NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 28-Oct-2009

Day Change Summary
	Previous	Current
	27-Oct-2009	28-Oct-2009	Change	Change %	Previous Week
Open	80.52	81.22	0.70	0.9%	80.70
High	81.50	81.30	-0.20	-0.2%	83.60
Low	79.84	78.78	-1.06	-1.3%	79.59
Close	81.26	79.14	-2.12	-2.6%	82.43
Range	1.66	2.52	0.86	51.8%	4.01
ATR	2.06	2.09	0.03	1.6%	0.00
Volume	16,436	16,439	3	0.0%	70,241

Daily Pivots for day following 28-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	87.30	85.74	80.53
R3	84.78	83.22	79.83
R2	82.26	82.26	79.60
R1	80.70	80.70	79.37	80.22
PP	79.74	79.74	79.74	79.50
S1	78.18	78.18	78.91	77.70
S2	77.22	77.22	78.68
S3	74.70	75.66	78.45
S4	72.18	73.14	77.75

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	83.50	78.78	4.72	6.0%	2.13	2.7%	8%	False	True	15,778
10	83.60	76.90	6.70	8.5%	2.24	2.8%	33%	False	False	14,097
20	83.60	69.77	13.83	17.5%	1.99	2.5%	68%	False	False	11,880
40	83.60	67.46	16.14	20.4%	1.92	2.4%	72%	False	False	9,292
60	83.60	67.46	16.14	20.4%	1.88	2.4%	72%	False	False	7,494
80	83.60	64.26	19.34	24.4%	1.75	2.2%	77%	False	False	6,611

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	0.59
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	92.01
2.618	87.90
1.618	85.38
1.000	83.82
0.618	82.86
HIGH	81.30
0.618	80.34
0.500	80.04
0.382	79.74
LOW	78.78
0.618	77.22
1.000	76.26
1.618	74.70
2.618	72.18
4.250	68.07

Fisher Pivots for day following 28-Oct-2009
Pivot	1 day	3 day
R1	80.04	81.14
PP	79.74	80.47
S1	79.44	79.81

Download as Excel Spreadsheet

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

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