NYMEX Light Sweet Crude Oil Future December 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	78.10	76.99	-1.11	-1.4%	74.32
High	78.65	78.45	-0.20	-0.3%	78.65
Low	77.23	76.57	-0.66	-0.9%	73.15
Close	78.18	76.99	-1.19	-1.5%	78.18
Range	1.42	1.88	0.46	32.4%	5.50
ATR	2.29	2.26	-0.03	-1.3%	0.00
Volume	31,375	30,499	-876	-2.8%	145,490

Daily Pivots for day following 12-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.98	81.86	78.02
R3	81.10	79.98	77.51
R2	79.22	79.22	77.33
R1	78.10	78.10	77.16	77.93
PP	77.34	77.34	77.34	77.25
S1	76.22	76.22	76.82	76.05
S2	75.46	75.46	76.65
S3	73.58	74.34	76.47
S4	71.70	72.46	75.96

Weekly Pivots for week ending 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.16	91.17	81.21
R3	87.66	85.67	79.69
R2	82.16	82.16	79.19
R1	80.17	80.17	78.68	81.17
PP	76.66	76.66	76.66	77.16
S1	74.67	74.67	77.68	75.67
S2	71.16	71.16	77.17
S3	65.66	69.17	76.67
S4	60.16	63.67	75.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.65	73.15	5.50	7.1%	2.15	2.8%	70%	False	False	35,197
10	81.28	73.15	8.13	10.6%	2.27	2.9%	47%	False	False	39,393
20	82.77	73.15	9.62	12.5%	2.09	2.7%	40%	False	False	39,435
40	84.59	71.50	13.09	17.0%	2.41	3.1%	42%	False	False	47,827
60	93.55	71.50	22.05	28.6%	2.35	3.1%	25%	False	False	50,227
80	93.55	71.50	22.05	28.6%	2.13	2.8%	25%	False	False	48,591

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.57
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	86.44
2.618	83.37
1.618	81.49
1.000	80.33
0.618	79.61
HIGH	78.45
0.618	77.73
0.500	77.51
0.382	77.29
LOW	76.57
0.618	75.41
1.000	74.69
1.618	73.53
2.618	71.65
4.250	68.58

Fisher Pivots for day following 12-Jul-2010
Pivot	1 day	3 day
R1	77.51	77.61
PP	77.34	77.40
S1	77.16	77.20

Download as Excel Spreadsheet

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

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