NYMEX Light Sweet Crude Oil Future February 2010

Trading Metrics calculated at close of trading on 30-Jun-2009

Day Change Summary
	Previous	Current
	29-Jun-2009	30-Jun-2009	Change	Change %	Previous Week
Open	74.40	74.64	0.24	0.3%	71.05
High	74.84	74.64	-0.20	-0.3%	73.90
Low	74.05	72.65	-1.40	-1.9%	70.77
Close	74.85	73.48	-1.37	-1.8%	72.73
Range	0.79	1.99	1.20	151.9%	3.13
ATR	1.40	1.46	0.06	4.1%	0.00
Volume	1,380	4,623	3,243	235.0%	14,542

Daily Pivots for day following 30-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	79.56	78.51	74.57
R3	77.57	76.52	74.03
R2	75.58	75.58	73.84
R1	74.53	74.53	73.66	74.06
PP	73.59	73.59	73.59	73.36
S1	72.54	72.54	73.30	72.07
S2	71.60	71.60	73.12
S3	69.61	70.55	72.93
S4	67.62	68.56	72.39

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	72.21	2.63	3.6%	0.94	1.3%	48%	False	False	3,313
10	75.35	70.77	4.58	6.2%	0.80	1.1%	59%	False	False	2,838
20	77.20	70.77	6.43	8.8%	0.94	1.3%	42%	False	False	2,628

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	0.09
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	83.10
2.618	79.85
1.618	77.86
1.000	76.63
0.618	75.87
HIGH	74.64
0.618	73.88
0.500	73.65
0.382	73.41
LOW	72.65
0.618	71.42
1.000	70.66
1.618	69.43
2.618	67.44
4.250	64.19

Fisher Pivots for day following 30-Jun-2009
Pivot	1 day	3 day
R1	73.65	73.72
PP	73.59	73.64
S1	73.54	73.56

Download as Excel Spreadsheet

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

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