NYMEX Light Sweet Crude Oil Future February 2010

Trading Metrics calculated at close of trading on 06-Jul-2009

Day Change Summary
	Previous	Current
	02-Jul-2009	06-Jul-2009	Change	Change %	Previous Week
Open	71.15	69.68	-1.47	-2.1%	74.40
High	71.25	69.68	-1.57	-2.2%	74.84
Low	71.05	68.25	-2.80	-3.9%	71.05
Close	71.14	68.53	-2.61	-3.7%	71.14
Range	0.20	1.43	1.23	615.0%	3.79
ATR	1.51	1.61	0.10	6.5%	0.00
Volume	3,541	3,213	-328	-9.3%	12,240

Daily Pivots for day following 06-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	73.11	72.25	69.32
R3	71.68	70.82	68.92
R2	70.25	70.25	68.79
R1	69.39	69.39	68.66	69.11
PP	68.82	68.82	68.82	68.68
S1	67.96	67.96	68.40	67.68
S2	67.39	67.39	68.27
S3	65.96	66.53	68.14
S4	64.53	65.10	67.74

Weekly Pivots for week ending 03-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	83.71	81.22	73.22
R3	79.92	77.43	72.18
R2	76.13	76.13	71.83
R1	73.64	73.64	71.49	72.99
PP	72.34	72.34	72.34	72.02
S1	69.85	69.85	70.79	69.20
S2	68.55	68.55	70.45
S3	64.76	66.06	70.10
S4	60.97	62.27	69.06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.84	68.25	6.59	9.6%	1.19	1.7%	4%	False	True	3,090
10	74.84	68.25	6.59	9.6%	0.97	1.4%	4%	False	True	2,999
20	77.20	68.25	8.95	13.1%	0.88	1.3%	3%	False	True	2,609

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	0.12
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	75.76
2.618	73.42
1.618	71.99
1.000	71.11
0.618	70.56
HIGH	69.68
0.618	69.13
0.500	68.97
0.382	68.80
LOW	68.25
0.618	67.37
1.000	66.82
1.618	65.94
2.618	64.51
4.250	62.17

Fisher Pivots for day following 06-Jul-2009
Pivot	1 day	3 day
R1	68.97	71.15
PP	68.82	70.28
S1	68.68	69.40

Download as Excel Spreadsheet

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

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