NYMEX Light Sweet Crude Oil Future February 2010

Trading Metrics calculated at close of trading on 20-Jul-2009

Day Change Summary
	Previous	Current
	17-Jul-2009	20-Jul-2009	Change	Change %	Previous Week
Open	69.30	70.50	1.20	1.7%	64.55
High	69.87	70.68	0.81	1.2%	69.87
Low	69.23	69.80	0.57	0.8%	63.61
Close	69.55	70.65	1.10	1.6%	69.55
Range	0.64	0.88	0.24	37.5%	6.26
ATR	1.59	1.56	-0.03	-2.1%	0.00
Volume	4,160	3,041	-1,119	-26.9%	18,271

Daily Pivots for day following 20-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	73.02	72.71	71.13
R3	72.14	71.83	70.89
R2	71.26	71.26	70.81
R1	70.95	70.95	70.73	71.11
PP	70.38	70.38	70.38	70.45
S1	70.07	70.07	70.57	70.23
S2	69.50	69.50	70.49
S3	68.62	69.19	70.41
S4	67.74	68.31	70.17

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.46	84.26	72.99
R3	80.20	78.00	71.27
R2	73.94	73.94	70.70
R1	71.74	71.74	70.12	72.84
PP	67.68	67.68	67.68	68.23
S1	65.48	65.48	68.98	66.58
S2	61.42	61.42	68.40
S3	55.16	59.22	67.83
S4	48.90	52.96	66.11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	70.68	64.57	6.11	8.6%	1.06	1.5%	100%	True	False	3,832
10	70.68	63.61	7.07	10.0%	1.03	1.5%	100%	True	False	3,554
20	74.84	63.61	11.23	15.9%	1.00	1.4%	63%	False	False	3,277
40	77.20	63.61	13.59	19.2%	1.00	1.4%	52%	False	False	2,803

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	0.09
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	74.42
2.618	72.98
1.618	72.10
1.000	71.56
0.618	71.22
HIGH	70.68
0.618	70.34
0.500	70.24
0.382	70.14
LOW	69.80
0.618	69.26
1.000	68.92
1.618	68.38
2.618	67.50
4.250	66.06

Fisher Pivots for day following 20-Jul-2009
Pivot	1 day	3 day
R1	70.51	70.02
PP	70.38	69.40
S1	70.24	68.77

Download as Excel Spreadsheet

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

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