NYMEX Light Sweet Crude Oil Future September 2010

Trading Metrics calculated at close of trading on 15-Jul-2010

Day Change Summary
	Previous	Current
	14-Jul-2010	15-Jul-2010	Change	Change %	Previous Week
Open	77.61	77.21	-0.40	-0.5%	72.59
High	78.55	78.05	-0.50	-0.6%	77.03
Low	76.83	75.80	-1.03	-1.3%	71.47
Close	77.45	77.01	-0.44	-0.6%	76.63
Range	1.72	2.25	0.53	30.8%	5.56
ATR	2.34	2.34	-0.01	-0.3%	0.00
Volume	175,713	187,505	11,792	6.7%	386,669

Daily Pivots for day following 15-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.70	82.61	78.25
R3	81.45	80.36	77.63
R2	79.20	79.20	77.42
R1	78.11	78.11	77.22	77.53
PP	76.95	76.95	76.95	76.67
S1	75.86	75.86	76.80	75.28
S2	74.70	74.70	76.60
S3	72.45	73.61	76.39
S4	70.20	71.36	75.77

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	78.55	74.70	3.85	5.0%	2.09	2.7%	60%	False	False	151,068
10	78.55	71.47	7.08	9.2%	2.36	3.1%	78%	False	False	122,257
20	80.82	71.47	9.35	12.1%	2.23	2.9%	59%	False	False	96,127
40	80.82	69.62	11.20	14.5%	2.39	3.1%	66%	False	False	77,593
60	92.21	69.62	22.59	29.3%	2.41	3.1%	33%	False	False	65,283
80	92.21	69.62	22.59	29.3%	2.15	2.8%	33%	False	False	54,582
100	92.21	69.62	22.59	29.3%	2.07	2.7%	33%	False	False	45,389
120	92.21	69.62	22.59	29.3%	2.02	2.6%	33%	False	False	38,777

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	0.62
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	87.61
2.618	83.94
1.618	81.69
1.000	80.30
0.618	79.44
HIGH	78.05
0.618	77.19
0.500	76.93
0.382	76.66
LOW	75.80
0.618	74.41
1.000	73.55
1.618	72.16
2.618	69.91
4.250	66.24

Fisher Pivots for day following 15-Jul-2010
Pivot	1 day	3 day
R1	76.98	76.88
PP	76.95	76.75
S1	76.93	76.63

Download as Excel Spreadsheet

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

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