NYMEX Light Sweet Crude Oil Future July 2010

Trading Metrics calculated at close of trading on 07-Oct-2009

Day Change Summary
	Previous	Current
	06-Oct-2009	07-Oct-2009	Change	Change %	Previous Week
Open	74.47	74.39	-0.08	-0.1%	70.57
High	74.92	74.48	-0.44	-0.6%	74.75
Low	73.79	72.49	-1.30	-1.8%	70.45
Close	74.06	73.00	-1.06	-1.4%	73.62
Range	1.13	1.99	0.86	76.1%	4.30
ATR	1.80	1.82	0.01	0.7%	0.00
Volume	2,758	2,758	0	0.0%	11,402

Daily Pivots for day following 07-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	79.29	78.14	74.09
R3	77.30	76.15	73.55
R2	75.31	75.31	73.36
R1	74.16	74.16	73.18	73.74
PP	73.32	73.32	73.32	73.12
S1	72.17	72.17	72.82	71.75
S2	71.33	71.33	72.64
S3	69.34	70.18	72.45
S4	67.35	68.19	71.91

Weekly Pivots for week ending 02-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.84	84.03	75.99
R3	81.54	79.73	74.80
R2	77.24	77.24	74.41
R1	75.43	75.43	74.01	76.34
PP	72.94	72.94	72.94	73.39
S1	71.13	71.13	73.23	72.04
S2	68.64	68.64	72.83
S3	64.34	66.83	72.44
S4	60.04	62.53	71.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.92	71.85	3.07	4.2%	1.53	2.1%	37%	False	False	2,687
10	74.92	70.06	4.86	6.7%	1.68	2.3%	60%	False	False	2,556
20	76.87	70.06	6.81	9.3%	1.54	2.1%	43%	False	False	2,739
40	79.76	70.06	9.70	13.3%	1.57	2.1%	30%	False	False	2,777

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	0.34
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.94
2.618	79.69
1.618	77.70
1.000	76.47
0.618	75.71
HIGH	74.48
0.618	73.72
0.500	73.49
0.382	73.25
LOW	72.49
0.618	71.26
1.000	70.50
1.618	69.27
2.618	67.28
4.250	64.03

Fisher Pivots for day following 07-Oct-2009
Pivot	1 day	3 day
R1	73.49	73.39
PP	73.32	73.26
S1	73.16	73.13

Download as Excel Spreadsheet

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

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