NYMEX Light Sweet Crude Oil Future May 2010

Trading Metrics calculated at close of trading on 21-Oct-2009

Day Change Summary
	Previous	Current
	20-Oct-2009	21-Oct-2009	Change	Change %	Previous Week
Open	82.09	82.32	0.23	0.3%	75.75
High	82.54	84.42	1.88	2.3%	81.34
Low	81.14	82.32	1.18	1.5%	75.75
Close	81.56	83.87	2.31	2.8%	81.29
Range	1.40	2.10	0.70	50.0%	5.59
ATR	1.42	1.52	0.10	7.3%	0.00
Volume	2,175	6,473	4,298	197.6%	26,373

Daily Pivots for day following 21-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	89.84	88.95	85.03
R3	87.74	86.85	84.45
R2	85.64	85.64	84.26
R1	84.75	84.75	84.06	85.20
PP	83.54	83.54	83.54	83.76
S1	82.65	82.65	83.68	83.10
S2	81.44	81.44	83.49
S3	79.34	80.55	83.29
S4	77.24	78.45	82.72

Weekly Pivots for week ending 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	96.23	94.35	84.36
R3	90.64	88.76	82.83
R2	85.05	85.05	82.31
R1	83.17	83.17	81.80	84.11
PP	79.46	79.46	79.46	79.93
S1	77.58	77.58	80.78	78.52
S2	73.87	73.87	80.27
S3	68.28	71.99	79.75
S4	62.69	66.40	78.22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.42	78.22	6.20	7.4%	1.64	2.0%	91%	True	False	5,374
10	84.42	72.75	11.67	13.9%	1.32	1.6%	95%	True	False	4,763
20	84.42	68.84	15.58	18.6%	1.32	1.6%	96%	True	False	4,442
40	84.42	68.84	15.58	18.6%	0.95	1.1%	96%	True	False	3,483
60	84.42	68.84	15.58	18.6%	0.86	1.0%	96%	True	False	2,963

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.18
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	93.35
2.618	89.92
1.618	87.82
1.000	86.52
0.618	85.72
HIGH	84.42
0.618	83.62
0.500	83.37
0.382	83.12
LOW	82.32
0.618	81.02
1.000	80.22
1.618	78.92
2.618	76.82
4.250	73.40

Fisher Pivots for day following 21-Oct-2009
Pivot	1 day	3 day
R1	83.70	83.49
PP	83.54	83.10
S1	83.37	82.72

Download as Excel Spreadsheet

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

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