NYMEX Light Sweet Crude Oil Future October 2010

Trading Metrics calculated at close of trading on 19-Jul-2010

Day Change Summary
	Previous	Current
	16-Jul-2010	19-Jul-2010	Change	Change %	Previous Week
Open	77.69	76.47	-1.22	-1.6%	77.21
High	77.90	78.54	0.64	0.8%	78.90
Low	76.03	76.36	0.33	0.4%	75.12
Close	76.80	77.29	0.49	0.6%	76.80
Range	1.87	2.18	0.31	16.6%	3.78
ATR	2.22	2.21	0.00	-0.1%	0.00
Volume	37,826	28,430	-9,396	-24.8%	188,564

Daily Pivots for day following 19-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.94	82.79	78.49
R3	81.76	80.61	77.89
R2	79.58	79.58	77.69
R1	78.43	78.43	77.49	79.01
PP	77.40	77.40	77.40	77.68
S1	76.25	76.25	77.09	76.83
S2	75.22	75.22	76.89
S3	73.04	74.07	76.69
S4	70.86	71.89	76.09

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.28	86.32	78.88
R3	84.50	82.54	77.84
R2	80.72	80.72	77.49
R1	78.76	78.76	77.15	77.85
PP	76.94	76.94	76.94	76.49
S1	74.98	74.98	76.45	74.07
S2	73.16	73.16	76.11
S3	69.38	71.20	75.76
S4	65.60	67.42	74.72

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.90	75.12	3.78	4.9%	2.20	2.8%	57%	False	False	36,525
10	78.90	72.15	6.75	8.7%	2.16	2.8%	76%	False	False	33,399
20	81.51	72.15	9.36	12.1%	2.21	2.9%	55%	False	False	30,232
40	81.51	70.35	11.16	14.4%	2.24	2.9%	62%	False	False	25,685
60	92.75	70.35	22.40	29.0%	2.31	3.0%	31%	False	False	23,063
80	92.75	70.35	22.40	29.0%	2.06	2.7%	31%	False	False	20,349
100	92.75	70.35	22.40	29.0%	1.91	2.5%	31%	False	False	17,200
120	92.75	70.35	22.40	29.0%	1.82	2.4%	31%	False	False	14,979

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.57
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	87.81
2.618	84.25
1.618	82.07
1.000	80.72
0.618	79.89
HIGH	78.54
0.618	77.71
0.500	77.45
0.382	77.19
LOW	76.36
0.618	75.01
1.000	74.18
1.618	72.83
2.618	70.65
4.250	67.10

Fisher Pivots for day following 19-Jul-2010
Pivot	1 day	3 day
R1	77.45	77.29
PP	77.40	77.29
S1	77.34	77.29

Download as Excel Spreadsheet

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

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