NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 21-Oct-2009

Day Change Summary
	Previous	Current
	20-Oct-2009	21-Oct-2009	Change	Change %	Previous Week
Open	82.34	81.90	-0.44	-0.5%	75.63
High	82.70	84.84	2.14	2.6%	81.77
Low	81.32	81.00	-0.32	-0.4%	75.63
Close	81.96	84.26	2.30	2.8%	81.67
Range	1.38	3.84	2.46	178.3%	6.14
ATR	1.86	2.00	0.14	7.6%	0.00
Volume	9,034	16,177	7,143	79.1%	72,706

Daily Pivots for day following 21-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	94.89	93.41	86.37
R3	91.05	89.57	85.32
R2	87.21	87.21	84.96
R1	85.73	85.73	84.61	86.47
PP	83.37	83.37	83.37	83.74
S1	81.89	81.89	83.91	82.63
S2	79.53	79.53	83.56
S3	75.69	78.05	83.20
S4	71.85	74.21	82.15

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	84.84	78.20	6.64	7.9%	2.19	2.6%	91%	True	False	15,687
10	84.84	72.65	12.19	14.5%	1.91	2.3%	95%	True	False	13,849
20	84.84	69.40	15.44	18.3%	1.95	2.3%	96%	True	False	13,334
40	84.84	69.40	15.44	18.3%	1.90	2.3%	96%	True	False	11,708
60	84.84	69.40	15.44	18.3%	1.90	2.3%	96%	True	False	10,843

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.45
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	101.16
2.618	94.89
1.618	91.05
1.000	88.68
0.618	87.21
HIGH	84.84
0.618	83.37
0.500	82.92
0.382	82.47
LOW	81.00
0.618	78.63
1.000	77.16
1.618	74.79
2.618	70.95
4.250	64.68

Fisher Pivots for day following 21-Oct-2009
Pivot	1 day	3 day
R1	83.81	83.81
PP	83.37	83.37
S1	82.92	82.92

Download as Excel Spreadsheet

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

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