NYMEX Light Sweet Crude Oil Future July 2010

Trading Metrics calculated at close of trading on 17-Dec-2009

Day Change Summary
	Previous	Current
	16-Dec-2009	17-Dec-2009	Change	Change %	Previous Week
Open	76.90	77.29	0.39	0.5%	81.96
High	78.29	78.47	0.18	0.2%	81.96
Low	76.90	76.21	-0.69	-0.9%	75.83
Close	77.85	77.29	-0.56	-0.7%	76.53
Range	1.39	2.26	0.87	62.6%	6.13
ATR	1.73	1.77	0.04	2.2%	0.00
Volume	5,071	5,125	54	1.1%	21,386

Daily Pivots for day following 17-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	84.10	82.96	78.53
R3	81.84	80.70	77.91
R2	79.58	79.58	77.70
R1	78.44	78.44	77.50	78.42
PP	77.32	77.32	77.32	77.32
S1	76.18	76.18	77.08	76.16
S2	75.06	75.06	76.88
S3	72.80	73.92	76.67
S4	70.54	71.66	76.05

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	96.50	92.64	79.90
R3	90.37	86.51	78.22
R2	84.24	84.24	77.65
R1	80.38	80.38	77.09	79.25
PP	78.11	78.11	78.11	77.54
S1	74.25	74.25	75.97	73.12
S2	71.98	71.98	75.41
S3	65.85	68.12	74.84
S4	59.72	61.99	73.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.47	75.83	2.64	3.4%	1.30	1.7%	55%	True	False	4,004
10	84.05	75.83	8.22	10.6%	1.68	2.2%	18%	False	False	4,190
20	84.32	75.83	8.49	11.0%	1.69	2.2%	17%	False	False	3,698
40	85.24	75.83	9.41	12.2%	1.70	2.2%	16%	False	False	3,488
60	85.24	70.06	15.18	19.6%	1.66	2.2%	48%	False	False	3,275
80	85.24	70.06	15.18	19.6%	1.59	2.1%	48%	False	False	3,213

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	88.08
2.618	84.39
1.618	82.13
1.000	80.73
0.618	79.87
HIGH	78.47
0.618	77.61
0.500	77.34
0.382	77.07
LOW	76.21
0.618	74.81
1.000	73.95
1.618	72.55
2.618	70.29
4.250	66.61

Fisher Pivots for day following 17-Dec-2009
Pivot	1 day	3 day
R1	77.34	77.34
PP	77.32	77.32
S1	77.31	77.31

Download as Excel Spreadsheet

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

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