NYMEX Light Sweet Crude Oil Future May 2010

Trading Metrics calculated at close of trading on 17-Jul-2009

Day Change Summary
	Previous	Current
	16-Jul-2009	17-Jul-2009	Change	Change %	Previous Week
Open	68.52	70.62	2.10	3.1%	65.75
High	69.06	70.62	1.56	2.3%	70.62
Low	68.50	70.62	2.12	3.1%	65.75
Close	69.64	71.18	1.54	2.2%	71.18
Range	0.56	0.00	-0.56	-100.0%	4.87
ATR
Volume	1,225	1,348	123	10.0%	8,475

Daily Pivots for day following 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	70.81	70.99	71.18
R3	70.81	70.99	71.18
R2	70.81	70.81	71.18
R1	70.99	70.99	71.18	70.90
PP	70.81	70.81	70.81	70.76
S1	70.99	70.99	71.18	70.90
S2	70.81	70.81	71.18
S3	70.81	70.99	71.18
S4	70.81	70.99	71.18

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	83.79	82.36	73.86
R3	78.92	77.49	72.52
R2	74.05	74.05	72.07
R1	72.62	72.62	71.63	73.34
PP	69.18	69.18	69.18	69.54
S1	67.75	67.75	70.73	68.47
S2	64.31	64.31	70.29
S3	59.44	62.88	69.84
S4	54.57	58.01	68.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	70.62	65.75	4.87	6.8%	0.47	0.7%	111%	True	False	1,695
10	70.62	65.75	4.87	6.8%	0.59	0.8%	111%	True	False	1,658

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	0.00
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	70.62
2.618	70.62
1.618	70.62
1.000	70.62
0.618	70.62
HIGH	70.62
0.618	70.62
0.500	70.62
0.382	70.62
LOW	70.62
0.618	70.62
1.000	70.62
1.618	70.62
2.618	70.62
4.250	70.62

Fisher Pivots for day following 17-Jul-2009
Pivot	1 day	3 day
R1	70.99	70.46
PP	70.81	69.73
S1	70.62	69.01

Download as Excel Spreadsheet

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

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