NYMEX Light Sweet Crude Oil Future August 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	78.56	77.89	-0.67	-0.9%	75.59
High	79.07	78.55	-0.52	-0.7%	79.17
Low	77.56	76.86	-0.70	-0.9%	75.40
Close	78.04	78.26	0.22	0.3%	78.26
Range	1.51	1.69	0.18	11.9%	3.77
ATR	2.49	2.43	-0.06	-2.3%	0.00
Volume	178,723	228,189	49,466	27.7%	913,981

Daily Pivots for day following 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.96	82.30	79.19
R3	81.27	80.61	78.72
R2	79.58	79.58	78.57
R1	78.92	78.92	78.41	79.25
PP	77.89	77.89	77.89	78.06
S1	77.23	77.23	78.11	77.56
S2	76.20	76.20	77.95
S3	74.51	75.54	77.80
S4	72.82	73.85	77.33

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.92	87.36	80.33
R3	85.15	83.59	79.30
R2	81.38	81.38	78.95
R1	79.82	79.82	78.61	80.60
PP	77.61	77.61	77.61	78.00
S1	76.05	76.05	77.91	76.83
S2	73.84	73.84	77.57
S3	70.07	72.28	77.22
S4	66.30	68.51	76.19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.17	75.40	3.77	4.8%	1.90	2.4%	76%	False	False	182,796
10	79.17	70.93	8.24	10.5%	2.13	2.7%	89%	False	False	177,342
20	79.17	68.59	10.58	13.5%	2.49	3.2%	91%	False	False	145,275
40	91.38	68.59	22.79	29.1%	2.59	3.3%	42%	False	False	112,874
60	91.38	68.59	22.79	29.1%	2.24	2.9%	42%	False	False	86,745
80	91.38	68.59	22.79	29.1%	2.11	2.7%	42%	False	False	67,538
100	91.38	68.59	22.79	29.1%	2.07	2.6%	42%	False	False	55,320
120	91.38	68.59	22.79	29.1%	1.90	2.4%	42%	False	False	46,571

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	0.43
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	85.73
2.618	82.97
1.618	81.28
1.000	80.24
0.618	79.59
HIGH	78.55
0.618	77.90
0.500	77.71
0.382	77.51
LOW	76.86
0.618	75.82
1.000	75.17
1.618	74.13
2.618	72.44
4.250	69.68

Fisher Pivots for day following 18-Jun-2010
Pivot	1 day	3 day
R1	78.08	78.18
PP	77.89	78.10
S1	77.71	78.02

Download as Excel Spreadsheet

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

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