NYMEX Light Sweet Crude Oil Future July 2010

Trading Metrics calculated at close of trading on 08-Sep-2009

Day Change Summary
	Previous	Current
	04-Sep-2009	08-Sep-2009	Change	Change %	Previous Week
Open	72.20	73.12	0.92	1.3%	75.55
High	72.70	75.61	2.91	4.0%	76.08
Low	71.82	73.12	1.30	1.8%	71.82
Close	72.41	74.95	2.54	3.5%	72.41
Range	0.88	2.49	1.61	183.0%	4.26
ATR	1.71	1.82	0.11	6.2%	0.00
Volume	5,421	2,487	-2,934	-54.1%	18,316

Daily Pivots for day following 08-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	82.03	80.98	76.32
R3	79.54	78.49	75.63
R2	77.05	77.05	75.41
R1	76.00	76.00	75.18	76.53
PP	74.56	74.56	74.56	74.82
S1	73.51	73.51	74.72	74.04
S2	72.07	72.07	74.49
S3	69.58	71.02	74.27
S4	67.09	68.53	73.58

Weekly Pivots for week ending 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.22	83.57	74.75
R3	81.96	79.31	73.58
R2	77.70	77.70	73.19
R1	75.05	75.05	72.80	74.25
PP	73.44	73.44	73.44	73.03
S1	70.79	70.79	72.02	69.99
S2	69.18	69.18	71.63
S3	64.92	66.53	71.24
S4	60.66	62.27	70.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.08	71.82	4.26	5.7%	1.64	2.2%	73%	False	False	3,860
10	78.91	71.82	7.09	9.5%	1.43	1.9%	44%	False	False	2,895
20	79.76	71.82	7.94	10.6%	1.63	2.2%	39%	False	False	2,746

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.19
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	86.19
2.618	82.13
1.618	79.64
1.000	78.10
0.618	77.15
HIGH	75.61
0.618	74.66
0.500	74.37
0.382	74.07
LOW	73.12
0.618	71.58
1.000	70.63
1.618	69.09
2.618	66.60
4.250	62.54

Fisher Pivots for day following 08-Sep-2009
Pivot	1 day	3 day
R1	74.76	74.54
PP	74.56	74.13
S1	74.37	73.72

Download as Excel Spreadsheet

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

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