NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 20-Oct-2009

Day Change Summary
	Previous	Current
	19-Oct-2009	20-Oct-2009	Change	Change %	Previous Week
Open	81.49	82.34	0.85	1.0%	75.63
High	82.55	82.70	0.15	0.2%	81.77
Low	81.33	81.32	-0.01	0.0%	75.63
Close	82.54	81.96	-0.58	-0.7%	81.67
Range	1.22	1.38	0.16	13.1%	6.14
ATR	1.90	1.86	-0.04	-2.0%	0.00
Volume	16,375	9,034	-7,341	-44.8%	72,706

Daily Pivots for day following 20-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.13	85.43	82.72
R3	84.75	84.05	82.34
R2	83.37	83.37	82.21
R1	82.67	82.67	82.09	82.33
PP	81.99	81.99	81.99	81.83
S1	81.29	81.29	81.83	80.95
S2	80.61	80.61	81.71
S3	79.23	79.91	81.58
S4	77.85	78.53	81.20

Weekly Pivots for week ending 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	98.11	96.03	85.05
R3	91.97	89.89	83.36
R2	85.83	85.83	82.80
R1	83.75	83.75	82.23	84.79
PP	79.69	79.69	79.69	80.21
S1	77.61	77.61	81.11	78.65
S2	73.55	73.55	80.54
S3	67.41	71.47	79.98
S4	61.27	65.33	78.29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.70	77.74	4.96	6.1%	1.62	2.0%	85%	True	False	15,118
10	82.70	71.98	10.72	13.1%	1.76	2.1%	93%	True	False	13,620
20	82.70	69.40	13.30	16.2%	1.89	2.3%	94%	True	False	13,079
40	82.70	69.40	13.30	16.2%	1.88	2.3%	94%	True	False	11,439
60	82.70	69.40	13.30	16.2%	1.87	2.3%	94%	True	False	10,709

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.39
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	88.57
2.618	86.31
1.618	84.93
1.000	84.08
0.618	83.55
HIGH	82.70
0.618	82.17
0.500	82.01
0.382	81.85
LOW	81.32
0.618	80.47
1.000	79.94
1.618	79.09
2.618	77.71
4.250	75.46

Fisher Pivots for day following 20-Oct-2009
Pivot	1 day	3 day
R1	82.01	81.79
PP	81.99	81.61
S1	81.98	81.44

Download as Excel Spreadsheet

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

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