NYMEX Light Sweet Crude Oil Future August 2010

Trading Metrics calculated at close of trading on 12-Nov-2009

Day Change Summary
	Previous	Current
	11-Nov-2009	12-Nov-2009	Change	Change %	Previous Week
Open	83.59	81.74	-1.85	-2.2%	82.20
High	83.60	81.86	-1.74	-2.1%	84.73
Low	83.39	81.47	-1.92	-2.3%	81.01
Close	83.59	81.74	-1.85	-2.2%	81.69
Range	0.21	0.39	0.18	85.7%	3.72
ATR	1.40	1.45	0.05	3.7%	0.00
Volume	2,272	1,457	-815	-35.9%	12,289

Daily Pivots for day following 12-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	82.86	82.69	81.95
R3	82.47	82.30	81.85
R2	82.08	82.08	81.81
R1	81.91	81.91	81.78	81.94
PP	81.69	81.69	81.69	81.70
S1	81.52	81.52	81.70	81.55
S2	81.30	81.30	81.67
S3	80.91	81.13	81.63
S4	80.52	80.74	81.53

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	93.64	91.38	83.74
R3	89.92	87.66	82.71
R2	86.20	86.20	82.37
R1	83.94	83.94	82.03	83.21
PP	82.48	82.48	82.48	82.11
S1	80.22	80.22	81.35	79.49
S2	78.76	78.76	81.01
S3	75.04	76.50	80.67
S4	71.32	72.78	79.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.91	81.01	2.90	3.5%	0.81	1.0%	25%	False	False	2,218
10	84.73	80.69	4.04	4.9%	0.77	0.9%	26%	False	False	2,372
20	84.95	80.69	4.26	5.2%	0.91	1.1%	25%	False	False	2,151
40	84.95	70.69	14.26	17.4%	0.80	1.0%	77%	False	False	1,810

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 3 trading days

Fibonacci Retracements and Extensions
4.250	83.52
2.618	82.88
1.618	82.49
1.000	82.25
0.618	82.10
HIGH	81.86
0.618	81.71
0.500	81.67
0.382	81.62
LOW	81.47
0.618	81.23
1.000	81.08
1.618	80.84
2.618	80.45
4.250	79.81

Fisher Pivots for day following 12-Nov-2009
Pivot	1 day	3 day
R1	81.72	82.54
PP	81.69	82.27
S1	81.67	82.01

Download as Excel Spreadsheet

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

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