NYMEX Light Sweet Crude Oil Future August 2010

Trading Metrics calculated at close of trading on 15-Sep-2009

Day Change Summary
	Previous	Current
	14-Sep-2009	15-Sep-2009	Change	Change %	Previous Week
Open	74.04	74.27	0.23	0.3%	74.21
High	74.04	75.58	1.54	2.1%	76.29
Low	73.96	73.62	-0.34	-0.5%	73.92
Close	74.02	75.43	1.41	1.9%	73.97
Range	0.08	1.96	1.88	2,350.0%	2.37
ATR	0.98	1.05	0.07	7.1%	0.00
Volume	1,115	1,350	235	21.1%	5,526

Daily Pivots for day following 15-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	80.76	80.05	76.51
R3	78.80	78.09	75.97
R2	76.84	76.84	75.79
R1	76.13	76.13	75.61	76.49
PP	74.88	74.88	74.88	75.05
S1	74.17	74.17	75.25	74.53
S2	72.92	72.92	75.07
S3	70.96	72.21	74.89
S4	69.00	70.25	74.35

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	73.62	2.67	3.5%	0.94	1.3%	68%	False	True	1,425
10	76.29	72.55	3.74	5.0%	0.74	1.0%	77%	False	False	1,424

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	0.07
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	83.91
2.618	80.71
1.618	78.75
1.000	77.54
0.618	76.79
HIGH	75.58
0.618	74.83
0.500	74.60
0.382	74.37
LOW	73.62
0.618	72.41
1.000	71.66
1.618	70.45
2.618	68.49
4.250	65.29

Fisher Pivots for day following 15-Sep-2009
Pivot	1 day	3 day
R1	75.15	75.15
PP	74.88	74.88
S1	74.60	74.60

Download as Excel Spreadsheet

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

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