NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 29-Jul-2010

Day Change Summary
	Previous	Current
	28-Jul-2010	29-Jul-2010	Change	Change %	Previous Week
Open	78.54	78.49	-0.05	-0.1%	77.51
High	79.19	80.41	1.22	1.5%	80.90
Low	77.49	78.00	0.51	0.7%	77.37
Close	78.59	79.99	1.40	1.8%	80.31
Range	1.70	2.41	0.71	41.8%	3.53
ATR	2.11	2.13	0.02	1.0%	0.00
Volume	49,771	65,079	15,308	30.8%	216,651

Daily Pivots for day following 29-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.70	85.75	81.32
R3	84.29	83.34	80.65
R2	81.88	81.88	80.43
R1	80.93	80.93	80.21	81.41
PP	79.47	79.47	79.47	79.70
S1	78.52	78.52	79.77	79.00
S2	77.06	77.06	79.55
S3	74.65	76.11	79.33
S4	72.24	73.70	78.66

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.12	88.74	82.25
R3	86.59	85.21	81.28
R2	83.06	83.06	80.96
R1	81.68	81.68	80.63	82.37
PP	79.53	79.53	79.53	79.87
S1	78.15	78.15	79.99	78.84
S2	76.00	76.00	79.66
S3	72.47	74.62	79.34
S4	68.94	71.09	78.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.03	77.49	3.54	4.4%	1.87	2.3%	71%	False	False	46,185
10	81.03	77.14	3.89	4.9%	2.01	2.5%	73%	False	False	42,288
20	81.03	73.15	7.88	9.9%	2.14	2.7%	87%	False	False	40,620
40	82.77	73.15	9.62	12.0%	2.14	2.7%	71%	False	False	42,531
60	89.83	71.50	18.33	22.9%	2.39	3.0%	46%	False	False	47,848
80	93.55	71.50	22.05	27.6%	2.21	2.8%	39%	False	False	49,996

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	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.51
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	90.65
2.618	86.72
1.618	84.31
1.000	82.82
0.618	81.90
HIGH	80.41
0.618	79.49
0.500	79.21
0.382	78.92
LOW	78.00
0.618	76.51
1.000	75.59
1.618	74.10
2.618	71.69
4.250	67.76

Fisher Pivots for day following 29-Jul-2010
Pivot	1 day	3 day
R1	79.73	79.75
PP	79.47	79.50
S1	79.21	79.26

Download as Excel Spreadsheet

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

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