NYMEX Light Sweet Crude Oil Future August 2010

Trading Metrics calculated at close of trading on 14-Sep-2009

Day Change Summary
	Previous	Current
	11-Sep-2009	14-Sep-2009	Change	Change %	Previous Week
Open	75.00	74.04	-0.96	-1.3%	74.21
High	75.00	74.04	-0.96	-1.3%	76.29
Low	73.92	73.96	0.04	0.1%	73.92
Close	73.97	74.02	0.05	0.1%	73.97
Range	1.08	0.08	-1.00	-92.6%	2.37
ATR	0.00	0.98	0.98		0.00
Volume	1,174	1,115	-59	-5.0%	5,526

Daily Pivots for day following 14-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	74.25	74.21	74.06
R3	74.17	74.13	74.04
R2	74.09	74.09	74.03
R1	74.05	74.05	74.03	74.03
PP	74.01	74.01	74.01	74.00
S1	73.97	73.97	74.01	73.95
S2	73.93	73.93	74.01
S3	73.85	73.89	74.00
S4	73.77	73.81	73.98

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	81.84	80.27	75.27
R3	79.47	77.90	74.62
R2	77.10	77.10	74.40
R1	75.53	75.53	74.19	75.13
PP	74.73	74.73	74.73	74.53
S1	73.16	73.16	73.75	72.76
S2	72.36	72.36	73.54
S3	69.99	70.79	73.32
S4	67.62	68.42	72.67

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.29	73.92	2.37	3.2%	0.82	1.1%	4%	False	False	1,328
10	76.29	72.55	3.74	5.1%	0.56	0.8%	39%	False	False	1,350

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	74.38
2.618	74.25
1.618	74.17
1.000	74.12
0.618	74.09
HIGH	74.04
0.618	74.01
0.500	74.00
0.382	73.99
LOW	73.96
0.618	73.91
1.000	73.88
1.618	73.83
2.618	73.75
4.250	73.62

Fisher Pivots for day following 14-Sep-2009
Pivot	1 day	3 day
R1	74.01	74.96
PP	74.01	74.65
S1	74.00	74.33

Download as Excel Spreadsheet

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

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