NYMEX Light Sweet Crude Oil Future May 2010

Trading Metrics calculated at close of trading on 12-Oct-2009

Day Change Summary
	Previous	Current
	09-Oct-2009	12-Oct-2009	Change	Change %	Previous Week
Open	74.09	75.75	1.66	2.2%	72.74
High	75.09	76.42	1.33	1.8%	75.09
Low	73.96	75.75	1.79	2.4%	71.93
Close	74.89	76.24	1.35	1.8%	74.89
Range	1.13	0.67	-0.46	-40.7%	3.16
ATR	1.44	1.45	0.01	0.4%	0.00
Volume	3,154	2,310	-844	-26.8%	16,866

Daily Pivots for day following 12-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	78.15	77.86	76.61
R3	77.48	77.19	76.42
R2	76.81	76.81	76.36
R1	76.52	76.52	76.30	76.67
PP	76.14	76.14	76.14	76.21
S1	75.85	75.85	76.18	76.00
S2	75.47	75.47	76.12
S3	74.80	75.18	76.06
S4	74.13	74.51	75.87

Weekly Pivots for week ending 09-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	83.45	82.33	76.63
R3	80.29	79.17	75.76
R2	77.13	77.13	75.47
R1	76.01	76.01	75.18	76.57
PP	73.97	73.97	73.97	74.25
S1	72.85	72.85	74.60	73.41
S2	70.81	70.81	74.31
S3	67.65	69.69	74.02
S4	64.49	66.53	73.15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.42	71.93	4.49	5.9%	1.22	1.6%	96%	True	False	2,689
10	76.42	69.30	7.12	9.3%	1.20	1.6%	97%	True	False	3,437
20	76.42	68.84	7.58	9.9%	0.98	1.3%	98%	True	False	3,340
40	78.43	68.84	9.59	12.6%	0.81	1.1%	77%	False	False	2,835
60	79.61	68.84	10.77	14.1%	0.79	1.0%	69%	False	False	2,626

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.15
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	79.27
2.618	78.17
1.618	77.50
1.000	77.09
0.618	76.83
HIGH	76.42
0.618	76.16
0.500	76.09
0.382	76.01
LOW	75.75
0.618	75.34
1.000	75.08
1.618	74.67
2.618	74.00
4.250	72.90

Fisher Pivots for day following 12-Oct-2009
Pivot	1 day	3 day
R1	76.19	75.69
PP	76.14	75.14
S1	76.09	74.59

Download as Excel Spreadsheet

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

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