NYMEX Light Sweet Crude Oil Future August 2010

Trading Metrics calculated at close of trading on 13-Oct-2009

Day Change Summary
	Previous	Current
	12-Oct-2009	13-Oct-2009	Change	Change %	Previous Week
Open	77.83	77.55	-0.28	-0.4%	73.98
High	77.83	77.55	-0.28	-0.4%	76.14
Low	77.44	77.55	0.11	0.1%	73.35
Close	77.43	78.38	0.95	1.2%	76.14
Range	0.39	0.00	-0.39	-100.0%	2.79
ATR	1.24	1.16	-0.08	-6.5%	0.00
Volume	673	2,487	1,814	269.5%	7,022

Daily Pivots for day following 13-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	77.83	78.10	78.38
R3	77.83	78.10	78.38
R2	77.83	77.83	78.38
R1	78.10	78.10	78.38	77.97
PP	77.83	77.83	77.83	77.76
S1	78.10	78.10	78.38	77.97
S2	77.83	77.83	78.38
S3	77.83	78.10	78.38
S4	77.83	78.10	78.38

Weekly Pivots for week ending 09-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	83.58	82.65	77.67
R3	80.79	79.86	76.91
R2	78.00	78.00	76.65
R1	77.07	77.07	76.40	77.54
PP	75.21	75.21	75.21	75.44
S1	74.28	74.28	75.88	74.75
S2	72.42	72.42	75.63
S3	69.63	71.49	75.37
S4	66.84	68.70	74.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.83	73.35	4.48	5.7%	0.70	0.9%	112%	False	False	1,609
10	77.83	71.93	5.90	7.5%	0.83	1.1%	109%	False	False	1,442
20	77.83	70.69	7.14	9.1%	0.64	0.8%	108%	False	False	1,468

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.02
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	77.55
2.618	77.55
1.618	77.55
1.000	77.55
0.618	77.55
HIGH	77.55
0.618	77.55
0.500	77.55
0.382	77.55
LOW	77.55
0.618	77.55
1.000	77.55
1.618	77.55
2.618	77.55
4.250	77.55

Fisher Pivots for day following 13-Oct-2009
Pivot	1 day	3 day
R1	78.10	77.92
PP	77.83	77.45
S1	77.55	76.99

Download as Excel Spreadsheet

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

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