NYMEX Light Sweet Crude Oil Future May 2010

Trading Metrics calculated at close of trading on 10-Aug-2009

Day Change Summary
	Previous	Current
	07-Aug-2009	10-Aug-2009	Change	Change %	Previous Week
Open	79.05	78.27	-0.78	-1.0%	77.65
High	79.05	78.57	-0.48	-0.6%	79.61
Low	78.62	78.27	-0.35	-0.4%	77.65
Close	78.10	78.43	0.33	0.4%	78.10
Range	0.43	0.30	-0.13	-30.2%	1.96
ATR	1.35	1.29	-0.06	-4.7%	0.00
Volume	2,574	1,649	-925	-35.9%	11,781

Daily Pivots for day following 10-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	79.32	79.18	78.60
R3	79.02	78.88	78.51
R2	78.72	78.72	78.49
R1	78.58	78.58	78.46	78.65
PP	78.42	78.42	78.42	78.46
S1	78.28	78.28	78.40	78.35
S2	78.12	78.12	78.38
S3	77.82	77.98	78.35
S4	77.52	77.68	78.27

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	84.33	83.18	79.18
R3	82.37	81.22	78.64
R2	80.41	80.41	78.46
R1	79.26	79.26	78.28	79.84
PP	78.45	78.45	78.45	78.74
S1	77.30	77.30	77.92	77.88
S2	76.49	76.49	77.74
S3	74.53	75.34	77.56
S4	72.57	73.38	77.02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.61	78.27	1.34	1.7%	0.57	0.7%	12%	False	True	2,252
10	79.61	71.82	7.79	9.9%	0.60	0.8%	85%	False	False	1,925
20	79.61	66.44	13.17	16.8%	0.65	0.8%	91%	False	False	2,123

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.04
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	79.85
2.618	79.36
1.618	79.06
1.000	78.87
0.618	78.76
HIGH	78.57
0.618	78.46
0.500	78.42
0.382	78.38
LOW	78.27
0.618	78.08
1.000	77.97
1.618	77.78
2.618	77.48
4.250	77.00

Fisher Pivots for day following 10-Aug-2009
Pivot	1 day	3 day
R1	78.43	78.86
PP	78.42	78.71
S1	78.42	78.57

Download as Excel Spreadsheet

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

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