NYMEX Light Sweet Crude Oil Future April 2010

Trading Metrics calculated at close of trading on 21-Jul-2009

Day Change Summary
	Previous	Current
	20-Jul-2009	21-Jul-2009	Change	Change %	Previous Week
Open	71.57	72.60	1.03	1.4%	65.05
High	71.57	72.60	1.03	1.4%	69.77
Low	71.45	71.56	0.11	0.2%	65.05
Close	71.86	72.10	0.24	0.3%	70.67
Range	0.12	1.04	0.92	766.7%	4.72
ATR	0.00	1.20	1.20		0.00
Volume	1,207	2,132	925	76.6%	9,930

Daily Pivots for day following 21-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	75.21	74.69	72.67
R3	74.17	73.65	72.39
R2	73.13	73.13	72.29
R1	72.61	72.61	72.20	72.35
PP	72.09	72.09	72.09	71.96
S1	71.57	71.57	72.00	71.31
S2	71.05	71.05	71.91
S3	70.01	70.53	71.81
S4	68.97	69.49	71.53

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	82.66	81.38	73.27
R3	77.94	76.66	71.97
R2	73.22	73.22	71.54
R1	71.94	71.94	71.10	72.58
PP	68.50	68.50	68.50	68.82
S1	67.22	67.22	70.24	67.86
S2	63.78	63.78	69.80
S3	59.06	62.50	69.37
S4	54.34	57.78	68.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	72.60	67.19	5.41	7.5%	0.58	0.8%	91%	True	False	1,433
10	72.60	65.05	7.55	10.5%	0.53	0.7%	93%	True	False	1,900

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.03
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	77.02
2.618	75.32
1.618	74.28
1.000	73.64
0.618	73.24
HIGH	72.60
0.618	72.20
0.500	72.08
0.382	71.96
LOW	71.56
0.618	70.92
1.000	70.52
1.618	69.88
2.618	68.84
4.250	67.14

Fisher Pivots for day following 21-Jul-2009
Pivot	1 day	3 day
R1	72.09	71.80
PP	72.09	71.49
S1	72.08	71.19

Download as Excel Spreadsheet

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

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