NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 13-Jul-2010

Day Change Summary
	Previous	Current
	12-Jul-2010	13-Jul-2010	Change	Change %	Previous Week
Open	78.27	80.00	1.73	2.2%	76.88
High	79.10	80.47	1.37	1.7%	79.71
Low	78.01	79.75	1.74	2.2%	75.01
Close	78.27	80.40	2.13	2.7%	79.42
Range	1.09	0.72	-0.37	-33.9%	4.70
ATR	1.59	1.63	0.04	2.7%	0.00
Volume	2,097	5,522	3,425	163.3%	10,331

Daily Pivots for day following 13-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.37	82.10	80.80
R3	81.65	81.38	80.60
R2	80.93	80.93	80.53
R1	80.66	80.66	80.47	80.80
PP	80.21	80.21	80.21	80.27
S1	79.94	79.94	80.33	80.08
S2	79.49	79.49	80.27
S3	78.77	79.22	80.20
S4	78.05	78.50	80.00

Weekly Pivots for week ending 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.15	90.48	82.01
R3	87.45	85.78	80.71
R2	82.75	82.75	80.28
R1	81.08	81.08	79.85	81.92
PP	78.05	78.05	78.05	78.46
S1	76.38	76.38	78.99	77.22
S2	73.35	73.35	78.56
S3	68.65	71.68	78.13
S4	63.95	66.98	76.84

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.47	76.15	4.32	5.4%	1.19	1.5%	98%	True	False	2,945
10	80.47	74.92	5.55	6.9%	1.47	1.8%	99%	True	False	2,863

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.37
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	83.53
2.618	82.35
1.618	81.63
1.000	81.19
0.618	80.91
HIGH	80.47
0.618	80.19
0.500	80.11
0.382	80.03
LOW	79.75
0.618	79.31
1.000	79.03
1.618	78.59
2.618	77.87
4.250	76.69

Fisher Pivots for day following 13-Jul-2010
Pivot	1 day	3 day
R1	80.30	80.01
PP	80.21	79.63
S1	80.11	79.24

Download as Excel Spreadsheet

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

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