NYMEX Light Sweet Crude Oil Future August 2010

Trading Metrics calculated at close of trading on 30-Sep-2009

Day Change Summary
	Previous	Current
	29-Sep-2009	30-Sep-2009	Change	Change %	Previous Week
Open	71.29	71.93	0.64	0.9%	74.90
High	71.29	74.73	3.44	4.8%	75.60
Low	71.29	71.93	0.64	0.9%	70.69
Close	71.29	74.64	3.35	4.7%	70.73
Range	0.00	2.80	2.80		4.91
ATR	1.14	1.31	0.16	14.3%	0.00
Volume	320	1,236	916	286.3%	9,792

Daily Pivots for day following 30-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	82.17	81.20	76.18
R3	79.37	78.40	75.41
R2	76.57	76.57	75.15
R1	75.60	75.60	74.90	76.09
PP	73.77	73.77	73.77	74.01
S1	72.80	72.80	74.38	73.29
S2	70.97	70.97	74.13
S3	68.17	70.00	73.87
S4	65.37	67.20	73.10

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

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.73	70.69	4.04	5.4%	0.79	1.1%	98%	True	False	1,713
10	77.10	70.69	6.41	8.6%	0.72	1.0%	62%	False	False	1,425
20	77.10	70.69	6.41	8.6%	0.70	0.9%	62%	False	False	1,446

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.04
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	86.63
2.618	82.06
1.618	79.26
1.000	77.53
0.618	76.46
HIGH	74.73
0.618	73.66
0.500	73.33
0.382	73.00
LOW	71.93
0.618	70.20
1.000	69.13
1.618	67.40
2.618	64.60
4.250	60.03

Fisher Pivots for day following 30-Sep-2009
Pivot	1 day	3 day
R1	74.20	74.10
PP	73.77	73.55
S1	73.33	73.01

Download as Excel Spreadsheet

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

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