NYMEX Light Sweet Crude Oil Future August 2010

Trading Metrics calculated at close of trading on 22-Jun-2010

Day Change Summary
	Previous	Current
	21-Jun-2010	22-Jun-2010	Change	Change %	Previous Week
Open	78.69	78.08	-0.61	-0.8%	75.59
High	79.94	78.90	-1.04	-1.3%	79.17
Low	77.72	77.33	-0.39	-0.5%	75.40
Close	78.61	77.85	-0.76	-1.0%	78.26
Range	2.22	1.57	-0.65	-29.3%	3.77
ATR	2.42	2.36	-0.06	-2.5%	0.00
Volume	171,766	285,720	113,954	66.3%	913,981

Daily Pivots for day following 22-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.74	81.86	78.71
R3	81.17	80.29	78.28
R2	79.60	79.60	78.14
R1	78.72	78.72	77.99	78.38
PP	78.03	78.03	78.03	77.85
S1	77.15	77.15	77.71	76.81
S2	76.46	76.46	77.56
S3	74.89	75.58	77.42
S4	73.32	74.01	76.99

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	79.94	76.86	3.08	4.0%	1.80	2.3%	32%	False	False	202,726
10	79.94	72.97	6.97	9.0%	2.09	2.7%	70%	False	False	192,932
20	79.94	68.59	11.35	14.6%	2.49	3.2%	82%	False	False	155,728
40	91.38	68.59	22.79	29.3%	2.60	3.3%	41%	False	False	121,516
60	91.38	68.59	22.79	29.3%	2.25	2.9%	41%	False	False	93,919
80	91.38	68.59	22.79	29.3%	2.09	2.7%	41%	False	False	73,098
100	91.38	68.59	22.79	29.3%	2.09	2.7%	41%	False	False	59,788
120	91.38	68.59	22.79	29.3%	1.92	2.5%	41%	False	False	50,373

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.47
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	85.57
2.618	83.01
1.618	81.44
1.000	80.47
0.618	79.87
HIGH	78.90
0.618	78.30
0.500	78.12
0.382	77.93
LOW	77.33
0.618	76.36
1.000	75.76
1.618	74.79
2.618	73.22
4.250	70.66

Fisher Pivots for day following 22-Jun-2010
Pivot	1 day	3 day
R1	78.12	78.40
PP	78.03	78.22
S1	77.94	78.03

Download as Excel Spreadsheet

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

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