NYMEX Light Sweet Crude Oil Future February 2010

Trading Metrics calculated at close of trading on 10-Jul-2009

Day Change Summary
	Previous	Current
	09-Jul-2009	10-Jul-2009	Change	Change %	Previous Week
Open	65.77	64.47	-1.30	-2.0%	69.68
High	65.89	64.89	-1.00	-1.5%	69.68
Low	65.14	64.47	-0.67	-1.0%	64.47
Close	65.89	65.17	-0.72	-1.1%	65.17
Range	0.75	0.42	-0.33	-44.0%	5.21
ATR	1.58	1.57	-0.01	-0.7%	0.00
Volume	4,827	2,237	-2,590	-53.7%	17,449

Daily Pivots for day following 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	66.10	66.06	65.40
R3	65.68	65.64	65.29
R2	65.26	65.26	65.25
R1	65.22	65.22	65.21	65.24
PP	64.84	64.84	64.84	64.86
S1	64.80	64.80	65.13	64.82
S2	64.42	64.42	65.09
S3	64.00	64.38	65.05
S4	63.58	63.96	64.94

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	82.07	78.83	68.04
R3	76.86	73.62	66.60
R2	71.65	71.65	66.13
R1	68.41	68.41	65.65	67.43
PP	66.44	66.44	66.44	65.95
S1	63.20	63.20	64.69	62.22
S2	61.23	61.23	64.21
S3	56.02	57.99	63.74
S4	50.81	52.78	62.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	69.68	64.47	5.21	8.0%	1.04	1.6%	13%	False	True	3,489
10	74.84	64.47	10.37	15.9%	0.99	1.5%	7%	False	True	3,680
20	76.45	64.47	11.98	18.4%	0.93	1.4%	6%	False	True	2,848

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.08
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	66.68
2.618	65.99
1.618	65.57
1.000	65.31
0.618	65.15
HIGH	64.89
0.618	64.73
0.500	64.68
0.382	64.63
LOW	64.47
0.618	64.21
1.000	64.05
1.618	63.79
2.618	63.37
4.250	62.69

Fisher Pivots for day following 10-Jul-2009
Pivot	1 day	3 day
R1	65.01	65.67
PP	64.84	65.50
S1	64.68	65.34

Download as Excel Spreadsheet

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

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