NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 25-Jun-2010

Day Change Summary
	Previous	Current
	24-Jun-2010	25-Jun-2010	Change	Change %	Previous Week
Open	78.50	78.79	0.29	0.4%	81.42
High	78.80	81.08	2.28	2.9%	82.77
Low	77.60	78.03	0.43	0.6%	77.60
Close	78.68	80.84	2.16	2.7%	80.84
Range	1.20	3.05	1.85	154.2%	5.17
ATR	2.18	2.24	0.06	2.9%	0.00
Volume	54,510	37,225	-17,285	-31.7%	182,310

Daily Pivots for day following 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.13	88.04	82.52
R3	86.08	84.99	81.68
R2	83.03	83.03	81.40
R1	81.94	81.94	81.12	82.49
PP	79.98	79.98	79.98	80.26
S1	78.89	78.89	80.56	79.44
S2	76.93	76.93	80.28
S3	73.88	75.84	80.00
S4	70.83	72.79	79.16

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	95.91	93.55	83.68
R3	90.74	88.38	82.26
R2	85.57	85.57	81.79
R1	83.21	83.21	81.31	81.81
PP	80.40	80.40	80.40	79.70
S1	78.04	78.04	80.37	76.64
S2	75.23	75.23	79.89
S3	70.06	72.87	79.42
S4	64.89	67.70	78.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.77	77.60	5.17	6.4%	2.10	2.6%	63%	False	False	36,462
10	82.77	77.60	5.17	6.4%	1.92	2.4%	63%	False	False	39,477
20	82.77	74.48	8.29	10.3%	2.25	2.8%	77%	False	False	45,373
40	93.55	71.50	22.05	27.3%	2.53	3.1%	42%	False	False	52,683
60	93.55	71.50	22.05	27.3%	2.20	2.7%	42%	False	False	53,151

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	0.54
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	94.04
2.618	89.06
1.618	86.01
1.000	84.13
0.618	82.96
HIGH	81.08
0.618	79.91
0.500	79.56
0.382	79.20
LOW	78.03
0.618	76.15
1.000	74.98
1.618	73.10
2.618	70.05
4.250	65.07

Fisher Pivots for day following 25-Jun-2010
Pivot	1 day	3 day
R1	80.41	80.34
PP	79.98	79.84
S1	79.56	79.34

Download as Excel Spreadsheet

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

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