NYMEX Light Sweet Crude Oil Future September 2010

Trading Metrics calculated at close of trading on 29-Jun-2010

Day Change Summary
	Previous	Current
	28-Jun-2010	29-Jun-2010	Change	Change %	Previous Week
Open	79.61	78.71	-0.90	-1.1%	79.75
High	79.97	78.95	-1.02	-1.3%	80.82
Low	78.38	75.84	-2.54	-3.2%	76.00
Close	78.90	76.57	-2.33	-3.0%	79.43
Range	1.59	3.11	1.52	95.6%	4.82
ATR	2.25	2.31	0.06	2.7%	0.00
Volume	69,179	58,070	-11,109	-16.1%	340,150

Daily Pivots for day following 29-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.45	84.62	78.28
R3	83.34	81.51	77.43
R2	80.23	80.23	77.14
R1	78.40	78.40	76.86	77.76
PP	77.12	77.12	77.12	76.80
S1	75.29	75.29	76.28	74.65
S2	74.01	74.01	76.00
S3	70.90	72.18	75.71
S4	67.79	69.07	74.86

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.21	91.14	82.08
R3	88.39	86.32	80.76
R2	83.57	83.57	80.31
R1	81.50	81.50	79.87	80.13
PP	78.75	78.75	78.75	78.06
S1	76.68	76.68	78.99	75.31
S2	73.93	73.93	78.55
S3	69.11	71.86	78.10
S4	64.29	67.04	76.78

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.97	75.84	4.13	5.4%	2.38	3.1%	18%	False	True	71,862
10	80.82	75.84	4.98	6.5%	2.05	2.7%	15%	False	True	68,511
20	80.82	71.92	8.90	11.6%	2.24	2.9%	52%	False	False	68,268
40	91.73	69.62	22.11	28.9%	2.59	3.4%	31%	False	False	56,902
60	92.21	69.62	22.59	29.5%	2.23	2.9%	31%	False	False	49,736
80	92.21	69.62	22.59	29.5%	2.06	2.7%	31%	False	False	39,654
100	92.21	69.62	22.59	29.5%	2.03	2.7%	31%	False	False	33,158
120	92.21	69.62	22.59	29.5%	1.92	2.5%	31%	False	False	28,318

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	0.61
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	92.17
2.618	87.09
1.618	83.98
1.000	82.06
0.618	80.87
HIGH	78.95
0.618	77.76
0.500	77.40
0.382	77.03
LOW	75.84
0.618	73.92
1.000	72.73
1.618	70.81
2.618	67.70
4.250	62.62

Fisher Pivots for day following 29-Jun-2010
Pivot	1 day	3 day
R1	77.40	77.91
PP	77.12	77.46
S1	76.85	77.02

Download as Excel Spreadsheet

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

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