NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 11-Jun-2010

Day Change Summary
	Previous	Current
	10-Jun-2010	11-Jun-2010	Change	Change %	Previous Week
Open	79.99	79.09	-0.90	-1.1%	76.93
High	80.30	80.23	-0.07	-0.1%	80.30
Low	79.25	78.48	-0.77	-1.0%	75.29
Close	79.99	79.09	-0.90	-1.1%	79.09
Range	1.05	1.75	0.70	66.7%	5.01
ATR	2.11	2.08	-0.03	-1.2%	0.00
Volume	7,343	5,290	-2,053	-28.0%	29,096

Daily Pivots for day following 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.52	83.55	80.05
R3	82.77	81.80	79.57
R2	81.02	81.02	79.41
R1	80.05	80.05	79.25	79.97
PP	79.27	79.27	79.27	79.22
S1	78.30	78.30	78.93	78.22
S2	77.52	77.52	78.77
S3	75.77	76.55	78.61
S4	74.02	74.80	78.13

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.26	91.18	81.85
R3	88.25	86.17	80.47
R2	83.24	83.24	80.01
R1	81.16	81.16	79.55	82.20
PP	78.23	78.23	78.23	78.75
S1	76.15	76.15	78.63	77.19
S2	73.22	73.22	78.17
S3	68.21	71.14	77.71
S4	63.20	66.13	76.33

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.30	75.29	5.01	6.3%	1.66	2.1%	76%	False	False	5,819
10	80.36	75.29	5.07	6.4%	1.98	2.5%	75%	False	False	5,140
20	83.75	72.06	11.69	14.8%	2.02	2.5%	60%	False	False	5,488

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.42
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	87.67
2.618	84.81
1.618	83.06
1.000	81.98
0.618	81.31
HIGH	80.23
0.618	79.56
0.500	79.36
0.382	79.15
LOW	78.48
0.618	77.40
1.000	76.73
1.618	75.65
2.618	73.90
4.250	71.04

Fisher Pivots for day following 11-Jun-2010
Pivot	1 day	3 day
R1	79.36	78.86
PP	79.27	78.63
S1	79.18	78.41

Download as Excel Spreadsheet

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

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