NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 20-Jul-2010

Day Change Summary
	Previous	Current
	19-Jul-2010	20-Jul-2010	Change	Change %	Previous Week
Open	77.51	78.29	0.78	1.0%	76.99
High	79.62	79.11	-0.51	-0.6%	79.96
Low	77.37	77.41	0.04	0.1%	76.20
Close	78.32	78.83	0.51	0.7%	77.91
Range	2.25	1.70	-0.55	-24.4%	3.76
ATR	2.23	2.19	-0.04	-1.7%	0.00
Volume	27,918	36,029	8,111	29.1%	174,681

Daily Pivots for day following 20-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.55	82.89	79.77
R3	81.85	81.19	79.30
R2	80.15	80.15	79.14
R1	79.49	79.49	78.99	79.82
PP	78.45	78.45	78.45	78.62
S1	77.79	77.79	78.67	78.12
S2	76.75	76.75	78.52
S3	75.05	76.09	78.36
S4	73.35	74.39	77.90

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.30	87.37	79.98
R3	85.54	83.61	78.94
R2	81.78	81.78	78.60
R1	79.85	79.85	78.25	80.82
PP	78.02	78.02	78.02	78.51
S1	76.09	76.09	77.57	77.06
S2	74.26	74.26	77.22
S3	70.50	72.33	76.88
S4	66.74	68.57	75.84

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.96	77.14	2.82	3.6%	1.92	2.4%	60%	False	False	36,306
10	79.96	73.71	6.25	7.9%	2.07	2.6%	82%	False	False	35,175
20	81.68	73.15	8.53	10.8%	2.18	2.8%	67%	False	False	37,876
40	82.77	71.50	11.27	14.3%	2.27	2.9%	65%	False	False	43,173
60	93.55	71.50	22.05	28.0%	2.38	3.0%	33%	False	False	48,440
80	93.55	71.50	22.05	28.0%	2.17	2.8%	33%	False	False	49,014

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.55
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	86.34
2.618	83.56
1.618	81.86
1.000	80.81
0.618	80.16
HIGH	79.11
0.618	78.46
0.500	78.26
0.382	78.06
LOW	77.41
0.618	76.36
1.000	75.71
1.618	74.66
2.618	72.96
4.250	70.19

Fisher Pivots for day following 20-Jul-2010
Pivot	1 day	3 day
R1	78.64	78.68
PP	78.45	78.53
S1	78.26	78.38

Download as Excel Spreadsheet

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

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