NYMEX Light Sweet Crude Oil Future February 2010

Trading Metrics calculated at close of trading on 28-Jul-2009

Day Change Summary
	Previous	Current
	27-Jul-2009	28-Jul-2009	Change	Change %	Previous Week
Open	73.69	73.80	0.11	0.1%	70.50
High	74.18	73.80	-0.38	-0.5%	74.06
Low	73.52	72.23	-1.29	-1.8%	69.67
Close	73.88	72.98	-0.90	-1.2%	74.06
Range	0.66	1.57	0.91	137.9%	4.39
ATR	1.47	1.48	0.01	0.9%	0.00
Volume	5,365	9,236	3,871	72.2%	24,682

Daily Pivots for day following 28-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	77.71	76.92	73.84
R3	76.14	75.35	73.41
R2	74.57	74.57	73.27
R1	73.78	73.78	73.12	73.39
PP	73.00	73.00	73.00	72.81
S1	72.21	72.21	72.84	71.82
S2	71.43	71.43	72.69
S3	69.86	70.64	72.55
S4	68.29	69.07	72.12

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.77	84.30	76.47
R3	81.38	79.91	75.27
R2	76.99	76.99	74.86
R1	75.52	75.52	74.46	76.26
PP	72.60	72.60	72.60	72.96
S1	71.13	71.13	73.66	71.87
S2	68.21	68.21	73.26
S3	63.82	66.74	72.85
S4	59.43	62.35	71.65

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.18	69.67	4.51	6.2%	1.35	1.9%	73%	False	False	6,162
10	74.18	65.71	8.47	11.6%	1.19	1.6%	86%	False	False	5,289
20	74.64	63.61	11.03	15.1%	1.16	1.6%	85%	False	False	4,293
40	77.20	63.61	13.59	18.6%	1.03	1.4%	69%	False	False	3,390

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.06
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	80.47
2.618	77.91
1.618	76.34
1.000	75.37
0.618	74.77
HIGH	73.80
0.618	73.20
0.500	73.02
0.382	72.83
LOW	72.23
0.618	71.26
1.000	70.66
1.618	69.69
2.618	68.12
4.250	65.56

Fisher Pivots for day following 28-Jul-2009
Pivot	1 day	3 day
R1	73.02	73.21
PP	73.00	73.13
S1	72.99	73.06

Download as Excel Spreadsheet

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

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