NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 13-Jul-2010

Day Change Summary
	Previous	Current
	12-Jul-2010	13-Jul-2010	Change	Change %	Previous Week
Open	77.48	77.66	0.18	0.2%	74.76
High	78.79	79.67	0.88	1.1%	78.90
Low	77.18	77.11	-0.07	-0.1%	74.24
Close	77.48	79.61	2.13	2.7%	78.65
Range	1.61	2.56	0.95	59.0%	4.66
ATR	1.83	1.88	0.05	2.8%	0.00
Volume	5,605	5,176	-429	-7.7%	23,465

Daily Pivots for day following 13-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.48	85.60	81.02
R3	83.92	83.04	80.31
R2	81.36	81.36	80.08
R1	80.48	80.48	79.84	80.92
PP	78.80	78.80	78.80	79.02
S1	77.92	77.92	79.38	78.36
S2	76.24	76.24	79.14
S3	73.68	75.36	78.91
S4	71.12	72.80	78.20

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	79.67	74.60	5.07	6.4%	1.83	2.3%	99%	True	False	5,843
10	80.76	74.02	6.74	8.5%	1.99	2.5%	83%	False	False	5,514
20	83.00	74.02	8.98	11.3%	1.65	2.1%	62%	False	False	4,946
40	83.00	72.06	10.94	13.7%	1.81	2.3%	69%	False	False	5,212

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.42
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	90.55
2.618	86.37
1.618	83.81
1.000	82.23
0.618	81.25
HIGH	79.67
0.618	78.69
0.500	78.39
0.382	78.09
LOW	77.11
0.618	75.53
1.000	74.55
1.618	72.97
2.618	70.41
4.250	66.23

Fisher Pivots for day following 13-Jul-2010
Pivot	1 day	3 day
R1	79.20	79.20
PP	78.80	78.80
S1	78.39	78.39

Download as Excel Spreadsheet

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

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