NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 01-Sep-2009

Day Change Summary
	Previous	Current
	31-Aug-2009	01-Sep-2009	Change	Change %	Previous Week
Open	75.48	75.00	-0.48	-0.6%	79.00
High	75.48	75.78	0.30	0.4%	79.21
Low	73.95	72.96	-0.99	-1.3%	75.32
Close	74.70	73.05	-1.65	-2.2%	77.36
Range	1.53	2.82	1.29	84.3%	3.89
ATR	1.98	2.04	0.06	3.0%	0.00
Volume	8,803	5,876	-2,927	-33.3%	34,064

Daily Pivots for day following 01-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	82.39	80.54	74.60
R3	79.57	77.72	73.83
R2	76.75	76.75	73.57
R1	74.90	74.90	73.31	74.42
PP	73.93	73.93	73.93	73.69
S1	72.08	72.08	72.79	71.60
S2	71.11	71.11	72.53
S3	68.29	69.26	72.27
S4	65.47	66.44	71.50

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	77.84	72.96	4.88	6.7%	1.88	2.6%	2%	False	True	7,312
10	79.24	72.96	6.28	8.6%	1.86	2.5%	1%	False	True	7,985
20	80.55	72.96	7.59	10.4%	1.81	2.5%	1%	False	True	7,996
40	80.55	65.66	14.89	20.4%	1.81	2.5%	50%	False	False	8,168

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.46
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	87.77
2.618	83.16
1.618	80.34
1.000	78.60
0.618	77.52
HIGH	75.78
0.618	74.70
0.500	74.37
0.382	74.04
LOW	72.96
0.618	71.22
1.000	70.14
1.618	68.40
2.618	65.58
4.250	60.98

Fisher Pivots for day following 01-Sep-2009
Pivot	1 day	3 day
R1	74.37	75.40
PP	73.93	74.62
S1	73.49	73.83

Download as Excel Spreadsheet

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

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