NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 26-Oct-2009

Day Change Summary
	Previous	Current
	23-Oct-2009	26-Oct-2009	Change	Change %	Previous Week
Open	83.09	81.99	-1.10	-1.3%	80.70
High	83.44	83.50	0.06	0.1%	83.60
Low	81.80	80.06	-1.74	-2.1%	79.59
Close	82.43	80.58	-1.85	-2.2%	82.43
Range	1.64	3.44	1.80	109.8%	4.01
ATR	1.99	2.09	0.10	5.2%	0.00
Volume	14,979	11,934	-3,045	-20.3%	70,241

Daily Pivots for day following 26-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	91.70	89.58	82.47
R3	88.26	86.14	81.53
R2	84.82	84.82	81.21
R1	82.70	82.70	80.90	82.04
PP	81.38	81.38	81.38	81.05
S1	79.26	79.26	80.26	78.60
S2	77.94	77.94	79.95
S3	74.50	75.82	79.63
S4	71.06	72.38	78.69

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	5.0%	2.44	3.0%	25%	False	False	13,672
10	83.60	75.22	8.38	10.4%	2.02	2.5%	64%	False	False	12,656
20	83.60	68.01	15.59	19.3%	2.04	2.5%	81%	False	False	10,890
40	83.60	67.46	16.14	20.0%	2.00	2.5%	81%	False	False	8,684
60	83.60	67.46	16.14	20.0%	1.84	2.3%	81%	False	False	7,122
80	83.60	64.26	19.34	24.0%	1.71	2.1%	84%	False	False	6,267

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
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	98.12
2.618	92.51
1.618	89.07
1.000	86.94
0.618	85.63
HIGH	83.50
0.618	82.19
0.500	81.78
0.382	81.37
LOW	80.06
0.618	77.93
1.000	76.62
1.618	74.49
2.618	71.05
4.250	65.44

Fisher Pivots for day following 26-Oct-2009
Pivot	1 day	3 day
R1	81.78	81.78
PP	81.38	81.38
S1	80.98	80.98

Download as Excel Spreadsheet

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

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