NYMEX Light Sweet Crude Oil Future February 2011

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

Day Change Summary
	Previous	Current
	29-Jul-2010	30-Jul-2010	Change	Change %	Previous Week
Open	79.77	80.44	0.67	0.8%	81.23
High	81.27	81.53	0.26	0.3%	81.79
Low	79.18	80.20	1.02	1.3%	78.81
Close	81.04	81.55	0.51	0.6%	81.55
Range	2.09	1.33	-0.76	-36.4%	2.98
ATR	1.56	1.55	-0.02	-1.1%	0.00
Volume	8,361	4,392	-3,969	-47.5%	23,706

Daily Pivots for day following 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.08	84.65	82.28
R3	83.75	83.32	81.92
R2	82.42	82.42	81.79
R1	81.99	81.99	81.67	82.21
PP	81.09	81.09	81.09	81.20
S1	80.66	80.66	81.43	80.88
S2	79.76	79.76	81.31
S3	78.43	79.33	81.18
S4	77.10	78.00	80.82

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.66	88.58	83.19
R3	86.68	85.60	82.37
R2	83.70	83.70	82.10
R1	82.62	82.62	81.82	83.16
PP	80.72	80.72	80.72	80.99
S1	79.64	79.64	81.28	80.18
S2	77.74	77.74	81.00
S3	74.76	76.66	80.73
S4	71.78	73.68	79.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.79	78.81	2.98	3.7%	1.59	1.9%	92%	False	False	4,741
10	81.79	78.44	3.35	4.1%	1.35	1.7%	93%	False	False	4,418
20	81.79	74.37	7.42	9.1%	1.30	1.6%	97%	False	False	3,347
40	83.37	74.37	9.00	11.0%	1.20	1.5%	80%	False	False	2,957

Crabel Price Patterns
NR	True
NR4	False
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	True
Bear Hook	False
Bull Hook	False
Stretch	0.20
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	87.18
2.618	85.01
1.618	83.68
1.000	82.86
0.618	82.35
HIGH	81.53
0.618	81.02
0.500	80.87
0.382	80.71
LOW	80.20
0.618	79.38
1.000	78.87
1.618	78.05
2.618	76.72
4.250	74.55

Fisher Pivots for day following 30-Jul-2010
Pivot	1 day	3 day
R1	81.32	81.09
PP	81.09	80.63
S1	80.87	80.17

Download as Excel Spreadsheet

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

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