NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 04-Aug-2009

Day Change Summary
	Previous	Current
	03-Aug-2009	04-Aug-2009	Change	Change %	Previous Week
Open	77.50	77.79	0.29	0.4%	76.00
High	78.83	79.55	0.72	0.9%	77.32
Low	77.38	77.78	0.40	0.5%	72.33
Close	78.75	79.41	0.66	0.8%	77.14
Range	1.45	1.77	0.32	22.1%	4.99
ATR	2.05	2.03	-0.02	-1.0%	0.00
Volume	17,950	15,541	-2,409	-13.4%	40,167

Daily Pivots for day following 04-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	84.22	83.59	80.38
R3	82.45	81.82	79.90
R2	80.68	80.68	79.73
R1	80.05	80.05	79.57	80.37
PP	78.91	78.91	78.91	79.07
S1	78.28	78.28	79.25	78.60
S2	77.14	77.14	79.09
S3	75.37	76.51	78.92
S4	73.60	74.74	78.44

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	90.57	88.84	79.88
R3	85.58	83.85	78.51
R2	80.59	80.59	78.05
R1	78.86	78.86	77.60	79.73
PP	75.60	75.60	75.60	76.03
S1	73.87	73.87	76.68	74.74
S2	70.61	70.61	76.23
S3	65.62	68.88	75.77
S4	60.63	63.89	74.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.55	72.33	7.22	9.1%	2.29	2.9%	98%	True	False	11,782
10	79.55	72.33	7.22	9.1%	1.94	2.4%	98%	True	False	10,139
20	79.55	65.66	13.89	17.5%	1.81	2.3%	99%	True	False	8,340

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	0.24
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	87.07
2.618	84.18
1.618	82.41
1.000	81.32
0.618	80.64
HIGH	79.55
0.618	78.87
0.500	78.67
0.382	78.46
LOW	77.78
0.618	76.69
1.000	76.01
1.618	74.92
2.618	73.15
4.250	70.26

Fisher Pivots for day following 04-Aug-2009
Pivot	1 day	3 day
R1	79.16	78.60
PP	78.91	77.78
S1	78.67	76.97

Download as Excel Spreadsheet

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

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