NYMEX Light Sweet Crude Oil Future August 2010

Trading Metrics calculated at close of trading on 21-Sep-2009

Day Change Summary
	Previous	Current
	18-Sep-2009	21-Sep-2009	Change	Change %	Previous Week
Open	76.70	74.90	-1.80	-2.3%	74.04
High	76.70	74.90	-1.80	-2.3%	77.10
Low	76.55	73.89	-2.66	-3.5%	73.62
Close	76.77	74.17	-2.60	-3.4%	76.77
Range	0.15	1.01	0.86	573.3%	3.48
ATR	0.94	1.08	0.14	14.7%	0.00
Volume	578	883	305	52.8%	6,109

Daily Pivots for day following 21-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	77.35	76.77	74.73
R3	76.34	75.76	74.45
R2	75.33	75.33	74.36
R1	74.75	74.75	74.26	74.54
PP	74.32	74.32	74.32	74.21
S1	73.74	73.74	74.08	73.53
S2	73.31	73.31	73.98
S3	72.30	72.73	73.89
S4	71.29	71.72	73.61

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.27	85.00	78.68
R3	82.79	81.52	77.73
R2	79.31	79.31	77.41
R1	78.04	78.04	77.09	78.68
PP	75.83	75.83	75.83	76.15
S1	74.56	74.56	76.45	75.20
S2	72.35	72.35	76.13
S3	68.87	71.08	75.81
S4	65.39	67.60	74.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.10	73.62	3.48	4.7%	0.67	0.9%	16%	False	False	1,175
10	77.10	73.62	3.48	4.7%	0.75	1.0%	16%	False	False	1,251

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.07
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	79.19
2.618	77.54
1.618	76.53
1.000	75.91
0.618	75.52
HIGH	74.90
0.618	74.51
0.500	74.40
0.382	74.28
LOW	73.89
0.618	73.27
1.000	72.88
1.618	72.26
2.618	71.25
4.250	69.60

Fisher Pivots for day following 21-Sep-2009
Pivot	1 day	3 day
R1	74.40	75.50
PP	74.32	75.05
S1	74.25	74.61

Download as Excel Spreadsheet

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

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