NYMEX Light Sweet Crude Oil Future February 2011

Trading Metrics calculated at close of trading on 18-Jun-2010

Day Change Summary
	Previous	Current
	17-Jun-2010	18-Jun-2010	Change	Change %	Previous Week
Open	82.00	81.89	-0.11	-0.1%	79.99
High	82.00	82.20	0.20	0.2%	82.32
Low	82.00	81.76	-0.24	-0.3%	79.67
Close	82.00	81.89	-0.11	-0.1%	81.89
Range	0.00	0.44	0.44		2.65
ATR	1.59	1.51	-0.08	-5.2%	0.00
Volume	2,326	3,958	1,632	70.2%	14,401

Daily Pivots for day following 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.27	83.02	82.13
R3	82.83	82.58	82.01
R2	82.39	82.39	81.97
R1	82.14	82.14	81.93	82.11
PP	81.95	81.95	81.95	81.94
S1	81.70	81.70	81.85	81.67
S2	81.51	81.51	81.81
S3	81.07	81.26	81.77
S4	80.63	80.82	81.65

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.24	88.22	83.35
R3	86.59	85.57	82.62
R2	83.94	83.94	82.38
R1	82.92	82.92	82.13	83.43
PP	81.29	81.29	81.29	81.55
S1	80.27	80.27	81.65	80.78
S2	78.64	78.64	81.40
S3	75.99	77.62	81.16
S4	73.34	74.97	80.43

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.32	79.67	2.65	3.2%	0.72	0.9%	84%	False	False	2,880
10	82.32	75.87	6.45	7.9%	1.08	1.3%	93%	False	False	3,158
20	82.32	72.76	9.56	11.7%	1.06	1.3%	96%	False	False	3,035

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	84.07
2.618	83.35
1.618	82.91
1.000	82.64
0.618	82.47
HIGH	82.20
0.618	82.03
0.500	81.98
0.382	81.93
LOW	81.76
0.618	81.49
1.000	81.32
1.618	81.05
2.618	80.61
4.250	79.89

Fisher Pivots for day following 18-Jun-2010
Pivot	1 day	3 day
R1	81.98	81.91
PP	81.95	81.90
S1	81.92	81.90

Download as Excel Spreadsheet

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

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