NYMEX Light Sweet Crude Oil Future October 2010

Trading Metrics calculated at close of trading on 29-Jul-2010

Day Change Summary
	Previous	Current
	28-Jul-2010	29-Jul-2010	Change	Change %	Previous Week
Open	77.41	77.31	-0.10	-0.1%	76.47
High	78.13	79.32	1.19	1.5%	79.94
Low	76.33	76.90	0.57	0.7%	76.36
Close	77.44	78.83	1.39	1.8%	79.34
Range	1.80	2.42	0.62	34.4%	3.58
ATR	2.15	2.17	0.02	0.9%	0.00
Volume	64,388	92,258	27,870	43.3%	286,499

Daily Pivots for day following 29-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.61	84.64	80.16
R3	83.19	82.22	79.50
R2	80.77	80.77	79.27
R1	79.80	79.80	79.05	80.29
PP	78.35	78.35	78.35	78.59
S1	77.38	77.38	78.61	77.87
S2	75.93	75.93	78.39
S3	73.51	74.96	78.16
S4	71.09	72.54	77.50

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	4.7%	1.90	2.4%	67%	False	False	63,789
10	80.07	76.03	4.04	5.1%	2.08	2.6%	69%	False	False	55,998
20	80.07	72.15	7.92	10.0%	2.17	2.8%	84%	False	False	45,320
40	81.51	72.15	9.36	11.9%	2.15	2.7%	71%	False	False	34,390
60	88.80	70.35	18.45	23.4%	2.35	3.0%	46%	False	False	29,269
80	92.75	70.35	22.40	28.4%	2.15	2.7%	38%	False	False	25,862
100	92.75	70.35	22.40	28.4%	1.96	2.5%	38%	False	False	21,769
120	92.75	70.35	22.40	28.4%	1.90	2.4%	38%	False	False	18,789

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	0.52
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	89.61
2.618	85.66
1.618	83.24
1.000	81.74
0.618	80.82
HIGH	79.32
0.618	78.40
0.500	78.11
0.382	77.82
LOW	76.90
0.618	75.40
1.000	74.48
1.618	72.98
2.618	70.56
4.250	66.62

Fisher Pivots for day following 29-Jul-2010
Pivot	1 day	3 day
R1	78.59	78.62
PP	78.35	78.41
S1	78.11	78.20

Download as Excel Spreadsheet

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

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