NYMEX Light Sweet Crude Oil Future May 2010

Trading Metrics calculated at close of trading on 05-Aug-2009

Day Change Summary
	Previous	Current
	04-Aug-2009	05-Aug-2009	Change	Change %	Previous Week
Open	78.46	78.89	0.43	0.5%	75.95
High	79.24	79.61	0.37	0.5%	76.62
Low	78.46	78.74	0.28	0.4%	71.82
Close	78.92	79.61	0.69	0.9%	76.62
Range	0.78	0.87	0.09	11.5%	4.80
ATR	1.49	1.45	-0.04	-3.0%	0.00
Volume	1,983	1,703	-280	-14.1%	7,580

Daily Pivots for day following 05-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	81.93	81.64	80.09
R3	81.06	80.77	79.85
R2	80.19	80.19	79.77
R1	79.90	79.90	79.69	80.05
PP	79.32	79.32	79.32	79.39
S1	79.03	79.03	79.53	79.18
S2	78.45	78.45	79.45
S3	77.58	78.16	79.37
S4	76.71	77.29	79.13

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	89.42	87.82	79.26
R3	84.62	83.02	77.94
R2	79.82	79.82	77.50
R1	78.22	78.22	77.06	79.02
PP	75.02	75.02	75.02	75.42
S1	73.42	73.42	76.18	74.22
S2	70.22	70.22	75.74
S3	65.42	68.62	75.30
S4	60.62	63.82	73.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.61	74.69	4.92	6.2%	0.92	1.2%	100%	True	False	1,671
10	79.61	71.82	7.79	9.8%	0.75	0.9%	100%	True	False	2,310
20	79.61	65.75	13.86	17.4%	0.64	0.8%	100%	True	False	2,076

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	0.03
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	83.31
2.618	81.89
1.618	81.02
1.000	80.48
0.618	80.15
HIGH	79.61
0.618	79.28
0.500	79.18
0.382	79.07
LOW	78.74
0.618	78.20
1.000	77.87
1.618	77.33
2.618	76.46
4.250	75.04

Fisher Pivots for day following 05-Aug-2009
Pivot	1 day	3 day
R1	79.47	79.28
PP	79.32	78.96
S1	79.18	78.63

Download as Excel Spreadsheet

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

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