NYMEX Light Sweet Crude Oil Future May 2010

Trading Metrics calculated at close of trading on 01-Oct-2009

Day Change Summary
	Previous	Current
	30-Sep-2009	01-Oct-2009	Change	Change %	Previous Week
Open	70.30	73.62	3.32	4.7%	73.22
High	73.35	73.62	0.27	0.4%	74.61
Low	69.30	73.21	3.91	5.6%	68.84
Close	73.35	73.62	0.27	0.4%	69.26
Range	4.05	0.41	-3.64	-89.9%	5.77
ATR	1.53	1.45	-0.08	-5.2%	0.00
Volume	2,597	4,445	1,848	71.2%	18,182

Daily Pivots for day following 01-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	74.71	74.58	73.85
R3	74.30	74.17	73.73
R2	73.89	73.89	73.70
R1	73.76	73.76	73.66	73.83
PP	73.48	73.48	73.48	73.52
S1	73.35	73.35	73.58	73.42
S2	73.07	73.07	73.54
S3	72.66	72.94	73.51
S4	72.25	72.53	73.39

Weekly Pivots for week ending 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	88.21	84.51	72.43
R3	82.44	78.74	70.85
R2	76.67	76.67	70.32
R1	72.97	72.97	69.79	71.94
PP	70.90	70.90	70.90	70.39
S1	67.20	67.20	68.73	66.17
S2	65.13	65.13	68.20
S3	59.36	61.43	67.67
S4	53.59	55.66	66.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	73.62	68.84	4.78	6.5%	1.42	1.9%	100%	True	False	3,983
10	75.38	68.84	6.54	8.9%	1.20	1.6%	73%	False	False	3,359
20	75.85	68.84	7.01	9.5%	0.87	1.2%	68%	False	False	3,082
40	79.44	68.84	10.60	14.4%	0.75	1.0%	45%	False	False	2,590
60	79.61	65.75	13.86	18.8%	0.71	1.0%	57%	False	False	2,419

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.10
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	75.36
2.618	74.69
1.618	74.28
1.000	74.03
0.618	73.87
HIGH	73.62
0.618	73.46
0.500	73.42
0.382	73.37
LOW	73.21
0.618	72.96
1.000	72.80
1.618	72.55
2.618	72.14
4.250	71.47

Fisher Pivots for day following 01-Oct-2009
Pivot	1 day	3 day
R1	73.55	72.90
PP	73.48	72.18
S1	73.42	71.46

Download as Excel Spreadsheet

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

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