NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 23-Jul-2009

Day Change Summary
	Previous	Current
	22-Jul-2009	23-Jul-2009	Change	Change %	Previous Week
Open	70.37	72.49	2.12	3.0%	65.60
High	72.32	74.09	1.77	2.4%	70.48
Low	70.37	72.26	1.89	2.7%	64.26
Close	72.26	73.98	1.72	2.4%	70.14
Range	1.95	1.83	-0.12	-6.2%	6.22
ATR	1.75	1.75	0.01	0.3%	0.00
Volume	4,113	4,178	65	1.6%	16,732

Daily Pivots for day following 23-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	78.93	78.29	74.99
R3	77.10	76.46	74.48
R2	75.27	75.27	74.32
R1	74.63	74.63	74.15	74.95
PP	73.44	73.44	73.44	73.61
S1	72.80	72.80	73.81	73.12
S2	71.61	71.61	73.64
S3	69.78	70.97	73.48
S4	67.95	69.14	72.97

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	74.09	69.50	4.59	6.2%	1.25	1.7%	98%	True	False	3,596
10	74.09	64.26	9.83	13.3%	1.20	1.6%	99%	True	False	3,346

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.17
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.87
2.618	78.88
1.618	77.05
1.000	75.92
0.618	75.22
HIGH	74.09
0.618	73.39
0.500	73.18
0.382	72.96
LOW	72.26
0.618	71.13
1.000	70.43
1.618	69.30
2.618	67.47
4.250	64.48

Fisher Pivots for day following 23-Jul-2009
Pivot	1 day	3 day
R1	73.71	73.40
PP	73.44	72.81
S1	73.18	72.23

Download as Excel Spreadsheet

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

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