NYMEX Light Sweet Crude Oil Future February 2010

Trading Metrics calculated at close of trading on 22-Jun-2009

Day Change Summary
	Previous	Current
	19-Jun-2009	22-Jun-2009	Change	Change %	Previous Week
Open	75.35	71.05	-4.30	-5.7%	75.72
High	75.35	71.24	-4.11	-5.5%	76.28
Low	74.82	70.77	-4.05	-5.4%	73.77
Close	73.68	71.24	-2.44	-3.3%	73.68
Range	0.53	0.47	-0.06	-11.3%	2.51
ATR	1.26	1.38	0.12	9.4%	0.00
Volume	910	1,629	719	79.0%	10,940

Daily Pivots for day following 22-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	72.49	72.34	71.50
R3	72.02	71.87	71.37
R2	71.55	71.55	71.33
R1	71.40	71.40	71.28	71.48
PP	71.08	71.08	71.08	71.12
S1	70.93	70.93	71.20	71.01
S2	70.61	70.61	71.15
S3	70.14	70.46	71.11
S4	69.67	69.99	70.98

Weekly Pivots for week ending 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	82.11	80.40	75.06
R3	79.60	77.89	74.37
R2	77.09	77.09	74.14
R1	75.38	75.38	73.91	74.98
PP	74.58	74.58	74.58	74.38
S1	72.87	72.87	73.45	72.47
S2	72.07	72.07	73.22
S3	69.56	70.36	72.99
S4	67.05	67.85	72.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.28	70.77	5.51	7.7%	0.72	1.0%	9%	False	True	2,177
10	77.20	70.77	6.43	9.0%	0.75	1.0%	7%	False	True	2,130
20	77.20	64.51	12.69	17.8%	1.01	1.4%	53%	False	False	2,354

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.06
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	73.24
2.618	72.47
1.618	72.00
1.000	71.71
0.618	71.53
HIGH	71.24
0.618	71.06
0.500	71.01
0.382	70.95
LOW	70.77
0.618	70.48
1.000	70.30
1.618	70.01
2.618	69.54
4.250	68.77

Fisher Pivots for day following 22-Jun-2009
Pivot	1 day	3 day
R1	71.16	73.06
PP	71.08	72.45
S1	71.01	71.85

Download as Excel Spreadsheet

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

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