NYMEX Light Sweet Crude Oil Future October 2010

Trading Metrics calculated at close of trading on 15-Sep-2010

Day Change Summary
	Previous	Current
	14-Sep-2010	15-Sep-2010	Change	Change %	Previous Week
Open	77.17	76.64	-0.53	-0.7%	74.30
High	77.99	76.65	-1.34	-1.7%	76.73
Low	76.21	74.66	-1.55	-2.0%	72.63
Close	76.80	76.02	-0.78	-1.0%	76.45
Range	1.78	1.99	0.21	11.8%	4.10
ATR	2.10	2.10	0.00	0.1%	0.00
Volume	376,905	327,240	-49,665	-13.2%	1,434,780

Daily Pivots for day following 15-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	81.75	80.87	77.11
R3	79.76	78.88	76.57
R2	77.77	77.77	76.38
R1	76.89	76.89	76.20	76.34
PP	75.78	75.78	75.78	75.50
S1	74.90	74.90	75.84	74.35
S2	73.79	73.79	75.66
S3	71.80	72.91	75.47
S4	69.81	70.92	74.93

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.57	86.11	78.71
R3	83.47	82.01	77.58
R2	79.37	79.37	77.20
R1	77.91	77.91	76.83	78.64
PP	75.27	75.27	75.27	75.64
S1	73.81	73.81	76.07	74.54
S2	71.17	71.17	75.70
S3	67.07	69.71	75.32
S4	62.97	65.61	74.20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.04	73.88	4.16	5.5%	1.98	2.6%	51%	False	False	349,432
10	78.04	71.67	6.37	8.4%	2.10	2.8%	68%	False	False	350,609
20	78.04	70.76	7.28	9.6%	2.10	2.8%	72%	False	False	332,709
40	83.40	70.76	12.64	16.6%	2.05	2.7%	42%	False	False	214,618
60	83.40	70.76	12.64	16.6%	2.10	2.8%	42%	False	False	153,655
80	83.40	70.35	13.05	17.2%	2.14	2.8%	43%	False	False	120,424
100	92.75	70.35	22.40	29.5%	2.21	2.9%	25%	False	False	99,982
120	92.75	70.35	22.40	29.5%	2.06	2.7%	25%	False	False	85,455

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	0.41
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	85.11
2.618	81.86
1.618	79.87
1.000	78.64
0.618	77.88
HIGH	76.65
0.618	75.89
0.500	75.66
0.382	75.42
LOW	74.66
0.618	73.43
1.000	72.67
1.618	71.44
2.618	69.45
4.250	66.20

Fisher Pivots for day following 15-Sep-2010
Pivot	1 day	3 day
R1	75.90	76.35
PP	75.78	76.24
S1	75.66	76.13

Download as Excel Spreadsheet

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

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