NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 20-Jul-2009

Day Change Summary
	Previous	Current
	17-Jul-2009	20-Jul-2009	Change	Change %	Previous Week
Open	69.66	72.79	3.13	4.5%	67.29
High	71.96	73.20	1.24	1.7%	71.96
Low	69.65	72.26	2.61	3.7%	65.66
Close	71.66	72.94	1.28	1.8%	71.66
Range	2.31	0.94	-1.37	-59.3%	6.30
ATR
Volume	10,359	6,480	-3,879	-37.4%	34,713

Daily Pivots for day following 20-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	75.62	75.22	73.46
R3	74.68	74.28	73.20
R2	73.74	73.74	73.11
R1	73.34	73.34	73.03	73.54
PP	72.80	72.80	72.80	72.90
S1	72.40	72.40	72.85	72.60
S2	71.86	71.86	72.77
S3	70.92	71.46	72.68
S4	69.98	70.52	72.42

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	73.20	66.35	6.85	9.4%	1.84	2.5%	96%	True	False	7,171
10	73.20	65.66	7.54	10.3%	1.58	2.2%	97%	True	False	6,482

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.22
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	77.20
2.618	75.66
1.618	74.72
1.000	74.14
0.618	73.78
HIGH	73.20
0.618	72.84
0.500	72.73
0.382	72.62
LOW	72.26
0.618	71.68
1.000	71.32
1.618	70.74
2.618	69.80
4.250	68.27

Fisher Pivots for day following 20-Jul-2009
Pivot	1 day	3 day
R1	72.87	72.23
PP	72.80	71.53
S1	72.73	70.82

Download as Excel Spreadsheet

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

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