NYMEX Light Sweet Crude Oil Future July 2010

Trading Metrics calculated at close of trading on 29-Sep-2009

Day Change Summary
	Previous	Current
	28-Sep-2009	29-Sep-2009	Change	Change %	Previous Week
Open	70.57	71.05	0.48	0.7%	74.67
High	71.39	71.50	0.11	0.2%	75.55
Low	70.57	70.45	-0.12	-0.2%	70.06
Close	71.01	70.93	-0.08	-0.1%	70.37
Range	0.82	1.05	0.23	28.0%	5.49
ATR	1.75	1.70	-0.05	-2.9%	0.00
Volume	2,171	459	-1,712	-78.9%	14,223

Daily Pivots for day following 29-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	74.11	73.57	71.51
R3	73.06	72.52	71.22
R2	72.01	72.01	71.12
R1	71.47	71.47	71.03	71.22
PP	70.96	70.96	70.96	70.83
S1	70.42	70.42	70.83	70.17
S2	69.91	69.91	70.74
S3	68.86	69.37	70.64
S4	67.81	68.32	70.35

Weekly Pivots for week ending 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	88.46	84.91	73.39
R3	82.97	79.42	71.88
R2	77.48	77.48	71.38
R1	73.93	73.93	70.87	72.96
PP	71.99	71.99	71.99	71.51
S1	68.44	68.44	69.87	67.47
S2	66.50	66.50	69.36
S3	61.01	62.95	68.86
S4	55.52	57.46	67.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.66	70.06	4.60	6.5%	1.48	2.1%	19%	False	False	2,517
10	76.87	70.06	6.81	9.6%	1.24	1.7%	13%	False	False	2,252
20	76.87	70.06	6.81	9.6%	1.45	2.0%	13%	False	False	3,114
40	80.84	70.06	10.78	15.2%	1.52	2.1%	8%	False	False	2,768

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.10
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	75.96
2.618	74.25
1.618	73.20
1.000	72.55
0.618	72.15
HIGH	71.50
0.618	71.10
0.500	70.98
0.382	70.85
LOW	70.45
0.618	69.80
1.000	69.40
1.618	68.75
2.618	67.70
4.250	65.99

Fisher Pivots for day following 29-Sep-2009
Pivot	1 day	3 day
R1	70.98	70.88
PP	70.96	70.83
S1	70.95	70.78

Download as Excel Spreadsheet

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

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