NYMEX Light Sweet Crude Oil Future September 2010

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

Day Change Summary
	Previous	Current
	22-Dec-2009	23-Dec-2009	Change	Change %	Previous Week
Open	78.41	80.41	2.00	2.6%	77.54
High	78.81	80.60	1.79	2.3%	79.25
Low	77.51	78.53	1.02	1.3%	77.51
Close	78.41	80.41	2.00	2.6%	78.94
Range	1.30	2.07	0.77	59.2%	1.74
ATR	1.27	1.33	0.07	5.2%	0.00
Volume	1,540	2,430	890	57.8%	12,486

Daily Pivots for day following 23-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.06	85.30	81.55
R3	83.99	83.23	80.98
R2	81.92	81.92	80.79
R1	81.16	81.16	80.60	81.45
PP	79.85	79.85	79.85	79.99
S1	79.09	79.09	80.22	79.38
S2	77.78	77.78	80.03
S3	75.71	77.02	79.84
S4	73.64	74.95	79.27

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	80.60	77.51	3.09	3.8%	0.96	1.2%	94%	True	False	2,832
10	80.60	77.20	3.40	4.2%	0.77	1.0%	94%	True	False	2,479
20	85.15	77.20	7.95	9.9%	1.13	1.4%	40%	False	False	2,821

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	0.11
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	89.40
2.618	86.02
1.618	83.95
1.000	82.67
0.618	81.88
HIGH	80.60
0.618	79.81
0.500	79.57
0.382	79.32
LOW	78.53
0.618	77.25
1.000	76.46
1.618	75.18
2.618	73.11
4.250	69.73

Fisher Pivots for day following 23-Dec-2009
Pivot	1 day	3 day
R1	80.13	79.96
PP	79.85	79.51
S1	79.57	79.06

Download as Excel Spreadsheet

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

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