NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 15-Oct-2009

Day Change Summary
	Previous	Current
	14-Oct-2009	15-Oct-2009	Change	Change %	Previous Week
Open	78.30	78.80	0.50	0.6%	72.99
High	78.74	81.09	2.35	3.0%	75.70
Low	77.74	78.20	0.46	0.6%	71.32
Close	78.40	80.74	2.34	3.0%	75.37
Range	1.00	2.89	1.89	189.0%	4.38
ATR	1.91	1.98	0.07	3.7%	0.00
Volume	13,336	15,101	1,765	13.2%	60,594

Daily Pivots for day following 15-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	88.68	87.60	82.33
R3	85.79	84.71	81.53
R2	82.90	82.90	81.27
R1	81.82	81.82	81.00	82.36
PP	80.01	80.01	80.01	80.28
S1	78.93	78.93	80.48	79.47
S2	77.12	77.12	80.21
S3	74.23	76.04	79.95
S4	71.34	73.15	79.15

Weekly Pivots for week ending 09-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	87.27	85.70	77.78
R3	82.89	81.32	76.57
R2	78.51	78.51	76.17
R1	76.94	76.94	75.77	77.73
PP	74.13	74.13	74.13	74.52
S1	72.56	72.56	74.97	73.35
S2	69.75	69.75	74.57
S3	65.37	68.18	74.17
S4	60.99	63.80	72.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.09	74.30	6.79	8.4%	1.66	2.1%	95%	True	False	12,550
10	81.09	71.32	9.77	12.1%	1.84	2.3%	96%	True	False	12,856
20	81.09	69.40	11.69	14.5%	1.97	2.4%	97%	True	False	11,852
40	81.09	69.40	11.69	14.5%	1.86	2.3%	97%	True	False	10,992
60	81.09	69.40	11.69	14.5%	1.87	2.3%	97%	True	False	10,404

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.41
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	93.37
2.618	88.66
1.618	85.77
1.000	83.98
0.618	82.88
HIGH	81.09
0.618	79.99
0.500	79.65
0.382	79.30
LOW	78.20
0.618	76.41
1.000	75.31
1.618	73.52
2.618	70.63
4.250	65.92

Fisher Pivots for day following 15-Oct-2009
Pivot	1 day	3 day
R1	80.38	80.08
PP	80.01	79.43
S1	79.65	78.77

Download as Excel Spreadsheet

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

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