NYMEX Light Sweet Crude Oil Future May 2010

Trading Metrics calculated at close of trading on 19-Aug-2009

Day Change Summary
	Previous	Current
	18-Aug-2009	19-Aug-2009	Change	Change %	Previous Week
Open	75.00	76.53	1.53	2.0%	78.27
High	76.58	76.53	-0.05	-0.1%	78.57
Low	74.40	76.53	2.13	2.9%	75.25
Close	76.53	78.57	2.04	2.7%	75.31
Range	2.18	0.00	-2.18	-100.0%	3.32
ATR	1.42	1.32	-0.10	-7.1%	0.00
Volume	2,082	2,289	207	9.9%	9,509

Daily Pivots for day following 19-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	77.21	77.89	78.57
R3	77.21	77.89	78.57
R2	77.21	77.21	78.57
R1	77.89	77.89	78.57	77.55
PP	77.21	77.21	77.21	77.04
S1	77.89	77.89	78.57	77.55
S2	77.21	77.21	78.57
S3	77.21	77.89	78.57
S4	77.21	77.89	78.57

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	78.42	73.54	4.88	6.2%	1.27	1.6%	103%	False	False	2,235
10	79.44	73.54	5.90	7.5%	0.86	1.1%	85%	False	False	2,101
20	79.61	71.82	7.79	9.9%	0.81	1.0%	87%	False	False	2,205

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.10
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	76.53
2.618	76.53
1.618	76.53
1.000	76.53
0.618	76.53
HIGH	76.53
0.618	76.53
0.500	76.53
0.382	76.53
LOW	76.53
0.618	76.53
1.000	76.53
1.618	76.53
2.618	76.53
4.250	76.53

Fisher Pivots for day following 19-Aug-2009
Pivot	1 day	3 day
R1	77.89	77.40
PP	77.21	76.23
S1	76.53	75.06

Download as Excel Spreadsheet

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

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