NYMEX Light Sweet Crude Oil Future June 2009

Trading Metrics calculated at close of trading on 23-Jul-2008

Day Change Summary
	Previous	Current
	22-Jul-2008	23-Jul-2008	Change	Change %	Previous Week
Open	132.50	129.75	-2.75	-2.1%	146.10
High	132.50	129.90	-2.60	-2.0%	146.84
Low	129.13	126.50	-2.63	-2.0%	131.58
Close	130.73	126.73	-4.00	-3.1%	131.26
Range	3.37	3.40	0.03	0.9%	15.26
ATR	3.50	3.56	0.05	1.5%	0.00
Volume	1,997	3,667	1,670	83.6%	19,958

Daily Pivots for day following 23-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	137.91	135.72	128.60
R3	134.51	132.32	127.67
R2	131.11	131.11	127.35
R1	128.92	128.92	127.04	128.32
PP	127.71	127.71	127.71	127.41
S1	125.52	125.52	126.42	124.92
S2	124.31	124.31	126.11
S3	120.91	122.12	125.80
S4	117.51	118.72	124.86

Weekly Pivots for week ending 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	182.34	172.06	139.65
R3	167.08	156.80	135.46
R2	151.82	151.82	134.06
R1	141.54	141.54	132.66	139.05
PP	136.56	136.56	136.56	135.32
S1	126.28	126.28	129.86	123.79
S2	121.30	121.30	128.46
S3	106.04	111.02	127.06
S4	90.78	95.76	122.87

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	137.93	126.50	11.43	9.0%	2.90	2.3%	2%	False	True	3,718
10	147.91	126.50	21.41	16.9%	3.35	2.6%	1%	False	True	3,470

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.37
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	144.35
2.618	138.80
1.618	135.40
1.000	133.30
0.618	132.00
HIGH	129.90
0.618	128.60
0.500	128.20
0.382	127.80
LOW	126.50
0.618	124.40
1.000	123.10
1.618	121.00
2.618	117.60
4.250	112.05

Fisher Pivots for day following 23-Jul-2008
Pivot	1 day	3 day
R1	128.20	129.65
PP	127.71	128.67
S1	127.22	127.70

Download as Excel Spreadsheet

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

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