NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 30-Jul-2009

Day Change Summary
	Previous	Current
	29-Jul-2009	30-Jul-2009	Change	Change %	Previous Week
Open	72.34	71.60	-0.74	-1.0%	70.95
High	72.56	74.11	1.55	2.1%	74.81
Low	70.26	71.52	1.26	1.8%	70.37
Close	70.69	74.13	3.44	4.9%	74.71
Range	2.30	2.59	0.29	12.6%	4.44
ATR	1.76	1.87	0.12	6.8%	0.00
Volume	2,723	2,986	263	9.7%	22,374

Daily Pivots for day following 30-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	81.02	80.17	75.55
R3	78.43	77.58	74.84
R2	75.84	75.84	74.60
R1	74.99	74.99	74.37	75.42
PP	73.25	73.25	73.25	73.47
S1	72.40	72.40	73.89	72.83
S2	70.66	70.66	73.66
S3	68.07	69.81	73.42
S4	65.48	67.22	72.71

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.62	85.10	77.15
R3	82.18	80.66	75.93
R2	77.74	77.74	75.52
R1	76.22	76.22	75.12	76.98
PP	73.30	73.30	73.30	73.68
S1	71.78	71.78	74.30	72.54
S2	68.86	68.86	73.90
S3	64.42	67.34	73.49
S4	59.98	62.90	72.27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.05	70.26	4.79	6.5%	1.47	2.0%	81%	False	False	4,907
10	75.05	69.50	5.55	7.5%	1.36	1.8%	83%	False	False	4,251
20	75.05	64.26	10.79	14.6%	1.22	1.6%	91%	False	False	3,683

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	85.12
2.618	80.89
1.618	78.30
1.000	76.70
0.618	75.71
HIGH	74.11
0.618	73.12
0.500	72.82
0.382	72.51
LOW	71.52
0.618	69.92
1.000	68.93
1.618	67.33
2.618	64.74
4.250	60.51

Fisher Pivots for day following 30-Jul-2009
Pivot	1 day	3 day
R1	73.69	73.48
PP	73.25	72.83
S1	72.82	72.19

Download as Excel Spreadsheet

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

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