NYMEX Light Sweet Crude Oil Future February 2011

Trading Metrics calculated at close of trading on 24-Jun-2010

Day Change Summary
	Previous	Current
	23-Jun-2010	24-Jun-2010	Change	Change %	Previous Week
Open	79.59	79.40	-0.19	-0.2%	79.99
High	80.70	79.38	-1.32	-1.6%	82.32
Low	79.00	78.91	-0.09	-0.1%	79.67
Close	79.59	79.40	-0.19	-0.2%	81.89
Range	1.70	0.47	-1.23	-72.4%	2.65
ATR	1.53	1.47	-0.06	-4.0%	0.00
Volume	707	1,859	1,152	162.9%	14,401

Daily Pivots for day following 24-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	80.64	80.49	79.66
R3	80.17	80.02	79.53
R2	79.70	79.70	79.49
R1	79.55	79.55	79.44	79.64
PP	79.23	79.23	79.23	79.27
S1	79.08	79.08	79.36	79.17
S2	78.76	78.76	79.31
S3	78.29	78.61	79.27
S4	77.82	78.14	79.14

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	83.37	78.91	4.46	5.6%	0.98	1.2%	11%	False	True	1,832
10	83.37	78.89	4.48	5.6%	0.99	1.2%	11%	False	False	2,509
20	83.37	75.87	7.50	9.4%	1.05	1.3%	47%	False	False	2,594

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0.22
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	81.38
2.618	80.61
1.618	80.14
1.000	79.85
0.618	79.67
HIGH	79.38
0.618	79.20
0.500	79.15
0.382	79.09
LOW	78.91
0.618	78.62
1.000	78.44
1.618	78.15
2.618	77.68
4.250	76.91

Fisher Pivots for day following 24-Jun-2010
Pivot	1 day	3 day
R1	79.32	80.49
PP	79.23	80.12
S1	79.15	79.76

Download as Excel Spreadsheet

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

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