NYMEX Light Sweet Crude Oil Future February 2010

Trading Metrics calculated at close of trading on 13-Jul-2009

Day Change Summary
	Previous	Current
	10-Jul-2009	13-Jul-2009	Change	Change %	Previous Week
Open	64.47	64.55	0.08	0.1%	69.68
High	64.89	64.81	-0.08	-0.1%	69.68
Low	64.47	63.61	-0.86	-1.3%	64.47
Close	65.17	64.81	-0.36	-0.6%	65.17
Range	0.42	1.20	0.78	185.7%	5.21
ATR	1.57	1.57	0.00	0.0%	0.00
Volume	2,237	2,151	-86	-3.8%	17,449

Daily Pivots for day following 13-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	68.01	67.61	65.47
R3	66.81	66.41	65.14
R2	65.61	65.61	65.03
R1	65.21	65.21	64.92	65.41
PP	64.41	64.41	64.41	64.51
S1	64.01	64.01	64.70	64.21
S2	63.21	63.21	64.59
S3	62.01	62.81	64.48
S4	60.81	61.61	64.15

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	68.27	63.61	4.66	7.2%	1.00	1.5%	26%	False	True	3,277
10	74.84	63.61	11.23	17.3%	1.09	1.7%	11%	False	True	3,184
20	76.28	63.61	12.67	19.5%	0.97	1.5%	9%	False	True	2,866

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	0.11
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	69.91
2.618	67.95
1.618	66.75
1.000	66.01
0.618	65.55
HIGH	64.81
0.618	64.35
0.500	64.21
0.382	64.07
LOW	63.61
0.618	62.87
1.000	62.41
1.618	61.67
2.618	60.47
4.250	58.51

Fisher Pivots for day following 13-Jul-2009
Pivot	1 day	3 day
R1	64.61	64.79
PP	64.41	64.77
S1	64.21	64.75

Download as Excel Spreadsheet

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

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