NYMEX Light Sweet Crude Oil Future April 2010

Trading Metrics calculated at close of trading on 15-Oct-2009

Day Change Summary
	Previous	Current
	14-Oct-2009	15-Oct-2009	Change	Change %	Previous Week
Open	77.40	77.50	0.10	0.1%	71.73
High	77.88	80.10	2.22	2.9%	74.78
Low	77.23	77.50	0.27	0.3%	70.45
Close	77.56	79.98	2.42	3.1%	74.40
Range	0.65	2.60	1.95	300.0%	4.33
ATR	1.67	1.74	0.07	4.0%	0.00
Volume	6,999	6,907	-92	-1.3%	19,753

Daily Pivots for day following 15-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.99	86.09	81.41
R3	84.39	83.49	80.70
R2	81.79	81.79	80.46
R1	80.89	80.89	80.22	81.34
PP	79.19	79.19	79.19	79.42
S1	78.29	78.29	79.74	78.74
S2	76.59	76.59	79.50
S3	73.99	75.69	79.27
S4	71.39	73.09	78.55

Weekly Pivots for week ending 09-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.20	84.63	76.78
R3	81.87	80.30	75.59
R2	77.54	77.54	75.19
R1	75.97	75.97	74.80	76.76
PP	73.21	73.21	73.21	73.60
S1	71.64	71.64	74.00	72.43
S2	68.88	68.88	73.61
S3	64.55	67.31	73.21
S4	60.22	62.98	72.02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.10	73.58	6.52	8.2%	1.31	1.6%	98%	True	False	5,848
10	80.10	70.45	9.65	12.1%	1.59	2.0%	99%	True	False	5,104
20	80.10	68.38	11.72	14.7%	1.55	1.9%	99%	True	False	4,726
40	80.10	68.38	11.72	14.7%	1.25	1.6%	99%	True	False	3,606
60	80.10	68.38	11.72	14.7%	1.22	1.5%	99%	True	False	3,201

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	91.15
2.618	86.91
1.618	84.31
1.000	82.70
0.618	81.71
HIGH	80.10
0.618	79.11
0.500	78.80
0.382	78.49
LOW	77.50
0.618	75.89
1.000	74.90
1.618	73.29
2.618	70.69
4.250	66.45

Fisher Pivots for day following 15-Oct-2009
Pivot	1 day	3 day
R1	79.59	79.26
PP	79.19	78.53
S1	78.80	77.81

Download as Excel Spreadsheet

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

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