NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 18-Jun-2010

Day Change Summary
	Previous	Current
	17-Jun-2010	18-Jun-2010	Change	Change %	Previous Week
Open	81.50	81.11	-0.39	-0.5%	78.76
High	82.12	81.67	-0.45	-0.5%	82.12
Low	80.86	80.16	-0.70	-0.9%	78.33
Close	81.25	81.15	-0.10	-0.1%	81.15
Range	1.26	1.51	0.25	19.8%	3.79
ATR	2.35	2.29	-0.06	-2.6%	0.00
Volume	49,249	57,605	8,356	17.0%	212,466

Daily Pivots for day following 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.52	84.85	81.98
R3	84.01	83.34	81.57
R2	82.50	82.50	81.43
R1	81.83	81.83	81.29	82.17
PP	80.99	80.99	80.99	81.16
S1	80.32	80.32	81.01	80.66
S2	79.48	79.48	80.87
S3	77.97	78.81	80.73
S4	76.46	77.30	80.32

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	91.90	90.32	83.23
R3	88.11	86.53	82.19
R2	84.32	84.32	81.84
R1	82.74	82.74	81.50	83.53
PP	80.53	80.53	80.53	80.93
S1	78.95	78.95	80.80	79.74
S2	76.74	76.74	80.46
S3	72.95	75.16	80.11
S4	69.16	71.37	79.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.12	78.33	3.79	4.7%	1.73	2.1%	74%	False	False	42,493
10	82.12	74.48	7.64	9.4%	1.94	2.4%	87%	False	False	46,844
20	82.12	71.50	10.62	13.1%	2.37	2.9%	91%	False	False	51,262
40	93.55	71.50	22.05	27.2%	2.47	3.0%	44%	False	False	54,450
60	93.55	71.50	22.05	27.2%	2.15	2.6%	44%	False	False	52,740

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.49
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	88.09
2.618	85.62
1.618	84.11
1.000	83.18
0.618	82.60
HIGH	81.67
0.618	81.09
0.500	80.92
0.382	80.74
LOW	80.16
0.618	79.23
1.000	78.65
1.618	77.72
2.618	76.21
4.250	73.74

Fisher Pivots for day following 18-Jun-2010
Pivot	1 day	3 day
R1	81.07	81.12
PP	80.99	81.09
S1	80.92	81.06

Download as Excel Spreadsheet

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

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