NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 08-Oct-2009

Day Change Summary
	Previous	Current
	07-Oct-2009	08-Oct-2009	Change	Change %	Previous Week
Open	73.96	73.35	-0.61	-0.8%	69.68
High	74.25	75.41	1.16	1.6%	74.65
Low	71.98	72.65	0.67	0.9%	69.58
Close	72.59	75.14	2.55	3.5%	73.21
Range	2.27	2.76	0.49	21.6%	5.07
ATR	2.02	2.08	0.06	2.8%	0.00
Volume	13,890	12,408	-1,482	-10.7%	61,710

Daily Pivots for day following 08-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	82.68	81.67	76.66
R3	79.92	78.91	75.90
R2	77.16	77.16	75.65
R1	76.15	76.15	75.39	76.66
PP	74.40	74.40	74.40	74.65
S1	73.39	73.39	74.89	73.90
S2	71.64	71.64	74.63
S3	68.88	70.63	74.38
S4	66.12	67.87	73.62

Weekly Pivots for week ending 02-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	87.69	85.52	76.00
R3	82.62	80.45	74.60
R2	77.55	77.55	74.14
R1	75.38	75.38	73.67	76.47
PP	72.48	72.48	72.48	73.02
S1	70.31	70.31	72.75	71.40
S2	67.41	67.41	72.28
S3	62.34	65.24	71.82
S4	57.27	60.17	70.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.41	71.32	4.09	5.4%	2.01	2.7%	93%	True	False	13,163
10	75.41	69.40	6.01	8.0%	1.97	2.6%	96%	True	False	12,730
20	76.70	69.40	7.30	9.7%	2.03	2.7%	79%	False	False	11,417
40	79.39	69.40	9.99	13.3%	1.94	2.6%	57%	False	False	10,397
60	80.55	68.44	12.11	16.1%	1.88	2.5%	55%	False	False	9,915

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.42
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	87.14
2.618	82.64
1.618	79.88
1.000	78.17
0.618	77.12
HIGH	75.41
0.618	74.36
0.500	74.03
0.382	73.70
LOW	72.65
0.618	70.94
1.000	69.89
1.618	68.18
2.618	65.42
4.250	60.92

Fisher Pivots for day following 08-Oct-2009
Pivot	1 day	3 day
R1	74.77	74.66
PP	74.40	74.18
S1	74.03	73.70

Download as Excel Spreadsheet

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

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