NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 15-Sep-2009

Day Change Summary
	Previous	Current
	14-Sep-2009	15-Sep-2009	Change	Change %	Previous Week
Open	72.22	73.29	1.07	1.5%	71.63
High	73.24	74.71	1.47	2.0%	76.06
Low	72.22	72.63	0.41	0.6%	71.63
Close	73.20	74.70	1.50	2.0%	73.18
Range	1.02	2.08	1.06	103.9%	4.43
ATR	1.93	1.94	0.01	0.6%	0.00
Volume	12,910	8,911	-3,999	-31.0%	56,815

Daily Pivots for day following 15-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	80.25	79.56	75.84
R3	78.17	77.48	75.27
R2	76.09	76.09	75.08
R1	75.40	75.40	74.89	75.75
PP	74.01	74.01	74.01	74.19
S1	73.32	73.32	74.51	73.67
S2	71.93	71.93	74.32
S3	69.85	71.24	74.13
S4	67.77	69.16	73.56

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.91	84.48	75.62
R3	82.48	80.05	74.40
R2	78.05	78.05	73.99
R1	75.62	75.62	73.59	76.84
PP	73.62	73.62	73.62	74.23
S1	71.19	71.19	72.77	72.41
S2	69.19	69.19	72.37
S3	64.76	66.76	71.96
S4	60.33	62.33	70.74

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.06	72.22	3.84	5.1%	1.80	2.4%	65%	False	False	14,206
10	76.06	71.32	4.74	6.3%	1.90	2.5%	71%	False	False	11,686
20	79.24	71.32	7.92	10.6%	1.88	2.5%	43%	False	False	9,850
40	80.55	71.32	9.23	12.4%	1.84	2.5%	37%	False	False	9,440

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	0.36
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	83.55
2.618	80.16
1.618	78.08
1.000	76.79
0.618	76.00
HIGH	74.71
0.618	73.92
0.500	73.67
0.382	73.42
LOW	72.63
0.618	71.34
1.000	70.55
1.618	69.26
2.618	67.18
4.250	63.79

Fisher Pivots for day following 15-Sep-2009
Pivot	1 day	3 day
R1	74.36	74.51
PP	74.01	74.33
S1	73.67	74.14

Download as Excel Spreadsheet

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

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