NYMEX Light Sweet Crude Oil Future March 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	69.78	70.95	1.17	1.7%	65.60
High	70.48	71.48	1.00	1.4%	70.48
Low	69.50	70.80	1.30	1.9%	64.26
Close	70.14	71.28	1.14	1.6%	70.14
Range	0.98	0.68	-0.30	-30.6%	6.22
ATR
Volume	4,012	3,067	-945	-23.6%	16,732

Daily Pivots for day following 20-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	73.23	72.93	71.65
R3	72.55	72.25	71.47
R2	71.87	71.87	71.40
R1	71.57	71.57	71.34	71.72
PP	71.19	71.19	71.19	71.26
S1	70.89	70.89	71.22	71.04
S2	70.51	70.51	71.16
S3	69.83	70.21	71.09
S4	69.15	69.53	70.91

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.95	84.77	73.56
R3	80.73	78.55	71.85
R2	74.51	74.51	71.28
R1	72.33	72.33	70.71	73.42
PP	68.29	68.29	68.29	68.84
S1	66.11	66.11	69.57	67.20
S2	62.07	62.07	69.00
S3	55.85	59.89	68.43
S4	49.63	53.67	66.72

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	71.48	65.05	6.43	9.0%	1.07	1.5%	97%	True	False	3,001
10	71.48	64.26	7.22	10.1%	1.06	1.5%	97%	True	False	3,289

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.15
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	74.37
2.618	73.26
1.618	72.58
1.000	72.16
0.618	71.90
HIGH	71.48
0.618	71.22
0.500	71.14
0.382	71.06
LOW	70.80
0.618	70.38
1.000	70.12
1.618	69.70
2.618	69.02
4.250	67.91

Fisher Pivots for day following 20-Jul-2009
Pivot	1 day	3 day
R1	71.23	70.65
PP	71.19	70.02
S1	71.14	69.40

Download as Excel Spreadsheet

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

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