NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 01-Jul-2010

Day Change Summary
	Previous	Current
	30-Jun-2010	01-Jul-2010	Change	Change %	Previous Week
Open	77.85	75.34	-2.51	-3.2%	81.82
High	78.55	77.52	-1.03	-1.3%	83.00
Low	77.00	74.60	-2.40	-3.1%	78.25
Close	77.85	75.34	-2.51	-3.2%	81.21
Range	1.55	2.92	1.37	88.4%	4.75
ATR	1.78	1.88	0.11	5.9%	0.00
Volume	4,068	5,126	1,058	26.0%	17,079

Daily Pivots for day following 01-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.58	82.88	76.95
R3	81.66	79.96	76.14
R2	78.74	78.74	75.88
R1	77.04	77.04	75.61	76.80
PP	75.82	75.82	75.82	75.70
S1	74.12	74.12	75.07	73.88
S2	72.90	72.90	74.80
S3	69.98	71.20	74.54
S4	67.06	68.28	73.73

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	81.30	74.60	6.70	8.9%	1.94	2.6%	11%	False	True	4,801
10	83.00	74.60	8.40	11.1%	1.66	2.2%	9%	False	True	4,694
20	83.00	74.60	8.40	11.1%	1.70	2.3%	9%	False	True	4,919
40	87.07	72.06	15.01	19.9%	1.91	2.5%	22%	False	False	5,194

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	89.93
2.618	85.16
1.618	82.24
1.000	80.44
0.618	79.32
HIGH	77.52
0.618	76.40
0.500	76.06
0.382	75.72
LOW	74.60
0.618	72.80
1.000	71.68
1.618	69.88
2.618	66.96
4.250	62.19

Fisher Pivots for day following 01-Jul-2010
Pivot	1 day	3 day
R1	76.06	77.68
PP	75.82	76.90
S1	75.58	76.12

Download as Excel Spreadsheet

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

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