NYMEX Light Sweet Crude Oil Future August 2010

Trading Metrics calculated at close of trading on 11-Dec-2009

Day Change Summary
	Previous	Current
	10-Dec-2009	11-Dec-2009	Change	Change %	Previous Week
Open	77.09	77.04	-0.05	-0.1%	81.56
High	77.20	77.43	0.23	0.3%	82.22
Low	76.92	76.74	-0.18	-0.2%	76.74
Close	77.09	77.04	-0.05	-0.1%	77.04
Range	0.28	0.69	0.41	146.4%	5.48
ATR	1.49	1.43	-0.06	-3.8%	0.00
Volume	1,666	1,766	100	6.0%	14,614

Daily Pivots for day following 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	79.14	78.78	77.42
R3	78.45	78.09	77.23
R2	77.76	77.76	77.17
R1	77.40	77.40	77.10	77.39
PP	77.07	77.07	77.07	77.06
S1	76.71	76.71	76.98	76.70
S2	76.38	76.38	76.91
S3	75.69	76.02	76.85
S4	75.00	75.33	76.66

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	95.11	91.55	80.05
R3	89.63	86.07	78.55
R2	84.15	84.15	78.04
R1	80.59	80.59	77.54	79.63
PP	78.67	78.67	78.67	78.19
S1	75.11	75.11	76.54	74.15
S2	73.19	73.19	76.04
S3	67.71	69.63	75.53
S4	62.23	64.15	74.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.22	76.74	5.48	7.1%	1.23	1.6%	5%	False	True	2,922
10	84.67	76.74	7.93	10.3%	1.22	1.6%	4%	False	True	3,148
20	84.67	76.74	7.93	10.3%	0.88	1.1%	4%	False	True	2,467
40	84.95	76.74	8.21	10.7%	0.92	1.2%	4%	False	True	2,306
60	84.95	70.69	14.26	18.5%	0.83	1.1%	45%	False	False	2,024

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.12
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	80.36
2.618	79.24
1.618	78.55
1.000	78.12
0.618	77.86
HIGH	77.43
0.618	77.17
0.500	77.09
0.382	77.00
LOW	76.74
0.618	76.31
1.000	76.05
1.618	75.62
2.618	74.93
4.250	73.81

Fisher Pivots for day following 11-Dec-2009
Pivot	1 day	3 day
R1	77.09	78.22
PP	77.07	77.82
S1	77.06	77.43

Download as Excel Spreadsheet

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

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