NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 23-Jun-2010

Day Change Summary
	Previous	Current
	22-Jun-2010	23-Jun-2010	Change	Change %	Previous Week
Open	81.08	80.30	-0.78	-1.0%	78.76
High	81.68	80.60	-1.08	-1.3%	82.12
Low	80.24	78.06	-2.18	-2.7%	78.33
Close	80.55	78.82	-1.73	-2.1%	81.15
Range	1.44	2.54	1.10	76.4%	3.79
ATR	2.23	2.25	0.02	1.0%	0.00
Volume	30,164	33,559	3,395	11.3%	212,466

Daily Pivots for day following 23-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.78	85.34	80.22
R3	84.24	82.80	79.52
R2	81.70	81.70	79.29
R1	80.26	80.26	79.05	79.71
PP	79.16	79.16	79.16	78.89
S1	77.72	77.72	78.59	77.17
S2	76.62	76.62	78.35
S3	74.08	75.18	78.12
S4	71.54	72.64	77.42

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	82.77	78.06	4.71	6.0%	1.80	2.3%	16%	False	True	39,485
10	82.77	77.73	5.04	6.4%	1.92	2.4%	22%	False	False	39,781
20	82.77	73.17	9.60	12.2%	2.35	3.0%	59%	False	False	46,714
40	93.55	71.50	22.05	28.0%	2.51	3.2%	33%	False	False	53,238
60	93.55	71.50	22.05	28.0%	2.17	2.7%	33%	False	False	52,661

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	0.47
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	91.40
2.618	87.25
1.618	84.71
1.000	83.14
0.618	82.17
HIGH	80.60
0.618	79.63
0.500	79.33
0.382	79.03
LOW	78.06
0.618	76.49
1.000	75.52
1.618	73.95
2.618	71.41
4.250	67.27

Fisher Pivots for day following 23-Jun-2010
Pivot	1 day	3 day
R1	79.33	80.42
PP	79.16	79.88
S1	78.99	79.35

Download as Excel Spreadsheet

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

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