NYMEX Light Sweet Crude Oil Future November 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	78.41	77.82	-0.59	-0.8%	77.65
High	78.41	79.06	0.65	0.8%	79.37
Low	76.57	76.93	0.36	0.5%	75.73
Close	77.36	77.82	0.46	0.6%	77.36
Range	1.84	2.13	0.29	15.8%	3.64
ATR	2.12	2.12	0.00	0.0%	0.00
Volume	12,895	13,140	245	1.9%	77,753

Daily Pivots for day following 19-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.33	83.20	78.99
R3	82.20	81.07	78.41
R2	80.07	80.07	78.21
R1	78.94	78.94	78.02	78.89
PP	77.94	77.94	77.94	77.91
S1	76.81	76.81	77.62	76.76
S2	75.81	75.81	77.43
S3	73.68	74.68	77.23
S4	71.55	72.55	76.65

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.41	86.52	79.36
R3	84.77	82.88	78.36
R2	81.13	81.13	78.03
R1	79.24	79.24	77.69	78.37
PP	77.49	77.49	77.49	77.05
S1	75.60	75.60	77.03	74.73
S2	73.85	73.85	76.69
S3	70.21	71.96	76.36
S4	66.57	68.32	75.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.37	75.73	3.64	4.7%	2.13	2.7%	57%	False	False	14,997
10	79.37	72.71	6.66	8.6%	2.08	2.7%	77%	False	False	13,820
20	82.01	72.71	9.30	12.0%	2.09	2.7%	55%	False	False	13,338
40	82.01	70.96	11.05	14.2%	2.13	2.7%	62%	False	False	13,130
60	93.14	70.96	22.18	28.5%	2.15	2.8%	31%	False	False	13,110
80	93.14	70.96	22.18	28.5%	1.89	2.4%	31%	False	False	12,018
100	93.14	70.96	22.18	28.5%	1.76	2.3%	31%	False	False	10,431

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.64
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	88.11
2.618	84.64
1.618	82.51
1.000	81.19
0.618	80.38
HIGH	79.06
0.618	78.25
0.500	78.00
0.382	77.74
LOW	76.93
0.618	75.61
1.000	74.80
1.618	73.48
2.618	71.35
4.250	67.88

Fisher Pivots for day following 19-Jul-2010
Pivot	1 day	3 day
R1	78.00	77.82
PP	77.94	77.82
S1	77.88	77.82

Download as Excel Spreadsheet

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

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