Light Sweet Crude Oil Future April 2010

Trading Metrics calculated at close of trading on 15-Sep-2009

Day Change Summary
	Previous	Current
	14-Sep-2009	15-Sep-2009	Change	Change %	Previous Week
Open	72.16	72.40	0.24	0.3%	73.28
High	72.16	73.44	1.28	1.8%	74.94
Low	71.76	71.89	0.13	0.2%	72.14
Close	72.04	73.61	1.57	2.2%	72.14
Range	0.40	1.55	1.15	287.5%	2.80
ATR	1.42	1.43	0.01	0.6%	0.00
Volume	4,229	2,622	-1,607	-38.0%	9,726

Daily Pivots for day following 15-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	77.63	77.17	74.46
R3	76.08	75.62	74.04
R2	74.53	74.53	73.89
R1	74.07	74.07	73.75	74.30
PP	72.98	72.98	72.98	73.10
S1	72.52	72.52	73.47	72.75
S2	71.43	71.43	73.33
S3	69.88	70.97	73.18
S4	68.33	69.42	72.76

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	81.47	79.61	73.68
R3	78.67	76.81	72.91
R2	75.87	75.87	72.65
R1	74.01	74.01	72.40	73.54
PP	73.07	73.07	73.07	72.84
S1	71.21	71.21	71.88	70.74
S2	70.27	70.27	71.63
S3	67.47	68.41	71.37
S4	64.67	65.61	70.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.94	71.76	3.18	4.3%	1.29	1.7%	58%	False	False	3,005
10	74.94	70.63	4.31	5.9%	1.09	1.5%	69%	False	False	2,692
20	78.20	70.63	7.57	10.3%	1.03	1.4%	39%	False	False	2,489
40	79.10	70.63	8.47	11.5%	1.05	1.4%	35%	False	False	2,485

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.21
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	80.03
2.618	77.50
1.618	75.95
1.000	74.99
0.618	74.40
HIGH	73.44
0.618	72.85
0.500	72.67
0.382	72.48
LOW	71.89
0.618	70.93
1.000	70.34
1.618	69.38
2.618	67.83
4.250	65.30

Fisher Pivots for day following 15-Sep-2009
Pivot	1 day	3 day
R1	73.30	73.50
PP	72.98	73.39
S1	72.67	73.28

Download as Excel Spreadsheet

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

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