NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 30-Jul-2009

Day Change Summary
	Previous	Current
	29-Jul-2009	30-Jul-2009	Change	Change %	Previous Week
Open	74.31	72.82	-1.49	-2.0%	72.79
High	74.33	76.02	1.69	2.3%	76.65
Low	72.33	72.75	0.42	0.6%	72.18
Close	72.62	76.03	3.41	4.7%	76.54
Range	2.00	3.27	1.27	63.5%	4.47
ATR	1.90	2.01	0.11	5.6%	0.00
Volume	4,029	8,204	4,175	103.6%	39,511

Daily Pivots for day following 30-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	84.74	83.66	77.83
R3	81.47	80.39	76.93
R2	78.20	78.20	76.63
R1	77.12	77.12	76.33	77.66
PP	74.93	74.93	74.93	75.21
S1	73.85	73.85	75.73	74.39
S2	71.66	71.66	75.43
S3	68.39	70.58	75.13
S4	65.12	67.31	74.23

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	88.53	87.01	79.00
R3	84.06	82.54	77.77
R2	79.59	79.59	77.36
R1	78.07	78.07	76.95	78.83
PP	75.12	75.12	75.12	75.51
S1	73.60	73.60	76.13	74.36
S2	70.65	70.65	75.72
S3	66.18	69.13	75.31
S4	61.71	64.66	74.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.87	72.33	4.54	6.0%	1.89	2.5%	81%	False	False	7,716
10	76.87	69.65	7.22	9.5%	1.85	2.4%	88%	False	False	7,685
20	76.87	65.66	11.21	14.7%	1.67	2.2%	93%	False	False	6,739

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.14
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	89.92
2.618	84.58
1.618	81.31
1.000	79.29
0.618	78.04
HIGH	76.02
0.618	74.77
0.500	74.39
0.382	74.00
LOW	72.75
0.618	70.73
1.000	69.48
1.618	67.46
2.618	64.19
4.250	58.85

Fisher Pivots for day following 30-Jul-2009
Pivot	1 day	3 day
R1	75.48	75.48
PP	74.93	74.93
S1	74.39	74.39

Download as Excel Spreadsheet

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

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