NYMEX Light Sweet Crude Oil Future July 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	74.79	74.66	-0.13	-0.2%	73.68
High	75.55	74.66	-0.89	-1.2%	76.87
Low	74.78	72.50	-2.28	-3.0%	72.94
Close	75.49	73.29	-2.20	-2.9%	76.47
Range	0.77	2.16	1.39	180.5%	3.93
ATR	1.71	1.80	0.09	5.3%	0.00
Volume	2,792	2,645	-147	-5.3%	10,439

Daily Pivots for day following 23-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	79.96	78.79	74.48
R3	77.80	76.63	73.88
R2	75.64	75.64	73.69
R1	74.47	74.47	73.49	73.98
PP	73.48	73.48	73.48	73.24
S1	72.31	72.31	73.09	71.82
S2	71.32	71.32	72.89
S3	69.16	70.15	72.70
S4	67.00	67.99	72.10

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	87.22	85.77	78.63
R3	83.29	81.84	77.55
R2	79.36	79.36	77.19
R1	77.91	77.91	76.83	78.64
PP	75.43	75.43	75.43	75.79
S1	73.98	73.98	76.11	74.71
S2	71.50	71.50	75.75
S3	67.57	70.05	75.39
S4	63.64	66.12	74.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.87	72.50	4.37	6.0%	1.10	1.5%	18%	False	True	2,027
10	76.87	72.50	4.37	6.0%	1.41	1.9%	18%	False	True	2,923
20	78.17	71.82	6.35	8.7%	1.39	1.9%	23%	False	False	3,025

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	83.84
2.618	80.31
1.618	78.15
1.000	76.82
0.618	75.99
HIGH	74.66
0.618	73.83
0.500	73.58
0.382	73.33
LOW	72.50
0.618	71.17
1.000	70.34
1.618	69.01
2.618	66.85
4.250	63.32

Fisher Pivots for day following 23-Sep-2009
Pivot	1 day	3 day
R1	73.58	74.03
PP	73.48	73.78
S1	73.39	73.54

Download as Excel Spreadsheet

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

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