NYMEX Light Sweet Crude Oil Future June 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	79.00	78.11	-0.89	-1.1%	75.33
High	79.21	79.00	-0.21	-0.3%	79.24
Low	78.50	76.19	-2.31	-2.9%	74.00
Close	78.88	76.80	-2.08	-2.6%	78.68
Range	0.71	2.81	2.10	295.8%	5.24
ATR	1.85	1.92	0.07	3.7%	0.00
Volume	6,769	5,414	-1,355	-20.0%	42,718

Daily Pivots for day following 25-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.76	84.09	78.35
R3	82.95	81.28	77.57
R2	80.14	80.14	77.32
R1	78.47	78.47	77.06	77.90
PP	77.33	77.33	77.33	77.05
S1	75.66	75.66	76.54	75.09
S2	74.52	74.52	76.28
S3	71.71	72.85	76.03
S4	68.90	70.04	75.25

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	93.03	91.09	81.56
R3	87.79	85.85	80.12
R2	82.55	82.55	79.64
R1	80.61	80.61	79.16	81.58
PP	77.31	77.31	77.31	77.79
S1	75.37	75.37	78.20	76.34
S2	72.07	72.07	77.72
S3	66.83	70.13	77.24
S4	61.59	64.89	75.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.24	76.19	3.05	4.0%	1.83	2.4%	20%	False	True	8,659
10	79.39	74.00	5.39	7.0%	1.89	2.5%	52%	False	False	7,842
20	80.55	72.33	8.22	10.7%	1.91	2.5%	54%	False	False	9,114

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	0.30
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	90.94
2.618	86.36
1.618	83.55
1.000	81.81
0.618	80.74
HIGH	79.00
0.618	77.93
0.500	77.60
0.382	77.26
LOW	76.19
0.618	74.45
1.000	73.38
1.618	71.64
2.618	68.83
4.250	64.25

Fisher Pivots for day following 25-Aug-2009
Pivot	1 day	3 day
R1	77.60	77.72
PP	77.33	77.41
S1	77.07	77.11

Download as Excel Spreadsheet

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

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