NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 25-Jun-2010

Day Change Summary
	Previous	Current
	24-Jun-2010	25-Jun-2010	Change	Change %	Previous Week
Open	79.06	81.21	2.15	2.7%	81.82
High	79.13	81.30	2.17	2.7%	83.00
Low	78.25	79.19	0.94	1.2%	78.25
Close	79.06	81.21	2.15	2.7%	81.21
Range	0.88	2.11	1.23	139.8%	4.75
ATR	1.75	1.79	0.03	2.0%	0.00
Volume	3,919	3,722	-197	-5.0%	17,079

Daily Pivots for day following 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.90	86.16	82.37
R3	84.79	84.05	81.79
R2	82.68	82.68	81.60
R1	81.94	81.94	81.40	82.27
PP	80.57	80.57	80.57	80.73
S1	79.83	79.83	81.02	80.16
S2	78.46	78.46	80.82
S3	76.35	77.72	80.63
S4	74.24	75.61	80.05

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	95.07	92.89	83.82
R3	90.32	88.14	82.52
R2	85.57	85.57	82.08
R1	83.39	83.39	81.65	82.11
PP	80.82	80.82	80.82	80.18
S1	78.64	78.64	80.77	77.36
S2	76.07	76.07	80.34
S3	71.32	73.89	79.90
S4	66.57	69.14	78.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.00	78.25	4.75	5.8%	1.58	1.9%	62%	False	False	3,415
10	83.00	78.25	4.75	5.8%	1.42	1.7%	62%	False	False	4,155
20	83.00	75.29	7.71	9.5%	1.70	2.1%	77%	False	False	4,647
40	93.29	72.06	21.23	26.1%	1.89	2.3%	43%	False	False	5,083

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	0.29
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	90.27
2.618	86.82
1.618	84.71
1.000	83.41
0.618	82.60
HIGH	81.30
0.618	80.49
0.500	80.25
0.382	80.00
LOW	79.19
0.618	77.89
1.000	77.08
1.618	75.78
2.618	73.67
4.250	70.22

Fisher Pivots for day following 25-Jun-2010
Pivot	1 day	3 day
R1	80.89	80.73
PP	80.57	80.25
S1	80.25	79.78

Download as Excel Spreadsheet

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

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