NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 31-Aug-2009

Day Change Summary
	Previous	Current
	28-Aug-2009	31-Aug-2009	Change	Change %	Previous Week
Open	77.38	75.48	-1.90	-2.5%	79.00
High	77.84	75.48	-2.36	-3.0%	79.21
Low	76.50	73.95	-2.55	-3.3%	75.32
Close	77.36	74.70	-2.66	-3.4%	77.36
Range	1.34	1.53	0.19	14.2%	3.89
ATR	1.87	1.98	0.11	5.9%	0.00
Volume	7,843	8,803	960	12.2%	34,064

Daily Pivots for day following 31-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	79.30	78.53	75.54
R3	77.77	77.00	75.12
R2	76.24	76.24	74.98
R1	75.47	75.47	74.84	75.09
PP	74.71	74.71	74.71	74.52
S1	73.94	73.94	74.56	73.56
S2	73.18	73.18	74.42
S3	71.65	72.41	74.28
S4	70.12	70.88	73.86

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	88.97	87.05	79.50
R3	85.08	83.16	78.43
R2	81.19	81.19	78.07
R1	79.27	79.27	77.72	78.29
PP	77.30	77.30	77.30	76.80
S1	75.38	75.38	77.00	74.40
S2	73.41	73.41	76.65
S3	69.52	71.49	76.29
S4	65.63	67.60	75.22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.00	73.95	5.05	6.8%	1.88	2.5%	15%	False	True	7,219
10	79.24	73.95	5.29	7.1%	1.85	2.5%	14%	False	True	8,014
20	80.55	73.95	6.60	8.8%	1.76	2.4%	11%	False	True	8,479
40	80.55	65.66	14.89	19.9%	1.77	2.4%	61%	False	False	8,139

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.45
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.98
2.618	79.49
1.618	77.96
1.000	77.01
0.618	76.43
HIGH	75.48
0.618	74.90
0.500	74.72
0.382	74.53
LOW	73.95
0.618	73.00
1.000	72.42
1.618	71.47
2.618	69.94
4.250	67.45

Fisher Pivots for day following 31-Aug-2009
Pivot	1 day	3 day
R1	74.72	75.90
PP	74.71	75.50
S1	74.71	75.10

Download as Excel Spreadsheet

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

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