NYMEX Light Sweet Crude Oil Future April 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	72.60	71.70	-0.90	-1.2%	65.05
High	72.60	72.37	-0.23	-0.3%	69.77
Low	71.56	71.70	0.14	0.2%	65.05
Close	72.10	72.96	0.86	1.2%	70.67
Range	1.04	0.67	-0.37	-35.6%	4.72
ATR	1.20	1.16	-0.04	-3.2%	0.00
Volume	2,132	3,407	1,275	59.8%	9,930

Daily Pivots for day following 22-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	74.35	74.33	73.33
R3	73.68	73.66	73.14
R2	73.01	73.01	73.08
R1	72.99	72.99	73.02	73.00
PP	72.34	72.34	72.34	72.35
S1	72.32	72.32	72.90	72.33
S2	71.67	71.67	72.84
S3	71.00	71.65	72.78
S4	70.33	70.98	72.59

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	68.16	4.44	6.1%	0.51	0.7%	108%	False	False	1,889
10	72.60	65.05	7.55	10.3%	0.43	0.6%	105%	False	False	2,117

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.03
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	75.22
2.618	74.12
1.618	73.45
1.000	73.04
0.618	72.78
HIGH	72.37
0.618	72.11
0.500	72.04
0.382	71.96
LOW	71.70
0.618	71.29
1.000	71.03
1.618	70.62
2.618	69.95
4.250	68.85

Fisher Pivots for day following 22-Jul-2009
Pivot	1 day	3 day
R1	72.65	72.65
PP	72.34	72.34
S1	72.04	72.03

Download as Excel Spreadsheet

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

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