NYMEX Light Sweet Crude Oil Future November 2010

Trading Metrics calculated at close of trading on 12-Jul-2010

Day Change Summary
	Previous	Current
	09-Jul-2010	12-Jul-2010	Change	Change %	Previous Week
Open	77.32	77.65	0.33	0.4%	74.07
High	78.04	77.77	-0.27	-0.3%	78.04
Low	76.64	76.03	-0.61	-0.8%	72.71
Close	77.62	76.42	-1.20	-1.5%	77.62
Range	1.40	1.74	0.34	24.3%	5.33
ATR	2.16	2.13	-0.03	-1.4%	0.00
Volume	12,855	15,904	3,049	23.7%	47,307

Daily Pivots for day following 12-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	81.96	80.93	77.38
R3	80.22	79.19	76.90
R2	78.48	78.48	76.74
R1	77.45	77.45	76.58	77.10
PP	76.74	76.74	76.74	76.56
S1	75.71	75.71	76.26	75.36
S2	75.00	75.00	76.10
S3	73.26	73.97	75.94
S4	71.52	72.23	75.46

Weekly Pivots for week ending 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.11	90.20	80.55
R3	86.78	84.87	79.09
R2	81.45	81.45	78.60
R1	79.54	79.54	78.11	80.50
PP	76.12	76.12	76.12	76.60
S1	74.21	74.21	77.13	75.17
S2	70.79	70.79	76.64
S3	65.46	68.88	76.15
S4	60.13	63.55	74.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.04	72.71	5.33	7.0%	2.03	2.7%	70%	False	False	12,642
10	80.85	72.71	8.14	10.7%	2.15	2.8%	46%	False	False	13,285
20	82.01	72.71	9.30	12.2%	1.98	2.6%	40%	False	False	12,964
40	83.87	70.96	12.91	16.9%	2.24	2.9%	42%	False	False	12,875
60	93.14	70.96	22.18	29.0%	2.09	2.7%	25%	False	False	12,617
80	93.14	70.96	22.18	29.0%	1.85	2.4%	25%	False	False	11,293
100	93.14	70.96	22.18	29.0%	1.71	2.2%	25%	False	False	9,895

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.55
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	85.17
2.618	82.33
1.618	80.59
1.000	79.51
0.618	78.85
HIGH	77.77
0.618	77.11
0.500	76.90
0.382	76.69
LOW	76.03
0.618	74.95
1.000	74.29
1.618	73.21
2.618	71.47
4.250	68.64

Fisher Pivots for day following 12-Jul-2010
Pivot	1 day	3 day
R1	76.90	77.04
PP	76.74	76.83
S1	76.58	76.63

Download as Excel Spreadsheet

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

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