NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 23-Oct-2009

Day Change Summary
	Previous	Current
	22-Oct-2009	23-Oct-2009	Change	Change %	Previous Week
Open	82.68	83.09	0.41	0.5%	80.70
High	83.11	83.44	0.33	0.4%	83.60
Low	81.70	81.80	0.10	0.1%	79.59
Close	82.99	82.43	-0.56	-0.7%	82.43
Range	1.41	1.64	0.23	16.3%	4.01
ATR	2.01	1.99	-0.03	-1.3%	0.00
Volume	19,106	14,979	-4,127	-21.6%	70,241

Daily Pivots for day following 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	87.48	86.59	83.33
R3	85.84	84.95	82.88
R2	84.20	84.20	82.73
R1	83.31	83.31	82.58	82.94
PP	82.56	82.56	82.56	82.37
S1	81.67	81.67	82.28	81.30
S2	80.92	80.92	82.13
S3	79.28	80.03	81.98
S4	77.64	78.39	81.53

Weekly Pivots for week ending 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	93.90	92.18	84.64
R3	89.89	88.17	83.53
R2	85.88	85.88	83.17
R1	84.16	84.16	82.80	85.02
PP	81.87	81.87	81.87	82.31
S1	80.15	80.15	82.06	81.01
S2	77.86	77.86	81.69
S3	73.85	76.14	81.33
S4	69.84	72.13	80.22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.60	79.59	4.01	4.9%	2.03	2.5%	71%	False	False	14,048
10	83.60	74.26	9.34	11.3%	1.82	2.2%	87%	False	False	12,279
20	83.60	67.60	16.00	19.4%	1.95	2.4%	93%	False	False	10,836
40	83.60	67.46	16.14	19.6%	1.94	2.3%	93%	False	False	8,497
60	83.60	67.46	16.14	19.6%	1.83	2.2%	93%	False	False	6,980
80	83.60	64.26	19.34	23.5%	1.67	2.0%	94%	False	False	6,156

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	0.45
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	90.41
2.618	87.73
1.618	86.09
1.000	85.08
0.618	84.45
HIGH	83.44
0.618	82.81
0.500	82.62
0.382	82.43
LOW	81.80
0.618	80.79
1.000	80.16
1.618	79.15
2.618	77.51
4.250	74.83

Fisher Pivots for day following 23-Oct-2009
Pivot	1 day	3 day
R1	82.62	82.15
PP	82.56	81.87
S1	82.49	81.60

Download as Excel Spreadsheet

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

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