NYMEX Light Sweet Crude Oil Future August 2010

Trading Metrics calculated at close of trading on 06-Oct-2009

Day Change Summary
	Previous	Current
	05-Oct-2009	06-Oct-2009	Change	Change %	Previous Week
Open	73.98	74.88	0.90	1.2%	71.41
High	73.98	74.88	0.90	1.2%	74.79
Low	73.98	74.36	0.38	0.5%	71.29
Close	74.00	74.40	0.40	0.5%	73.96
Range	0.00	0.52	0.52		3.50
ATR	1.18	1.16	-0.02	-1.8%	0.00
Volume	661	1,472	811	122.7%	5,746

Daily Pivots for day following 06-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	76.11	75.77	74.69
R3	75.59	75.25	74.54
R2	75.07	75.07	74.50
R1	74.73	74.73	74.45	74.64
PP	74.55	74.55	74.55	74.50
S1	74.21	74.21	74.35	74.12
S2	74.03	74.03	74.30
S3	73.51	73.69	74.26
S4	72.99	73.17	74.11

Weekly Pivots for week ending 02-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	83.85	82.40	75.89
R3	80.35	78.90	74.92
R2	76.85	76.85	74.60
R1	75.40	75.40	74.28	76.13
PP	73.35	73.35	73.35	73.71
S1	71.90	71.90	73.64	72.63
S2	69.85	69.85	73.32
S3	66.35	68.40	73.00
S4	62.85	64.90	72.04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.88	71.93	2.95	4.0%	0.96	1.3%	84%	True	False	1,275
10	74.88	70.69	4.19	5.6%	0.77	1.0%	89%	True	False	1,543
20	77.10	70.69	6.41	8.6%	0.70	0.9%	58%	False	False	1,422

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.05
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	77.09
2.618	76.24
1.618	75.72
1.000	75.40
0.618	75.20
HIGH	74.88
0.618	74.68
0.500	74.62
0.382	74.56
LOW	74.36
0.618	74.04
1.000	73.84
1.618	73.52
2.618	73.00
4.250	72.15

Fisher Pivots for day following 06-Oct-2009
Pivot	1 day	3 day
R1	74.62	74.36
PP	74.55	74.33
S1	74.47	74.29

Download as Excel Spreadsheet

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

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