NYMEX Light Sweet Crude Oil Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Sep-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Sep-2009 | 
                    29-Sep-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        71.41 | 
                        71.29 | 
                        -0.12 | 
                        -0.2% | 
                        74.90 | 
                     
                    
                        | High | 
                        71.41 | 
                        71.29 | 
                        -0.12 | 
                        -0.2% | 
                        75.60 | 
                     
                    
                        | Low | 
                        71.41 | 
                        71.29 | 
                        -0.12 | 
                        -0.2% | 
                        70.69 | 
                     
                    
                        | Close | 
                        71.37 | 
                        71.29 | 
                        -0.08 | 
                        -0.1% | 
                        70.73 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        1.23 | 
                        1.14 | 
                        -0.08 | 
                        -6.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,182 | 
                        320 | 
                        -862 | 
                        -72.9% | 
                        9,792 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Sep-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                71.29 | 
                71.29 | 
                71.29 | 
                 | 
             
            
                | R3 | 
                71.29 | 
                71.29 | 
                71.29 | 
                 | 
             
            
                | R2 | 
                71.29 | 
                71.29 | 
                71.29 | 
                 | 
             
            
                | R1 | 
                71.29 | 
                71.29 | 
                71.29 | 
                71.29 | 
             
            
                | PP | 
                71.29 | 
                71.29 | 
                71.29 | 
                71.29 | 
             
            
                | S1 | 
                71.29 | 
                71.29 | 
                71.29 | 
                71.29 | 
             
            
                | S2 | 
                71.29 | 
                71.29 | 
                71.29 | 
                 | 
             
            
                | S3 | 
                71.29 | 
                71.29 | 
                71.29 | 
                 | 
             
            
                | S4 | 
                71.29 | 
                71.29 | 
                71.29 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-Sep-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                87.07 | 
                83.81 | 
                73.43 | 
                 | 
             
            
                | R3 | 
                82.16 | 
                78.90 | 
                72.08 | 
                 | 
             
            
                | R2 | 
                77.25 | 
                77.25 | 
                71.63 | 
                 | 
             
            
                | R1 | 
                73.99 | 
                73.99 | 
                71.18 | 
                73.17 | 
             
            
                | PP | 
                72.34 | 
                72.34 | 
                72.34 | 
                71.93 | 
             
            
                | S1 | 
                69.08 | 
                69.08 | 
                70.28 | 
                68.26 | 
             
            
                | S2 | 
                67.43 | 
                67.43 | 
                69.83 | 
                 | 
             
            
                | S3 | 
                62.52 | 
                64.17 | 
                69.38 | 
                 | 
             
            
                | S4 | 
                57.61 | 
                59.26 | 
                68.03 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            71.29 | 
         
        
            | 
2.618             | 
            71.29 | 
         
        
            | 
1.618             | 
            71.29 | 
         
        
            | 
1.000             | 
            71.29 | 
         
        
            | 
0.618             | 
            71.29 | 
         
        
            | 
HIGH             | 
            71.29 | 
         
        
            | 
0.618             | 
            71.29 | 
         
        
            | 
0.500             | 
            71.29 | 
         
        
            | 
0.382             | 
            71.29 | 
         
        
            | 
LOW             | 
            71.29 | 
         
        
            | 
0.618             | 
            71.29 | 
         
        
            | 
1.000             | 
            71.29 | 
         
        
            | 
1.618             | 
            71.29 | 
         
        
            | 
2.618             | 
            71.29 | 
         
        
            | 
4.250             | 
            71.29 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Sep-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                71.29 | 
                                71.21 | 
                             
                            
                                | PP | 
                                71.29 | 
                                71.13 | 
                             
                            
                                | S1 | 
                                71.29 | 
                                71.05 | 
                             
             
         |