NYMEX Light Sweet Crude Oil Future June 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	70.75	73.25	2.50	3.5%	76.10
High	73.98	74.65	0.67	0.9%	76.10
Low	70.13	72.85	2.72	3.9%	69.40
Close	73.90	74.11	0.21	0.3%	69.88
Range	3.85	1.80	-2.05	-53.2%	6.70
ATR	2.04	2.02	-0.02	-0.8%	0.00
Volume	8,410	18,583	10,173	121.0%	57,022

Daily Pivots for day following 01-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	79.27	78.49	75.10
R3	77.47	76.69	74.61
R2	75.67	75.67	74.44
R1	74.89	74.89	74.28	75.28
PP	73.87	73.87	73.87	74.07
S1	73.09	73.09	73.95	73.48
S2	72.07	72.07	73.78
S3	70.27	71.29	73.62
S4	68.47	69.49	73.12

Weekly Pivots for week ending 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	91.89	87.59	73.57
R3	85.19	80.89	71.72
R2	78.49	78.49	71.11
R1	74.19	74.19	70.49	72.99
PP	71.79	71.79	71.79	71.20
S1	67.49	67.49	69.27	66.29
S2	65.09	65.09	68.65
S3	58.39	60.79	68.04
S4	51.69	54.09	66.20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.65	69.40	5.25	7.1%	1.93	2.6%	90%	True	False	12,297
10	76.56	69.40	7.16	9.7%	2.09	2.8%	66%	False	False	10,847
20	76.70	69.40	7.30	9.9%	1.94	2.6%	65%	False	False	11,682
40	80.55	69.40	11.15	15.0%	1.87	2.5%	42%	False	False	9,711
60	80.55	65.66	14.89	20.1%	1.85	2.5%	57%	False	False	9,365

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	0.22
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.30
2.618	79.36
1.618	77.56
1.000	76.45
0.618	75.76
HIGH	74.65
0.618	73.96
0.500	73.75
0.382	73.54
LOW	72.85
0.618	71.74
1.000	71.05
1.618	69.94
2.618	68.14
4.250	65.20

Fisher Pivots for day following 01-Oct-2009
Pivot	1 day	3 day
R1	73.99	73.49
PP	73.87	72.86
S1	73.75	72.24

Download as Excel Spreadsheet

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

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