NYMEX Light Sweet Crude Oil Future May 2010

Trading Metrics calculated at close of trading on 24-Jul-2009

Day Change Summary
	Previous	Current
	23-Jul-2009	24-Jul-2009	Change	Change %	Previous Week
Open	73.75	74.35	0.60	0.8%	72.18
High	74.91	75.95	1.04	1.4%	75.95
Low	73.73	74.35	0.62	0.8%	71.91
Close	75.35	75.95	0.60	0.8%	75.95
Range	1.18	1.60	0.42	35.6%	4.04
ATR	1.37	1.38	0.02	1.2%	0.00
Volume	4,883	4,787	-96	-2.0%	15,265

Daily Pivots for day following 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	80.22	79.68	76.83
R3	78.62	78.08	76.39
R2	77.02	77.02	76.24
R1	76.48	76.48	76.10	76.75
PP	75.42	75.42	75.42	75.55
S1	74.88	74.88	75.80	75.15
S2	73.82	73.82	75.66
S3	72.22	73.28	75.51
S4	70.62	71.68	75.07

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.72	85.38	78.17
R3	82.68	81.34	77.06
R2	78.64	78.64	76.69
R1	77.30	77.30	76.32	77.97
PP	74.60	74.60	74.60	74.94
S1	73.26	73.26	75.58	73.93
S2	70.56	70.56	75.21
S3	66.52	69.22	74.84
S4	62.48	65.18	73.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.95	71.91	4.04	5.3%	1.08	1.4%	100%	True	False	3,053
10	75.95	65.75	10.20	13.4%	0.77	1.0%	100%	True	False	2,374

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.02
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.75
2.618	80.14
1.618	78.54
1.000	77.55
0.618	76.94
HIGH	75.95
0.618	75.34
0.500	75.15
0.382	74.96
LOW	74.35
0.618	73.36
1.000	72.75
1.618	71.76
2.618	70.16
4.250	67.55

Fisher Pivots for day following 24-Jul-2009
Pivot	1 day	3 day
R1	75.68	75.29
PP	75.42	74.62
S1	75.15	73.96

Download as Excel Spreadsheet

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

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