NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 16-Jul-2009

Day Change Summary
	Previous	Current
	15-Jul-2009	16-Jul-2009	Change	Change %	Previous Week
Open	66.72	68.88	2.16	3.2%	71.03
High	69.27	70.14	0.87	1.3%	71.10
Low	66.69	68.44	1.75	2.6%	66.43
Close	69.04	70.12	1.08	1.6%	67.19
Range	2.58	1.70	-0.88	-34.1%	4.67
ATR
Volume	4,732	5,802	1,070	22.6%	29,199

Daily Pivots for day following 16-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	74.67	74.09	71.06
R3	72.97	72.39	70.59
R2	71.27	71.27	70.43
R1	70.69	70.69	70.28	70.98
PP	69.57	69.57	69.57	69.71
S1	68.99	68.99	69.96	69.28
S2	67.87	67.87	69.81
S3	66.17	67.29	69.65
S4	64.47	65.59	69.19

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	82.25	79.39	69.76
R3	77.58	74.72	68.47
R2	72.91	72.91	68.05
R1	70.05	70.05	67.62	69.15
PP	68.24	68.24	68.24	67.79
S1	65.38	65.38	66.76	64.48
S2	63.57	63.57	66.33
S3	58.90	60.71	65.91
S4	54.23	56.04	64.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	70.14	65.66	4.48	6.4%	1.69	2.4%	100%	True	False	5,866
10	73.44	65.66	7.78	11.1%	1.48	2.1%	57%	False	False	5,793

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	0.19
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	77.37
2.618	74.59
1.618	72.89
1.000	71.84
0.618	71.19
HIGH	70.14
0.618	69.49
0.500	69.29
0.382	69.09
LOW	68.44
0.618	67.39
1.000	66.74
1.618	65.69
2.618	63.99
4.250	61.22

Fisher Pivots for day following 16-Jul-2009
Pivot	1 day	3 day
R1	69.84	69.50
PP	69.57	68.87
S1	69.29	68.25

Download as Excel Spreadsheet

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

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