NYMEX Light Sweet Crude Oil Future September 2010

Trading Metrics calculated at close of trading on 30-Dec-2009

Day Change Summary
	Previous	Current
	29-Dec-2009	30-Dec-2009	Change	Change %	Previous Week
Open	82.82	83.15	0.33	0.4%	78.13
High	83.03	83.39	0.36	0.4%	81.81
Low	82.64	82.57	-0.07	-0.1%	77.51
Close	82.82	83.15	0.33	0.4%	81.85
Range	0.39	0.82	0.43	110.3%	4.30
ATR	1.24	1.21	-0.03	-2.4%	0.00
Volume	1,173	778	-395	-33.7%	9,313

Daily Pivots for day following 30-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.50	85.14	83.60
R3	84.68	84.32	83.38
R2	83.86	83.86	83.30
R1	83.50	83.50	83.23	83.56
PP	83.04	83.04	83.04	83.07
S1	82.68	82.68	83.07	82.74
S2	82.22	82.22	83.00
S3	81.40	81.86	82.92
S4	80.58	81.04	82.70

Weekly Pivots for week ending 25-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	93.29	91.87	84.22
R3	88.99	87.57	83.03
R2	84.69	84.69	82.64
R1	83.27	83.27	82.24	83.98
PP	80.39	80.39	80.39	80.75
S1	78.97	78.97	81.46	79.68
S2	76.09	76.09	81.06
S3	71.79	74.67	80.67
S4	67.49	70.37	79.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.39	78.53	4.86	5.8%	0.98	1.2%	95%	True	False	1,245
10	83.39	77.51	5.88	7.1%	0.83	1.0%	96%	True	False	2,100
20	84.95	77.20	7.75	9.3%	0.97	1.2%	77%	False	False	2,559
40	85.15	77.20	7.95	9.6%	1.06	1.3%	75%	False	False	2,462

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	0.09
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	86.88
2.618	85.54
1.618	84.72
1.000	84.21
0.618	83.90
HIGH	83.39
0.618	83.08
0.500	82.98
0.382	82.88
LOW	82.57
0.618	82.06
1.000	81.75
1.618	81.24
2.618	80.42
4.250	79.09

Fisher Pivots for day following 30-Dec-2009
Pivot	1 day	3 day
R1	83.09	83.09
PP	83.04	83.03
S1	82.98	82.98

Download as Excel Spreadsheet

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

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