NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 12-Jul-2010

Day Change Summary
	Previous	Current
	09-Jul-2010	12-Jul-2010	Change	Change %	Previous Week
Open	77.95	77.48	-0.47	-0.6%	74.76
High	78.90	78.79	-0.11	-0.1%	78.90
Low	77.72	77.18	-0.54	-0.7%	74.24
Close	78.65	77.48	-1.17	-1.5%	78.65
Range	1.18	1.61	0.43	36.4%	4.66
ATR	1.85	1.83	-0.02	-0.9%	0.00
Volume	6,922	5,605	-1,317	-19.0%	23,465

Daily Pivots for day following 12-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.65	81.67	78.37
R3	81.04	80.06	77.92
R2	79.43	79.43	77.78
R1	78.45	78.45	77.63	78.29
PP	77.82	77.82	77.82	77.73
S1	76.84	76.84	77.33	76.68
S2	76.21	76.21	77.18
S3	74.60	75.23	77.04
S4	72.99	73.62	76.59

Weekly Pivots for week ending 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	91.24	89.61	81.21
R3	86.58	84.95	79.93
R2	81.92	81.92	79.50
R1	80.29	80.29	79.08	81.11
PP	77.26	77.26	77.26	77.67
S1	75.63	75.63	78.22	76.45
S2	72.60	72.60	77.80
S3	67.94	70.97	77.37
S4	63.28	66.31	76.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.90	74.24	4.66	6.0%	1.70	2.2%	70%	False	False	5,814
10	80.93	74.02	6.91	8.9%	1.77	2.3%	50%	False	False	5,666
20	83.00	74.02	8.98	11.6%	1.59	2.1%	39%	False	False	4,910
40	83.75	72.06	11.69	15.1%	1.81	2.3%	46%	False	False	5,199

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	85.63
2.618	83.00
1.618	81.39
1.000	80.40
0.618	79.78
HIGH	78.79
0.618	78.17
0.500	77.99
0.382	77.80
LOW	77.18
0.618	76.19
1.000	75.57
1.618	74.58
2.618	72.97
4.250	70.34

Fisher Pivots for day following 12-Jul-2010
Pivot	1 day	3 day
R1	77.99	78.04
PP	77.82	77.85
S1	77.65	77.67

Download as Excel Spreadsheet

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

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