NYMEX Light Sweet Crude Oil Future July 2010

Trading Metrics calculated at close of trading on 09-Jun-2010

Day Change Summary
	Previous	Current
	08-Jun-2010	09-Jun-2010	Change	Change %	Previous Week
Open	71.16	72.51	1.35	1.9%	73.97
High	72.60	74.96	2.36	3.3%	75.42
Low	70.75	72.03	1.28	1.8%	70.73
Close	71.99	74.38	2.39	3.3%	71.51
Range	1.85	2.93	1.08	58.4%	4.69
ATR	2.82	2.83	0.01	0.4%	0.00
Volume	417,308	421,966	4,658	1.1%	1,689,727

Daily Pivots for day following 09-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.58	81.41	75.99
R3	79.65	78.48	75.19
R2	76.72	76.72	74.92
R1	75.55	75.55	74.65	76.14
PP	73.79	73.79	73.79	74.08
S1	72.62	72.62	74.11	73.21
S2	70.86	70.86	73.84
S3	67.93	69.69	73.57
S4	65.00	66.76	72.77

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.62	83.76	74.09
R3	81.93	79.07	72.80
R2	77.24	77.24	72.37
R1	74.38	74.38	71.94	73.47
PP	72.55	72.55	72.55	72.10
S1	69.69	69.69	71.08	68.78
S2	67.86	67.86	70.65
S3	63.17	65.00	70.22
S4	58.48	60.31	68.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.42	69.51	5.91	7.9%	3.02	4.1%	82%	False	False	423,646
10	75.72	69.21	6.51	8.8%	3.02	4.1%	79%	False	False	418,022
20	80.97	67.15	13.82	18.6%	2.86	3.8%	52%	False	False	387,675
40	89.77	67.15	22.62	30.4%	2.62	3.5%	32%	False	False	273,863
60	89.77	67.15	22.62	30.4%	2.29	3.1%	32%	False	False	197,314
80	89.77	67.15	22.62	30.4%	2.19	2.9%	32%	False	False	151,830
100	89.77	67.15	22.62	30.4%	2.18	2.9%	32%	False	False	123,370
120	89.77	67.15	22.62	30.4%	2.06	2.8%	32%	False	False	103,513

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	0.72
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	87.41
2.618	82.63
1.618	79.70
1.000	77.89
0.618	76.77
HIGH	74.96
0.618	73.84
0.500	73.50
0.382	73.15
LOW	72.03
0.618	70.22
1.000	69.10
1.618	67.29
2.618	64.36
4.250	59.58

Fisher Pivots for day following 09-Jun-2010
Pivot	1 day	3 day
R1	74.09	73.67
PP	73.79	72.95
S1	73.50	72.24

Download as Excel Spreadsheet

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

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