NYMEX Light Sweet Crude Oil Future September 2010

Trading Metrics calculated at close of trading on 12-Jul-2010

Day Change Summary
	Previous	Current
	09-Jul-2010	12-Jul-2010	Change	Change %	Previous Week
Open	76.44	76.63	0.19	0.2%	72.59
High	77.03	76.94	-0.09	-0.1%	77.03
Low	75.54	75.03	-0.51	-0.7%	71.47
Close	76.63	75.44	-1.19	-1.6%	76.63
Range	1.49	1.91	0.42	28.2%	5.56
ATR	2.37	2.34	-0.03	-1.4%	0.00
Volume	127,276	122,119	-5,157	-4.1%	386,669

Daily Pivots for day following 12-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	81.53	80.40	76.49
R3	79.62	78.49	75.97
R2	77.71	77.71	75.79
R1	76.58	76.58	75.62	76.19
PP	75.80	75.80	75.80	75.61
S1	74.67	74.67	75.26	74.28
S2	73.89	73.89	75.09
S3	71.98	72.76	74.91
S4	70.07	70.85	74.39

Weekly Pivots for week ending 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	91.72	89.74	79.69
R3	86.16	84.18	78.16
R2	80.60	80.60	77.65
R1	78.62	78.62	77.14	79.61
PP	75.04	75.04	75.04	75.54
S1	73.06	73.06	76.12	74.05
S2	69.48	69.48	75.61
S3	63.92	67.50	75.10
S4	58.36	61.94	73.57

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.03	71.47	5.56	7.4%	2.28	3.0%	71%	False	False	101,757
10	79.97	71.47	8.50	11.3%	2.36	3.1%	47%	False	False	91,640
20	80.82	71.47	9.35	12.4%	2.18	2.9%	42%	False	False	80,590
40	82.50	69.62	12.88	17.1%	2.47	3.3%	45%	False	False	68,507
60	92.21	69.62	22.59	29.9%	2.39	3.2%	26%	False	False	58,305
80	92.21	69.62	22.59	29.9%	2.14	2.8%	26%	False	False	48,615
100	92.21	69.62	22.59	29.9%	2.05	2.7%	26%	False	False	40,519
120	92.21	69.62	22.59	29.9%	1.99	2.6%	26%	False	False	34,666

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.54
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	85.06
2.618	81.94
1.618	80.03
1.000	78.85
0.618	78.12
HIGH	76.94
0.618	76.21
0.500	75.99
0.382	75.76
LOW	75.03
0.618	73.85
1.000	73.12
1.618	71.94
2.618	70.03
4.250	66.91

Fisher Pivots for day following 12-Jul-2010
Pivot	1 day	3 day
R1	75.99	75.99
PP	75.80	75.81
S1	75.62	75.62

Download as Excel Spreadsheet

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

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