NYMEX Light Sweet Crude Oil Future May 2010

Trading Metrics calculated at close of trading on 14-Aug-2009

Day Change Summary
	Previous	Current
	13-Aug-2009	14-Aug-2009	Change	Change %	Previous Week
Open	78.42	77.58	-0.84	-1.1%	78.27
High	78.42	77.58	-0.84	-1.1%	78.57
Low	77.70	75.25	-2.45	-3.2%	75.25
Close	77.77	75.31	-2.46	-3.2%	75.31
Range	0.72	2.33	1.61	223.6%	3.32
ATR	1.24	1.33	0.09	7.4%	0.00
Volume	1,902	3,701	1,799	94.6%	9,509

Daily Pivots for day following 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	83.04	81.50	76.59
R3	80.71	79.17	75.95
R2	78.38	78.38	75.74
R1	76.84	76.84	75.52	76.45
PP	76.05	76.05	76.05	75.85
S1	74.51	74.51	75.10	74.12
S2	73.72	73.72	74.88
S3	71.39	72.18	74.67
S4	69.06	69.85	74.03

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.34	84.14	77.14
R3	83.02	80.82	76.22
R2	79.70	79.70	75.92
R1	77.50	77.50	75.61	76.94
PP	76.38	76.38	76.38	76.10
S1	74.18	74.18	75.01	73.62
S2	73.06	73.06	74.70
S3	69.74	70.86	74.40
S4	66.42	67.54	73.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.57	75.25	3.32	4.4%	0.87	1.2%	2%	False	True	1,901
10	79.61	75.25	4.36	5.8%	0.75	1.0%	1%	False	True	2,129
20	79.61	71.82	7.79	10.3%	0.77	1.0%	45%	False	False	2,206

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 31 trading days

Fibonacci Retracements and Extensions
4.250	87.48
2.618	83.68
1.618	81.35
1.000	79.91
0.618	79.02
HIGH	77.58
0.618	76.69
0.500	76.42
0.382	76.14
LOW	75.25
0.618	73.81
1.000	72.92
1.618	71.48
2.618	69.15
4.250	65.35

Fisher Pivots for day following 14-Aug-2009
Pivot	1 day	3 day
R1	76.42	76.84
PP	76.05	76.33
S1	75.68	75.82

Download as Excel Spreadsheet

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

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