NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 13-Jul-2010

Day Change Summary
	Previous	Current
	12-Jul-2010	13-Jul-2010	Change	Change %	Previous Week
Open	76.99	76.96	-0.03	0.0%	74.32
High	78.45	79.25	0.80	1.0%	78.65
Low	76.57	76.20	-0.37	-0.5%	73.15
Close	76.99	79.11	2.12	2.8%	78.18
Range	1.88	3.05	1.17	62.2%	5.50
ATR	2.26	2.32	0.06	2.5%	0.00
Volume	30,499	26,597	-3,902	-12.8%	145,490

Daily Pivots for day following 13-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.34	86.27	80.79
R3	84.29	83.22	79.95
R2	81.24	81.24	79.67
R1	80.17	80.17	79.39	80.71
PP	78.19	78.19	78.19	78.45
S1	77.12	77.12	78.83	77.66
S2	75.14	75.14	78.55
S3	72.09	74.07	78.27
S4	69.04	71.02	77.43

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	79.25	73.71	5.54	7.0%	2.21	2.8%	97%	True	False	34,044
10	80.55	73.15	7.40	9.4%	2.44	3.1%	81%	False	False	38,073
20	82.77	73.15	9.62	12.2%	2.15	2.7%	62%	False	False	38,828
40	82.77	71.50	11.27	14.2%	2.40	3.0%	68%	False	False	47,169
60	93.55	71.50	22.05	27.9%	2.37	3.0%	35%	False	False	49,861
80	93.55	71.50	22.05	27.9%	2.16	2.7%	35%	False	False	48,534

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.58
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	92.21
2.618	87.23
1.618	84.18
1.000	82.30
0.618	81.13
HIGH	79.25
0.618	78.08
0.500	77.73
0.382	77.37
LOW	76.20
0.618	74.32
1.000	73.15
1.618	71.27
2.618	68.22
4.250	63.24

Fisher Pivots for day following 13-Jul-2010
Pivot	1 day	3 day
R1	78.65	78.65
PP	78.19	78.19
S1	77.73	77.73

Download as Excel Spreadsheet

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

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