NYMEX Light Sweet Crude Oil Future February 2010

Trading Metrics calculated at close of trading on 29-Oct-2009

Day Change Summary
	Previous	Current
	28-Oct-2009	29-Oct-2009	Change	Change %	Previous Week
Open	80.86	78.23	-2.63	-3.3%	80.30
High	80.87	81.55	0.68	0.8%	83.19
Low	78.15	78.22	0.07	0.1%	79.00
Close	78.65	80.95	2.30	2.9%	81.87
Range	2.72	3.33	0.61	22.4%	4.19
ATR	2.22	2.30	0.08	3.6%	0.00
Volume	26,087	24,368	-1,719	-6.6%	109,301

Daily Pivots for day following 29-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	90.23	88.92	82.78
R3	86.90	85.59	81.87
R2	83.57	83.57	81.56
R1	82.26	82.26	81.26	82.92
PP	80.24	80.24	80.24	80.57
S1	78.93	78.93	80.64	79.59
S2	76.91	76.91	80.34
S3	73.58	75.60	80.03
S4	70.25	72.27	79.12

Weekly Pivots for week ending 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	93.92	92.09	84.17
R3	89.73	87.90	83.02
R2	85.54	85.54	82.64
R1	83.71	83.71	82.25	84.63
PP	81.35	81.35	81.35	81.81
S1	79.52	79.52	81.49	80.44
S2	77.16	77.16	81.10
S3	72.97	75.33	80.72
S4	68.78	71.14	79.57

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.07	78.15	4.92	6.1%	2.68	3.3%	57%	False	False	25,350
10	83.19	78.15	5.04	6.2%	2.43	3.0%	56%	False	False	23,456
20	83.19	69.21	13.98	17.3%	2.21	2.7%	84%	False	False	19,911
40	83.19	66.82	16.37	20.2%	2.09	2.6%	86%	False	False	14,106
60	83.19	66.82	16.37	20.2%	1.95	2.4%	86%	False	False	11,101
80	83.19	63.61	19.58	24.2%	1.80	2.2%	89%	False	False	9,529
100	83.19	63.61	19.58	24.2%	1.62	2.0%	89%	False	False	8,171

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	0.58
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	95.70
2.618	90.27
1.618	86.94
1.000	84.88
0.618	83.61
HIGH	81.55
0.618	80.28
0.500	79.89
0.382	79.49
LOW	78.22
0.618	76.16
1.000	74.89
1.618	72.83
2.618	69.50
4.250	64.07

Fisher Pivots for day following 29-Oct-2009
Pivot	1 day	3 day
R1	80.60	80.58
PP	80.24	80.22
S1	79.89	79.85

Download as Excel Spreadsheet

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

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