NYMEX Light Sweet Crude Oil Future September 2010

Trading Metrics calculated at close of trading on 22-Dec-2009

Day Change Summary
	Previous	Current
	21-Dec-2009	22-Dec-2009	Change	Change %	Previous Week
Open	78.13	78.41	0.28	0.4%	77.54
High	78.73	78.81	0.08	0.1%	79.25
Low	78.73	77.51	-1.22	-1.5%	77.51
Close	78.13	78.41	0.28	0.4%	78.94
Range	0.00	1.30	1.30		1.74
ATR	1.27	1.27	0.00	0.2%	0.00
Volume	4,011	1,540	-2,471	-61.6%	12,486

Daily Pivots for day following 22-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	82.14	81.58	79.13
R3	80.84	80.28	78.77
R2	79.54	79.54	78.65
R1	78.98	78.98	78.53	79.06
PP	78.24	78.24	78.24	78.29
S1	77.68	77.68	78.29	77.76
S2	76.94	76.94	78.17
S3	75.64	76.38	78.05
S4	74.34	75.08	77.70

Weekly Pivots for week ending 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	83.79	83.10	79.90
R3	82.05	81.36	79.42
R2	80.31	80.31	79.26
R1	79.62	79.62	79.10	79.97
PP	78.57	78.57	78.57	78.74
S1	77.88	77.88	78.78	78.23
S2	76.83	76.83	78.62
S3	75.09	76.14	78.46
S4	73.35	74.40	77.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.25	77.51	1.74	2.2%	0.68	0.9%	52%	False	True	2,956
10	81.02	77.20	3.82	4.9%	0.89	1.1%	32%	False	False	2,969
20	85.15	77.20	7.95	10.1%	1.08	1.4%	15%	False	False	2,775

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.10
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	84.34
2.618	82.21
1.618	80.91
1.000	80.11
0.618	79.61
HIGH	78.81
0.618	78.31
0.500	78.16
0.382	78.01
LOW	77.51
0.618	76.71
1.000	76.21
1.618	75.41
2.618	74.11
4.250	71.99

Fisher Pivots for day following 22-Dec-2009
Pivot	1 day	3 day
R1	78.33	78.40
PP	78.24	78.39
S1	78.16	78.38

Download as Excel Spreadsheet

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

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