NYMEX Light Sweet Crude Oil Future February 2010

Trading Metrics calculated at close of trading on 29-Jun-2009

Day Change Summary
	Previous	Current
	26-Jun-2009	29-Jun-2009	Change	Change %	Previous Week
Open	72.75	74.40	1.65	2.3%	71.05
High	72.75	74.84	2.09	2.9%	73.90
Low	72.59	74.05	1.46	2.0%	70.77
Close	72.73	74.85	2.12	2.9%	72.73
Range	0.16	0.79	0.63	393.8%	3.13
ATR	1.35	1.40	0.05	4.0%	0.00
Volume	7,111	1,380	-5,731	-80.6%	14,542

Daily Pivots for day following 29-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	76.95	76.69	75.28
R3	76.16	75.90	75.07
R2	75.37	75.37	74.99
R1	75.11	75.11	74.92	75.24
PP	74.58	74.58	74.58	74.65
S1	74.32	74.32	74.78	74.45
S2	73.79	73.79	74.71
S3	73.00	73.53	74.63
S4	72.21	72.74	74.42

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	81.86	80.42	74.45
R3	78.73	77.29	73.59
R2	75.60	75.60	73.30
R1	74.16	74.16	73.02	74.88
PP	72.47	72.47	72.47	72.83
S1	71.03	71.03	72.44	71.75
S2	69.34	69.34	72.16
S3	66.21	67.90	71.87
S4	63.08	64.77	71.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.84	71.43	3.41	4.6%	0.81	1.1%	100%	True	False	2,858
10	76.28	70.77	5.51	7.4%	0.77	1.0%	74%	False	False	2,518
20	77.20	70.77	6.43	8.6%	0.91	1.2%	63%	False	False	2,488

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.09
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	78.20
2.618	76.91
1.618	76.12
1.000	75.63
0.618	75.33
HIGH	74.84
0.618	74.54
0.500	74.45
0.382	74.35
LOW	74.05
0.618	73.56
1.000	73.26
1.618	72.77
2.618	71.98
4.250	70.69

Fisher Pivots for day following 29-Jun-2009
Pivot	1 day	3 day
R1	74.72	74.47
PP	74.58	74.09
S1	74.45	73.72

Download as Excel Spreadsheet

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

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