NYMEX Light Sweet Crude Oil Future June 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	75.08	76.62	1.54	2.1%	78.98
High	77.15	79.06	1.91	2.5%	79.39
Low	74.35	76.40	2.05	2.8%	75.52
Close	77.03	79.02	1.99	2.6%	75.83
Range	2.80	2.66	-0.14	-5.0%	3.87
ATR	1.96	2.01	0.05	2.5%	0.00
Volume	6,167	8,615	2,448	39.7%	35,505

Daily Pivots for day following 19-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.14	85.24	80.48
R3	83.48	82.58	79.75
R2	80.82	80.82	79.51
R1	79.92	79.92	79.26	80.37
PP	78.16	78.16	78.16	78.39
S1	77.26	77.26	78.78	77.71
S2	75.50	75.50	78.53
S3	72.84	74.60	78.29
S4	70.18	71.94	77.56

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	88.52	86.05	77.96
R3	84.65	82.18	76.89
R2	80.78	80.78	76.54
R1	78.31	78.31	76.18	77.61
PP	76.91	76.91	76.91	76.57
S1	74.44	74.44	75.48	73.74
S2	73.04	73.04	75.12
S3	69.17	70.57	74.77
S4	65.30	66.70	73.70

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.39	74.00	5.39	6.8%	2.28	2.9%	93%	False	False	7,796
10	80.55	74.00	6.55	8.3%	1.88	2.4%	77%	False	False	7,735
20	80.55	72.33	8.22	10.4%	1.88	2.4%	81%	False	False	9,229

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.27
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	90.37
2.618	86.02
1.618	83.36
1.000	81.72
0.618	80.70
HIGH	79.06
0.618	78.04
0.500	77.73
0.382	77.42
LOW	76.40
0.618	74.76
1.000	73.74
1.618	72.10
2.618	69.44
4.250	65.10

Fisher Pivots for day following 19-Aug-2009
Pivot	1 day	3 day
R1	78.59	78.19
PP	78.16	77.36
S1	77.73	76.53

Download as Excel Spreadsheet

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

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