NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 22-Jul-2009

Day Change Summary
	Previous	Current
	21-Jul-2009	22-Jul-2009	Change	Change %	Previous Week
Open	71.45	70.37	-1.08	-1.5%	65.60
High	72.08	72.32	0.24	0.3%	70.48
Low	71.28	70.37	-0.91	-1.3%	64.26
Close	71.48	72.26	0.78	1.1%	70.14
Range	0.80	1.95	1.15	143.8%	6.22
ATR	1.73	1.75	0.02	0.9%	0.00
Volume	2,610	4,113	1,503	57.6%	16,732

Daily Pivots for day following 22-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	77.50	76.83	73.33
R3	75.55	74.88	72.80
R2	73.60	73.60	72.62
R1	72.93	72.93	72.44	73.27
PP	71.65	71.65	71.65	71.82
S1	70.98	70.98	72.08	71.32
S2	69.70	69.70	71.90
S3	67.75	69.03	71.72
S4	65.80	67.08	71.19

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	72.32	67.31	5.01	6.9%	1.13	1.6%	99%	True	False	3,500
10	72.32	64.26	8.06	11.2%	1.16	1.6%	99%	True	False	3,354

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	80.61
2.618	77.43
1.618	75.48
1.000	74.27
0.618	73.53
HIGH	72.32
0.618	71.58
0.500	71.35
0.382	71.11
LOW	70.37
0.618	69.16
1.000	68.42
1.618	67.21
2.618	65.26
4.250	62.08

Fisher Pivots for day following 22-Jul-2009
Pivot	1 day	3 day
R1	71.96	71.96
PP	71.65	71.65
S1	71.35	71.35

Download as Excel Spreadsheet

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

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