NYMEX Light Sweet Crude Oil Future April 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	72.84	72.60	-0.24	-0.3%	71.57
High	72.84	74.75	1.91	2.6%	75.28
Low	71.26	72.60	1.34	1.9%	71.45
Close	71.37	74.81	3.44	4.8%	75.34
Range	1.58	2.15	0.57	36.1%	3.83
ATR	1.24	1.40	0.15	12.3%	0.00
Volume	1,191	1,685	494	41.5%	17,254

Daily Pivots for day following 30-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	80.50	79.81	75.99
R3	78.35	77.66	75.40
R2	76.20	76.20	75.20
R1	75.51	75.51	75.01	75.86
PP	74.05	74.05	74.05	74.23
S1	73.36	73.36	74.61	73.71
S2	71.90	71.90	74.42
S3	69.75	71.21	74.22
S4	67.60	69.06	73.63

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.51	84.26	77.45
R3	81.68	80.43	76.39
R2	77.85	77.85	76.04
R1	76.60	76.60	75.69	77.23
PP	74.02	74.02	74.02	74.34
S1	72.77	72.77	74.99	73.40
S2	70.19	70.19	74.64
S3	66.36	68.94	74.29
S4	62.53	65.11	73.23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.68	71.26	4.42	5.9%	1.08	1.4%	80%	False	False	3,239
10	75.68	69.77	5.91	7.9%	0.87	1.2%	85%	False	False	2,851
20	75.68	65.05	10.63	14.2%	0.70	0.9%	92%	False	False	2,425

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	0.00
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	83.89
2.618	80.38
1.618	78.23
1.000	76.90
0.618	76.08
HIGH	74.75
0.618	73.93
0.500	73.68
0.382	73.42
LOW	72.60
0.618	71.27
1.000	70.45
1.618	69.12
2.618	66.97
4.250	63.46

Fisher Pivots for day following 30-Jul-2009
Pivot	1 day	3 day
R1	74.43	74.21
PP	74.05	73.61
S1	73.68	73.01

Download as Excel Spreadsheet

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

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