NYMEX Light Sweet Crude Oil Future February 2011

Trading Metrics calculated at close of trading on 19-Jul-2010

Day Change Summary
	Previous	Current
	16-Jul-2010	19-Jul-2010	Change	Change %	Previous Week
Open	78.77	79.13	0.36	0.5%	77.89
High	79.26	80.11	0.85	1.1%	80.65
Low	78.00	79.12	1.12	1.4%	77.66
Close	78.77	79.13	0.36	0.5%	78.77
Range	1.26	0.99	-0.27	-21.4%	2.99
ATR	1.57	1.56	-0.02	-1.1%	0.00
Volume	1,708	1,831	123	7.2%	10,243

Daily Pivots for day following 19-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.42	81.77	79.67
R3	81.43	80.78	79.40
R2	80.44	80.44	79.31
R1	79.79	79.79	79.22	79.63
PP	79.45	79.45	79.45	79.37
S1	78.80	78.80	79.04	78.64
S2	78.46	78.46	78.95
S3	77.47	77.81	78.86
S4	76.48	76.82	78.59

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.00	86.37	80.41
R3	85.01	83.38	79.59
R2	82.02	82.02	79.32
R1	80.39	80.39	79.04	81.21
PP	79.03	79.03	79.03	79.43
S1	77.40	77.40	78.50	78.22
S2	76.04	76.04	78.22
S3	73.05	74.41	77.95
S4	70.06	71.42	77.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.65	78.00	2.65	3.3%	1.33	1.7%	43%	False	False	2,095
10	80.65	75.04	5.61	7.1%	1.20	1.5%	73%	False	False	2,174
20	83.37	74.37	9.00	11.4%	1.14	1.4%	53%	False	False	2,014
40	83.37	72.76	10.61	13.4%	1.10	1.4%	60%	False	False	2,524

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.20
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	84.32
2.618	82.70
1.618	81.71
1.000	81.10
0.618	80.72
HIGH	80.11
0.618	79.73
0.500	79.62
0.382	79.50
LOW	79.12
0.618	78.51
1.000	78.13
1.618	77.52
2.618	76.53
4.250	74.91

Fisher Pivots for day following 19-Jul-2010
Pivot	1 day	3 day
R1	79.62	79.11
PP	79.45	79.08
S1	79.29	79.06

Download as Excel Spreadsheet

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

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