NYMEX Light Sweet Crude Oil Future August 2010

Trading Metrics calculated at close of trading on 25-Jun-2010

Day Change Summary
	Previous	Current
	24-Jun-2010	25-Jun-2010	Change	Change %	Previous Week
Open	76.00	76.56	0.56	0.7%	78.69
High	76.57	79.19	2.62	3.4%	79.94
Low	75.32	75.90	0.58	0.8%	75.17
Close	76.51	78.86	2.35	3.1%	78.86
Range	1.25	3.29	2.04	163.2%	4.77
ATR	2.30	2.37	0.07	3.1%	0.00
Volume	365,038	260,401	-104,637	-28.7%	1,368,420

Daily Pivots for day following 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.85	86.65	80.67
R3	84.56	83.36	79.76
R2	81.27	81.27	79.46
R1	80.07	80.07	79.16	80.67
PP	77.98	77.98	77.98	78.29
S1	76.78	76.78	78.56	77.38
S2	74.69	74.69	78.26
S3	71.40	73.49	77.96
S4	68.11	70.20	77.05

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.30	90.35	81.48
R3	87.53	85.58	80.17
R2	82.76	82.76	79.73
R1	80.81	80.81	79.30	81.79
PP	77.99	77.99	77.99	78.48
S1	76.04	76.04	78.42	77.02
S2	73.22	73.22	77.99
S3	68.45	71.27	77.55
S4	63.68	66.50	76.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.94	75.17	4.77	6.0%	2.20	2.8%	77%	False	False	273,684
10	79.94	75.17	4.77	6.0%	2.05	2.6%	77%	False	False	228,240
20	79.94	70.93	9.01	11.4%	2.39	3.0%	88%	False	False	186,956
40	91.38	68.59	22.79	28.9%	2.64	3.3%	45%	False	False	138,763
60	91.38	68.59	22.79	28.9%	2.30	2.9%	45%	False	False	108,488
80	91.38	68.59	22.79	28.9%	2.11	2.7%	45%	False	False	84,209
100	91.38	68.59	22.79	28.9%	2.10	2.7%	45%	False	False	68,746
120	91.38	68.59	22.79	28.9%	1.97	2.5%	45%	False	False	57,942

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	0.55
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	93.17
2.618	87.80
1.618	84.51
1.000	82.48
0.618	81.22
HIGH	79.19
0.618	77.93
0.500	77.55
0.382	77.16
LOW	75.90
0.618	73.87
1.000	72.61
1.618	70.58
2.618	67.29
4.250	61.92

Fisher Pivots for day following 25-Jun-2010
Pivot	1 day	3 day
R1	78.42	78.30
PP	77.98	77.74
S1	77.55	77.18

Download as Excel Spreadsheet

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

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