NYMEX Light Sweet Crude Oil Future May 2010

Trading Metrics calculated at close of trading on 23-Oct-2009

Day Change Summary
	Previous	Current
	22-Oct-2009	23-Oct-2009	Change	Change %	Previous Week
Open	83.41	84.40	0.99	1.2%	81.02
High	83.88	84.40	0.52	0.6%	84.42
Low	83.16	83.00	-0.16	-0.2%	81.02
Close	83.83	83.36	-0.47	-0.6%	83.36
Range	0.72	1.40	0.68	94.4%	3.40
ATR	1.46	1.46	0.00	-0.3%	0.00
Volume	7,828	2,714	-5,114	-65.3%	25,989

Daily Pivots for day following 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	87.79	86.97	84.13
R3	86.39	85.57	83.75
R2	84.99	84.99	83.62
R1	84.17	84.17	83.49	83.88
PP	83.59	83.59	83.59	83.44
S1	82.77	82.77	83.23	82.48
S2	82.19	82.19	83.10
S3	80.79	81.37	82.98
S4	79.39	79.97	82.59

Weekly Pivots for week ending 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	93.13	91.65	85.23
R3	89.73	88.25	84.30
R2	86.33	86.33	83.98
R1	84.85	84.85	83.67	85.59
PP	82.93	82.93	82.93	83.31
S1	81.45	81.45	83.05	82.19
S2	79.53	79.53	82.74
S3	76.13	78.05	82.43
S4	72.73	74.65	81.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.42	81.02	3.40	4.1%	1.36	1.6%	69%	False	False	5,197
10	84.42	75.75	8.67	10.4%	1.23	1.5%	88%	False	False	5,236
20	84.42	68.99	15.43	18.5%	1.26	1.5%	93%	False	False	4,472
40	84.42	68.84	15.58	18.7%	0.99	1.2%	93%	False	False	3,684
60	84.42	68.84	15.58	18.7%	0.88	1.1%	93%	False	False	3,101
80	84.42	65.75	18.67	22.4%	0.81	1.0%	94%	False	False	2,816

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	90.35
2.618	88.07
1.618	86.67
1.000	85.80
0.618	85.27
HIGH	84.40
0.618	83.87
0.500	83.70
0.382	83.53
LOW	83.00
0.618	82.13
1.000	81.60
1.618	80.73
2.618	79.33
4.250	77.05

Fisher Pivots for day following 23-Oct-2009
Pivot	1 day	3 day
R1	83.70	83.37
PP	83.59	83.37
S1	83.47	83.36

Download as Excel Spreadsheet

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

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