NYMEX Light Sweet Crude Oil Future March 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	81.52	81.16	-0.36	-0.4%	81.61
High	81.60	82.02	0.42	0.5%	82.02
Low	79.90	80.00	0.10	0.1%	79.23
Close	81.52	82.00	0.48	0.6%	82.00
Range	1.70	2.02	0.32	18.8%	2.79
ATR	1.55	1.59	0.03	2.1%	0.00
Volume	6,123	3,134	-2,989	-48.8%	18,053

Daily Pivots for day following 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.40	86.72	83.11
R3	85.38	84.70	82.56
R2	83.36	83.36	82.37
R1	82.68	82.68	82.19	83.02
PP	81.34	81.34	81.34	81.51
S1	80.66	80.66	81.81	81.00
S2	79.32	79.32	81.63
S3	77.30	78.64	81.44
S4	75.28	76.62	80.89

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.45	88.52	83.53
R3	86.66	85.73	82.77
R2	83.87	83.87	82.51
R1	82.94	82.94	82.26	83.41
PP	81.08	81.08	81.08	81.32
S1	80.15	80.15	81.74	80.62
S2	78.29	78.29	81.49
S3	75.50	77.36	81.23
S4	72.71	74.57	80.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.02	79.23	2.79	3.4%	1.51	1.8%	99%	True	False	3,610
10	82.02	78.69	3.33	4.1%	1.57	1.9%	99%	True	False	3,236
20	82.02	74.92	7.10	8.7%	1.44	1.8%	100%	True	False	2,987

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	90.61
2.618	87.31
1.618	85.29
1.000	84.04
0.618	83.27
HIGH	82.02
0.618	81.25
0.500	81.01
0.382	80.77
LOW	80.00
0.618	78.75
1.000	77.98
1.618	76.73
2.618	74.71
4.250	71.42

Fisher Pivots for day following 30-Jul-2010
Pivot	1 day	3 day
R1	81.67	81.54
PP	81.34	81.08
S1	81.01	80.63

Download as Excel Spreadsheet

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

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