NYMEX Light Sweet Crude Oil Future April 2010

Trading Metrics calculated at close of trading on 16-Jul-2009

Day Change Summary
	Previous	Current
	15-Jul-2009	16-Jul-2009	Change	Change %	Previous Week
Open	67.30	68.65	1.35	2.0%	69.38
High	68.23	68.87	0.64	0.9%	69.66
Low	67.19	68.16	0.97	1.4%	65.62
Close	68.14	69.14	1.00	1.5%	66.23
Range	1.04	0.71	-0.33	-31.7%	4.04
ATR
Volume	1,128	1,211	83	7.4%	10,097

Daily Pivots for day following 16-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	70.85	70.71	69.53
R3	70.14	70.00	69.34
R2	69.43	69.43	69.27
R1	69.29	69.29	69.21	69.36
PP	68.72	68.72	68.72	68.76
S1	68.58	68.58	69.07	68.65
S2	68.01	68.01	69.01
S3	67.30	67.87	68.94
S4	66.59	67.16	68.75

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	79.29	76.80	68.45
R3	75.25	72.76	67.34
R2	71.21	71.21	66.97
R1	68.72	68.72	66.60	67.95
PP	67.17	67.17	67.17	66.78
S1	64.68	64.68	65.86	63.91
S2	63.13	63.13	65.49
S3	59.09	60.64	65.12
S4	55.05	56.60	64.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	68.87	65.05	3.82	5.5%	0.48	0.7%	107%	True	False	2,068
10	72.04	65.05	6.99	10.1%	0.52	0.8%	59%	False	False	1,999

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	0.06
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	71.89
2.618	70.73
1.618	70.02
1.000	69.58
0.618	69.31
HIGH	68.87
0.618	68.60
0.500	68.52
0.382	68.43
LOW	68.16
0.618	67.72
1.000	67.45
1.618	67.01
2.618	66.30
4.250	65.14

Fisher Pivots for day following 16-Jul-2009
Pivot	1 day	3 day
R1	68.93	68.52
PP	68.72	67.91
S1	68.52	67.29

Download as Excel Spreadsheet

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

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