NYMEX Light Sweet Crude Oil Future February 2011

Trading Metrics calculated at close of trading on 26-Jul-2010

Day Change Summary
	Previous	Current
	23-Jul-2010	26-Jul-2010	Change	Change %	Previous Week
Open	81.11	81.23	0.12	0.1%	79.13
High	81.25	81.43	0.18	0.2%	81.25
Low	80.60	80.35	-0.25	-0.3%	78.44
Close	81.11	81.23	0.12	0.1%	81.11
Range	0.65	1.08	0.43	66.2%	2.81
ATR	1.52	1.49	-0.03	-2.1%	0.00
Volume	5,154	2,771	-2,383	-46.2%	20,476

Daily Pivots for day following 26-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.24	83.82	81.82
R3	83.16	82.74	81.53
R2	82.08	82.08	81.43
R1	81.66	81.66	81.33	81.77
PP	81.00	81.00	81.00	81.06
S1	80.58	80.58	81.13	80.69
S2	79.92	79.92	81.03
S3	78.84	79.50	80.93
S4	77.76	78.42	80.64

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.70	87.71	82.66
R3	85.89	84.90	81.88
R2	83.08	83.08	81.63
R1	82.09	82.09	81.37	82.59
PP	80.27	80.27	80.27	80.51
S1	79.28	79.28	80.85	79.78
S2	77.46	77.46	80.59
S3	74.65	76.47	80.34
S4	71.84	73.66	79.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.43	78.44	2.99	3.7%	1.13	1.4%	93%	True	False	4,283
10	81.43	78.00	3.43	4.2%	1.23	1.5%	94%	True	False	3,189
20	81.43	74.37	7.06	8.7%	1.15	1.4%	97%	True	False	2,729
40	83.37	74.37	9.00	11.1%	1.08	1.3%	76%	False	False	2,632

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	86.02
2.618	84.26
1.618	83.18
1.000	82.51
0.618	82.10
HIGH	81.43
0.618	81.02
0.500	80.89
0.382	80.76
LOW	80.35
0.618	79.68
1.000	79.27
1.618	78.60
2.618	77.52
4.250	75.76

Fisher Pivots for day following 26-Jul-2010
Pivot	1 day	3 day
R1	81.12	81.07
PP	81.00	80.92
S1	80.89	80.76

Download as Excel Spreadsheet

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

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