NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 27-Jul-2010

Day Change Summary
	Previous	Current
	26-Jul-2010	27-Jul-2010	Change	Change %	Previous Week
Open	81.61	80.27	-1.34	-1.6%	79.85
High	81.80	81.74	-0.06	-0.1%	81.95
Low	80.72	79.88	-0.84	-1.0%	78.69
Close	81.61	80.27	-1.34	-1.6%	81.47
Range	1.08	1.86	0.78	72.2%	3.26
ATR	1.56	1.58	0.02	1.4%	0.00
Volume	3,188	3,150	-38	-1.2%	14,308

Daily Pivots for day following 27-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.21	85.10	81.29
R3	84.35	83.24	80.78
R2	82.49	82.49	80.61
R1	81.38	81.38	80.44	81.20
PP	80.63	80.63	80.63	80.54
S1	79.52	79.52	80.10	79.34
S2	78.77	78.77	79.93
S3	76.91	77.66	79.76
S4	75.05	75.80	79.25

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.48	89.24	83.26
R3	87.22	85.98	82.37
R2	83.96	83.96	82.07
R1	82.72	82.72	81.77	83.34
PP	80.70	80.70	80.70	81.02
S1	79.46	79.46	81.17	80.08
S2	77.44	77.44	80.87
S3	74.18	76.20	80.57
S4	70.92	72.94	79.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.95	79.25	2.70	3.4%	1.51	1.9%	38%	False	False	3,441
10	81.95	78.40	3.55	4.4%	1.52	1.9%	53%	False	False	2,652
20	81.95	74.92	7.03	8.8%	1.49	1.9%	76%	False	False	2,758

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.36
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	89.65
2.618	86.61
1.618	84.75
1.000	83.60
0.618	82.89
HIGH	81.74
0.618	81.03
0.500	80.81
0.382	80.59
LOW	79.88
0.618	78.73
1.000	78.02
1.618	76.87
2.618	75.01
4.250	71.98

Fisher Pivots for day following 27-Jul-2010
Pivot	1 day	3 day
R1	80.81	80.92
PP	80.63	80.70
S1	80.45	80.49

Download as Excel Spreadsheet

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

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