NYMEX Light Sweet Crude Oil Future October 2010

Trading Metrics calculated at close of trading on 28-Jul-2010

Day Change Summary
	Previous	Current
	27-Jul-2010	28-Jul-2010	Change	Change %	Previous Week
Open	79.23	77.41	-1.82	-2.3%	76.47
High	80.07	78.13	-1.94	-2.4%	79.94
Low	77.18	76.33	-0.85	-1.1%	76.36
Close	77.90	77.44	-0.46	-0.6%	79.34
Range	2.89	1.80	-1.09	-37.7%	3.58
ATR	2.17	2.15	-0.03	-1.2%	0.00
Volume	35,405	64,388	28,983	81.9%	286,499

Daily Pivots for day following 28-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.70	81.87	78.43
R3	80.90	80.07	77.94
R2	79.10	79.10	77.77
R1	78.27	78.27	77.61	78.69
PP	77.30	77.30	77.30	77.51
S1	76.47	76.47	77.28	76.89
S2	75.50	75.50	77.11
S3	73.70	74.67	76.95
S4	71.90	72.87	76.45

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.29	87.89	81.31
R3	85.71	84.31	80.32
R2	82.13	82.13	80.00
R1	80.73	80.73	79.67	81.43
PP	78.55	78.55	78.55	78.90
S1	77.15	77.15	79.01	77.85
S2	74.97	74.97	78.68
S3	71.39	73.57	78.36
S4	67.81	69.99	77.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.07	76.33	3.74	4.8%	2.05	2.6%	30%	False	True	61,580
10	80.07	76.03	4.04	5.2%	2.06	2.7%	35%	False	False	51,232
20	80.07	72.15	7.92	10.2%	2.16	2.8%	67%	False	False	42,170
40	81.51	72.15	9.36	12.1%	2.15	2.8%	57%	False	False	32,536
60	92.33	70.35	21.98	28.4%	2.37	3.1%	32%	False	False	27,942
80	92.75	70.35	22.40	28.9%	2.13	2.7%	32%	False	False	24,810
100	92.75	70.35	22.40	28.9%	1.95	2.5%	32%	False	False	20,893
120	92.75	70.35	22.40	28.9%	1.89	2.4%	32%	False	False	18,124

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.59
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	85.78
2.618	82.84
1.618	81.04
1.000	79.93
0.618	79.24
HIGH	78.13
0.618	77.44
0.500	77.23
0.382	77.02
LOW	76.33
0.618	75.22
1.000	74.53
1.618	73.42
2.618	71.62
4.250	68.68

Fisher Pivots for day following 28-Jul-2010
Pivot	1 day	3 day
R1	77.37	78.20
PP	77.30	77.95
S1	77.23	77.69

Download as Excel Spreadsheet

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

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