NYMEX Light Sweet Crude Oil Future September 2010

Trading Metrics calculated at close of trading on 18-Jun-2010

Day Change Summary
	Previous	Current
	17-Jun-2010	18-Jun-2010	Change	Change %	Previous Week
Open	79.52	78.86	-0.66	-0.8%	76.72
High	80.11	79.56	-0.55	-0.7%	80.11
Low	78.71	77.97	-0.74	-0.9%	76.32
Close	79.12	79.18	0.06	0.1%	79.18
Range	1.40	1.59	0.19	13.6%	3.79
ATR	2.40	2.34	-0.06	-2.4%	0.00
Volume	70,957	89,090	18,133	25.6%	355,258

Daily Pivots for day following 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.67	83.02	80.05
R3	82.08	81.43	79.62
R2	80.49	80.49	79.47
R1	79.84	79.84	79.33	80.17
PP	78.90	78.90	78.90	79.07
S1	78.25	78.25	79.03	78.58
S2	77.31	77.31	78.89
S3	75.72	76.66	78.74
S4	74.13	75.07	78.31

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.91	88.33	81.26
R3	86.12	84.54	80.22
R2	82.33	82.33	79.87
R1	80.75	80.75	79.53	81.54
PP	78.54	78.54	78.54	78.93
S1	76.96	76.96	78.83	77.75
S2	74.75	74.75	78.49
S3	70.96	73.17	78.14
S4	67.17	69.38	77.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.11	76.32	3.79	4.8%	1.83	2.3%	75%	False	False	71,051
10	80.11	71.92	8.19	10.3%	2.02	2.6%	89%	False	False	71,703
20	80.11	69.62	10.49	13.2%	2.41	3.0%	91%	False	False	61,620
40	92.21	69.62	22.59	28.5%	2.49	3.1%	42%	False	False	52,136
60	92.21	69.62	22.59	28.5%	2.14	2.7%	42%	False	False	43,180
80	92.21	69.62	22.59	28.5%	2.02	2.6%	42%	False	False	34,471
100	92.21	69.62	22.59	28.5%	2.00	2.5%	42%	False	False	28,803
120	92.21	69.62	22.59	28.5%	1.83	2.3%	42%	False	False	24,519

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.50
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	86.32
2.618	83.72
1.618	82.13
1.000	81.15
0.618	80.54
HIGH	79.56
0.618	78.95
0.500	78.77
0.382	78.58
LOW	77.97
0.618	76.99
1.000	76.38
1.618	75.40
2.618	73.81
4.250	71.21

Fisher Pivots for day following 18-Jun-2010
Pivot	1 day	3 day
R1	79.04	79.13
PP	78.90	79.09
S1	78.77	79.04

Download as Excel Spreadsheet

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

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