NYMEX Light Sweet Crude Oil Future February 2010

Trading Metrics calculated at close of trading on 15-Jul-2009

Day Change Summary
	Previous	Current
	14-Jul-2009	15-Jul-2009	Change	Change %	Previous Week
Open	65.40	65.72	0.32	0.5%	69.68
High	65.64	67.25	1.61	2.5%	69.68
Low	64.57	65.71	1.14	1.8%	64.47
Close	64.72	67.15	2.43	3.8%	65.17
Range	1.07	1.54	0.47	43.9%	5.21
ATR	1.53	1.60	0.07	4.7%	0.00
Volume	2,510	4,834	2,324	92.6%	17,449

Daily Pivots for day following 15-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	71.32	70.78	68.00
R3	69.78	69.24	67.57
R2	68.24	68.24	67.43
R1	67.70	67.70	67.29	67.97
PP	66.70	66.70	66.70	66.84
S1	66.16	66.16	67.01	66.43
S2	65.16	65.16	66.87
S3	63.62	64.62	66.73
S4	62.08	63.08	66.30

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	67.25	63.61	3.64	5.4%	1.00	1.5%	97%	True	False	3,311
10	74.05	63.61	10.44	15.5%	1.08	1.6%	34%	False	False	3,318
20	75.35	63.61	11.74	17.5%	0.94	1.4%	30%	False	False	3,078
40	77.20	63.61	13.59	20.2%	0.98	1.5%	26%	False	False	2,572

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.10
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	73.80
2.618	71.28
1.618	69.74
1.000	68.79
0.618	68.20
HIGH	67.25
0.618	66.66
0.500	66.48
0.382	66.30
LOW	65.71
0.618	64.76
1.000	64.17
1.618	63.22
2.618	61.68
4.250	59.17

Fisher Pivots for day following 15-Jul-2009
Pivot	1 day	3 day
R1	66.93	66.58
PP	66.70	66.00
S1	66.48	65.43

Download as Excel Spreadsheet

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

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