NYMEX Light Sweet Crude Oil Future August 2010

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

Day Change Summary
	Previous	Current
	22-Sep-2009	23-Sep-2009	Change	Change %	Previous Week
Open	75.60	74.75	-0.85	-1.1%	74.04
High	75.60	74.82	-0.78	-1.0%	77.10
Low	75.40	73.06	-2.34	-3.1%	73.62
Close	75.77	73.59	-2.18	-2.9%	76.77
Range	0.20	1.76	1.56	780.0%	3.48
ATR	1.10	1.22	0.11	10.4%	0.00
Volume	1,352	1,726	374	27.7%	6,109

Daily Pivots for day following 23-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	79.10	78.11	74.56
R3	77.34	76.35	74.07
R2	75.58	75.58	73.91
R1	74.59	74.59	73.75	74.21
PP	73.82	73.82	73.82	73.63
S1	72.83	72.83	73.43	72.45
S2	72.06	72.06	73.27
S3	70.30	71.07	73.11
S4	68.54	69.31	72.62

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	73.06	4.04	5.5%	0.65	0.9%	13%	False	True	1,137
10	77.10	73.06	4.04	5.5%	0.75	1.0%	13%	False	True	1,396
20	78.01	72.55	5.46	7.4%	0.54	0.7%	19%	False	False	1,288

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	82.30
2.618	79.43
1.618	77.67
1.000	76.58
0.618	75.91
HIGH	74.82
0.618	74.15
0.500	73.94
0.382	73.73
LOW	73.06
0.618	71.97
1.000	71.30
1.618	70.21
2.618	68.45
4.250	65.58

Fisher Pivots for day following 23-Sep-2009
Pivot	1 day	3 day
R1	73.94	74.33
PP	73.82	74.08
S1	73.71	73.84

Download as Excel Spreadsheet

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

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