NYMEX Light Sweet Crude Oil Future May 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	73.21	71.97	-1.24	-1.7%	65.75
High	73.21	73.65	0.44	0.6%	70.62
Low	72.72	71.97	-0.75	-1.0%	65.75
Close	72.72	73.65	0.93	1.3%	71.18
Range	0.49	1.68	1.19	242.9%	4.87
ATR	1.35	1.37	0.02	1.7%	0.00
Volume	1,768	2,726	958	54.2%	8,475

Daily Pivots for day following 22-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	78.13	77.57	74.57
R3	76.45	75.89	74.11
R2	74.77	74.77	73.96
R1	74.21	74.21	73.80	74.49
PP	73.09	73.09	73.09	73.23
S1	72.53	72.53	73.50	72.81
S2	71.41	71.41	73.34
S3	69.73	70.85	73.19
S4	68.05	69.17	72.73

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	73.65	68.50	5.15	7.0%	0.63	0.9%	100%	True	False	1,633
10	73.65	65.75	7.90	10.7%	0.52	0.7%	100%	True	False	1,842

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.02
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	80.79
2.618	78.05
1.618	76.37
1.000	75.33
0.618	74.69
HIGH	73.65
0.618	73.01
0.500	72.81
0.382	72.61
LOW	71.97
0.618	70.93
1.000	70.29
1.618	69.25
2.618	67.57
4.250	64.83

Fisher Pivots for day following 22-Jul-2009
Pivot	1 day	3 day
R1	73.37	73.36
PP	73.09	73.07
S1	72.81	72.78

Download as Excel Spreadsheet

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

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