NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 23-Sep-2009

Day Change Summary
	Previous	Current
	22-Sep-2009	23-Sep-2009	Change	Change %	Previous Week
Open	73.60	74.71	1.11	1.5%	72.22
High	75.29	75.03	-0.26	-0.3%	76.70
Low	73.60	72.25	-1.35	-1.8%	72.22
Close	75.12	72.88	-2.24	-3.0%	76.10
Range	1.69	2.78	1.09	64.5%	4.48
ATR	1.90	1.97	0.07	3.7%	0.00
Volume	9,546	11,073	1,527	16.0%	48,994

Daily Pivots for day following 23-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	81.73	80.08	74.41
R3	78.95	77.30	73.64
R2	76.17	76.17	73.39
R1	74.52	74.52	73.13	73.96
PP	73.39	73.39	73.39	73.10
S1	71.74	71.74	72.63	71.18
S2	70.61	70.61	72.37
S3	67.83	68.96	72.12
S4	65.05	66.18	71.35

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	88.45	86.75	78.56
R3	83.97	82.27	77.33
R2	79.49	79.49	76.92
R1	77.79	77.79	76.51	78.64
PP	75.01	75.01	75.01	75.43
S1	73.31	73.31	75.69	74.16
S2	70.53	70.53	75.28
S3	66.05	68.83	74.87
S4	61.57	64.35	73.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.70	72.25	4.45	6.1%	1.92	2.6%	14%	False	True	9,354
10	76.70	72.22	4.48	6.1%	1.94	2.7%	15%	False	False	11,162
20	77.84	71.32	6.52	8.9%	1.86	2.5%	24%	False	False	10,082
40	80.55	71.32	9.23	12.7%	1.88	2.6%	17%	False	False	9,598

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	0.33
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	86.85
2.618	82.31
1.618	79.53
1.000	77.81
0.618	76.75
HIGH	75.03
0.618	73.97
0.500	73.64
0.382	73.31
LOW	72.25
0.618	70.53
1.000	69.47
1.618	67.75
2.618	64.97
4.250	60.44

Fisher Pivots for day following 23-Sep-2009
Pivot	1 day	3 day
R1	73.64	74.18
PP	73.39	73.74
S1	73.13	73.31

Download as Excel Spreadsheet

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

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