NYMEX Light Sweet Crude Oil Future February 2010

Trading Metrics calculated at close of trading on 23-Jun-2009

Day Change Summary
	Previous	Current
	22-Jun-2009	23-Jun-2009	Change	Change %	Previous Week
Open	71.05	71.43	0.38	0.5%	75.72
High	71.24	72.77	1.53	2.1%	76.28
Low	70.77	71.43	0.66	0.9%	73.77
Close	71.24	72.64	1.40	2.0%	73.68
Range	0.47	1.34	0.87	185.1%	2.51
ATR	1.38	1.39	0.01	0.8%	0.00
Volume	1,629	2,348	719	44.1%	10,940

Daily Pivots for day following 23-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	76.30	75.81	73.38
R3	74.96	74.47	73.01
R2	73.62	73.62	72.89
R1	73.13	73.13	72.76	73.38
PP	72.28	72.28	72.28	72.40
S1	71.79	71.79	72.52	72.04
S2	70.94	70.94	72.39
S3	69.60	70.45	72.27
S4	68.26	69.11	71.90

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	75.35	70.77	4.58	6.3%	0.66	0.9%	41%	False	False	2,364
10	77.20	70.77	6.43	8.9%	0.82	1.1%	29%	False	False	2,159
20	77.20	66.03	11.17	15.4%	1.01	1.4%	59%	False	False	2,423

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	78.47
2.618	76.28
1.618	74.94
1.000	74.11
0.618	73.60
HIGH	72.77
0.618	72.26
0.500	72.10
0.382	71.94
LOW	71.43
0.618	70.60
1.000	70.09
1.618	69.26
2.618	67.92
4.250	65.74

Fisher Pivots for day following 23-Jun-2009
Pivot	1 day	3 day
R1	72.46	73.06
PP	72.28	72.92
S1	72.10	72.78

Download as Excel Spreadsheet

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

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