NYMEX Light Sweet Crude Oil Future November 2010

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

Day Change Summary
	Previous	Current
	28-Jun-2010	29-Jun-2010	Change	Change %	Previous Week
Open	80.04	77.61	-2.43	-3.0%	80.86
High	80.85	80.04	-0.81	-1.0%	82.01
Low	79.57	76.90	-2.67	-3.4%	77.19
Close	80.04	77.61	-2.43	-3.0%	80.38
Range	1.28	3.14	1.86	145.3%	4.82
ATR	2.01	2.09	0.08	4.0%	0.00
Volume	13,123	8,435	-4,688	-35.7%	58,937

Daily Pivots for day following 29-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.60	85.75	79.34
R3	84.46	82.61	78.47
R2	81.32	81.32	78.19
R1	79.47	79.47	77.90	79.18
PP	78.18	78.18	78.18	78.04
S1	76.33	76.33	77.32	76.04
S2	75.04	75.04	77.03
S3	71.90	73.19	76.75
S4	68.76	70.05	75.88

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	94.32	92.17	83.03
R3	89.50	87.35	81.71
R2	84.68	84.68	81.26
R1	82.53	82.53	80.82	81.20
PP	79.86	79.86	79.86	79.19
S1	77.71	77.71	79.94	76.38
S2	75.04	75.04	79.50
S3	70.22	72.89	79.05
S4	65.40	68.07	77.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.85	76.90	3.95	5.1%	2.18	2.8%	18%	False	True	12,744
10	82.01	76.90	5.11	6.6%	1.85	2.4%	14%	False	True	12,044
20	82.01	74.23	7.78	10.0%	2.02	2.6%	43%	False	False	12,528
40	92.17	70.96	21.21	27.3%	2.31	3.0%	31%	False	False	13,138
60	93.14	70.96	22.18	28.6%	1.93	2.5%	30%	False	False	12,285
80	93.14	70.96	22.18	28.6%	1.74	2.2%	30%	False	False	10,319

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.50
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	93.39
2.618	88.26
1.618	85.12
1.000	83.18
0.618	81.98
HIGH	80.04
0.618	78.84
0.500	78.47
0.382	78.10
LOW	76.90
0.618	74.96
1.000	73.76
1.618	71.82
2.618	68.68
4.250	63.56

Fisher Pivots for day following 29-Jun-2010
Pivot	1 day	3 day
R1	78.47	78.88
PP	78.18	78.45
S1	77.90	78.03

Download as Excel Spreadsheet

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

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