NYMEX Light Sweet Crude Oil Future June 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	68.88	69.66	0.78	1.1%	67.29
High	70.14	71.96	1.82	2.6%	71.96
Low	68.44	69.65	1.21	1.8%	65.66
Close	70.12	71.66	1.54	2.2%	71.66
Range	1.70	2.31	0.61	35.9%	6.30
ATR
Volume	5,802	10,359	4,557	78.5%	34,713

Daily Pivots for day following 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	78.02	77.15	72.93
R3	75.71	74.84	72.30
R2	73.40	73.40	72.08
R1	72.53	72.53	71.87	72.97
PP	71.09	71.09	71.09	71.31
S1	70.22	70.22	71.45	70.66
S2	68.78	68.78	71.24
S3	66.47	67.91	71.02
S4	64.16	65.60	70.39

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	88.66	86.46	75.13
R3	82.36	80.16	73.39
R2	76.06	76.06	72.82
R1	73.86	73.86	72.24	74.96
PP	69.76	69.76	69.76	70.31
S1	67.56	67.56	71.08	68.66
S2	63.46	63.46	70.51
S3	57.16	61.26	69.93
S4	50.86	54.96	68.20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	71.96	65.66	6.30	8.8%	1.98	2.8%	95%	True	False	6,942
10	71.96	65.66	6.30	8.8%	1.62	2.3%	95%	True	False	6,391

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	0.19
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.78
2.618	78.01
1.618	75.70
1.000	74.27
0.618	73.39
HIGH	71.96
0.618	71.08
0.500	70.81
0.382	70.53
LOW	69.65
0.618	68.22
1.000	67.34
1.618	65.91
2.618	63.60
4.250	59.83

Fisher Pivots for day following 17-Jul-2009
Pivot	1 day	3 day
R1	71.38	70.88
PP	71.09	70.10
S1	70.81	69.33

Download as Excel Spreadsheet

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

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