NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 21-Oct-2009

Day Change Summary
	Previous	Current
	20-Oct-2009	21-Oct-2009	Change	Change %	Previous Week
Open	81.67	80.39	-1.28	-1.6%	74.46
High	81.69	83.60	1.91	2.3%	80.62
Low	80.00	79.59	-0.41	-0.5%	74.26
Close	80.74	83.06	2.32	2.9%	80.50
Range	1.69	4.01	2.32	137.3%	6.36
ATR	1.91	2.06	0.15	7.9%	0.00
Volume	8,381	13,961	5,580	66.6%	52,555

Daily Pivots for day following 21-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	94.11	92.60	85.27
R3	90.10	88.59	84.16
R2	86.09	86.09	83.80
R1	84.58	84.58	83.43	85.34
PP	82.08	82.08	82.08	82.46
S1	80.57	80.57	82.69	81.33
S2	78.07	78.07	82.32
S3	74.06	76.56	81.96
S4	70.05	72.55	80.85

Weekly Pivots for week ending 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	97.54	95.38	84.00
R3	91.18	89.02	82.25
R2	84.82	84.82	81.67
R1	82.66	82.66	81.08	83.74
PP	78.46	78.46	78.46	79.00
S1	76.30	76.30	79.92	77.38
S2	72.10	72.10	79.33
S3	65.74	69.94	78.75
S4	59.38	63.58	77.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.60	76.90	6.70	8.1%	2.34	2.8%	92%	True	False	12,415
10	83.60	71.20	12.40	14.9%	1.97	2.4%	96%	True	False	11,010
20	83.60	67.46	16.14	19.4%	2.00	2.4%	97%	True	False	10,046
40	83.60	67.46	16.14	19.4%	1.94	2.3%	97%	True	False	7,933
60	83.60	67.46	16.14	19.4%	1.86	2.2%	97%	True	False	6,508

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.46
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	100.64
2.618	94.10
1.618	90.09
1.000	87.61
0.618	86.08
HIGH	83.60
0.618	82.07
0.500	81.60
0.382	81.12
LOW	79.59
0.618	77.11
1.000	75.58
1.618	73.10
2.618	69.09
4.250	62.55

Fisher Pivots for day following 21-Oct-2009
Pivot	1 day	3 day
R1	82.57	82.57
PP	82.08	82.08
S1	81.60	81.60

Download as Excel Spreadsheet

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

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