NYMEX Light Sweet Crude Oil Future May 2010

Trading Metrics calculated at close of trading on 25-Aug-2009

Day Change Summary
	Previous	Current
	24-Aug-2009	25-Aug-2009	Change	Change %	Previous Week
Open	78.43	78.22	-0.21	-0.3%	73.78
High	78.43	78.22	-0.21	-0.3%	78.32
Low	78.43	78.22	-0.21	-0.3%	73.54
Close	78.43	76.33	-2.10	-2.7%	78.23
Range
ATR	1.18	1.11	-0.07	-5.9%	0.00
Volume	1,391	2,112	721	51.8%	10,110

Daily Pivots for day following 25-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	77.59	76.96	76.33
R3	77.59	76.96	76.33
R2	77.59	77.59	76.33
R1	76.96	76.96	76.33	77.28
PP	77.59	77.59	77.59	77.75
S1	76.96	76.96	76.33	77.28
S2	77.59	77.59	76.33
S3	77.59	76.96	76.33
S4	77.59	76.96	76.33

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	91.04	89.41	80.86
R3	86.26	84.63	79.54
R2	81.48	81.48	79.11
R1	79.85	79.85	78.67	80.67
PP	76.70	76.70	76.70	77.10
S1	75.07	75.07	77.79	75.89
S2	71.92	71.92	77.35
S3	67.14	70.29	76.92
S4	62.36	65.51	75.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.43	76.53	1.90	2.5%	0.06	0.1%	-11%	False	False	2,065
10	78.43	73.54	4.89	6.4%	0.74	1.0%	57%	False	False	2,052
20	79.61	71.82	7.79	10.2%	0.68	0.9%	58%	False	False	1,924

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.08

Fibonacci Retracements and Extensions
4.250	78.22
2.618	78.22
1.618	78.22
1.000	78.22
0.618	78.22
HIGH	78.22
0.618	78.22
0.500	78.22
0.382	78.22
LOW	78.22
0.618	78.22
1.000	78.22
1.618	78.22
2.618	78.22
4.250	78.22

Fisher Pivots for day following 25-Aug-2009
Pivot	1 day	3 day
R1	78.22	78.33
PP	77.59	77.66
S1	76.96	77.00

Download as Excel Spreadsheet

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

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