NYMEX Light Sweet Crude Oil Future February 2011

Trading Metrics calculated at close of trading on 30-Jun-2010

Day Change Summary
	Previous	Current
	29-Jun-2010	30-Jun-2010	Change	Change %	Previous Week
Open	78.79	78.16	-0.63	-0.8%	82.19
High	78.70	78.95	0.25	0.3%	83.37
Low	78.20	77.80	-0.40	-0.5%	78.91
Close	78.79	78.16	-0.63	-0.8%	81.53
Range	0.50	1.15	0.65	130.0%	4.46
ATR	1.57	1.54	-0.03	-1.9%	0.00
Volume	1,951	1,832	-119	-6.1%	7,105

Daily Pivots for day following 30-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	81.75	81.11	78.79
R3	80.60	79.96	78.48
R2	79.45	79.45	78.37
R1	78.81	78.81	78.27	78.74
PP	78.30	78.30	78.30	78.27
S1	77.66	77.66	78.05	77.59
S2	77.15	77.15	77.95
S3	76.00	76.51	77.84
S4	74.85	75.36	77.53

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	94.65	92.55	83.98
R3	90.19	88.09	82.76
R2	85.73	85.73	82.35
R1	83.63	83.63	81.94	82.45
PP	81.27	81.27	81.27	80.68
S1	79.17	79.17	81.12	77.99
S2	76.81	76.81	80.71
S3	72.35	74.71	80.30
S4	67.89	70.25	79.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.54	77.80	3.74	4.8%	0.65	0.8%	10%	False	True	2,060
10	83.37	77.80	5.57	7.1%	0.77	1.0%	6%	False	True	1,993
20	83.37	75.87	7.50	9.6%	1.03	1.3%	31%	False	False	2,598

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.10
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	83.84
2.618	81.96
1.618	80.81
1.000	80.10
0.618	79.66
HIGH	78.95
0.618	78.51
0.500	78.38
0.382	78.24
LOW	77.80
0.618	77.09
1.000	76.65
1.618	75.94
2.618	74.79
4.250	72.91

Fisher Pivots for day following 30-Jun-2010
Pivot	1 day	3 day
R1	78.38	79.35
PP	78.30	78.95
S1	78.23	78.56

Download as Excel Spreadsheet

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

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