NYMEX Light Sweet Crude Oil Future July 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	82.98	82.27	-0.71	-0.9%	77.56
High	82.98	85.12	2.14	2.6%	81.98
Low	81.76	82.27	0.51	0.6%	76.85
Close	82.27	84.56	2.29	2.8%	81.97
Range	1.22	2.85	1.63	133.6%	5.13
ATR	1.66	1.74	0.09	5.1%	0.00
Volume	3,588	4,167	579	16.1%	14,613

Daily Pivots for day following 21-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	92.53	91.40	86.13
R3	89.68	88.55	85.34
R2	86.83	86.83	85.08
R1	85.70	85.70	84.82	86.27
PP	83.98	83.98	83.98	84.27
S1	82.85	82.85	84.30	83.42
S2	81.13	81.13	84.04
S3	78.28	80.00	83.78
S4	75.43	77.15	82.99

Weekly Pivots for week ending 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	95.66	93.94	84.79
R3	90.53	88.81	83.38
R2	85.40	85.40	82.91
R1	83.68	83.68	82.44	84.54
PP	80.27	80.27	80.27	80.70
S1	78.55	78.55	81.50	79.41
S2	75.14	75.14	81.03
S3	70.01	73.42	80.56
S4	64.88	68.29	79.15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.12	79.09	6.03	7.1%	1.77	2.1%	91%	True	False	3,123
10	85.12	72.94	12.18	14.4%	1.49	1.8%	95%	True	False	3,146
20	85.12	70.06	15.06	17.8%	1.59	1.9%	96%	True	False	2,851
40	85.12	70.06	15.06	17.8%	1.49	1.8%	96%	True	False	2,938

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	0.15
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	97.23
2.618	92.58
1.618	89.73
1.000	87.97
0.618	86.88
HIGH	85.12
0.618	84.03
0.500	83.70
0.382	83.36
LOW	82.27
0.618	80.51
1.000	79.42
1.618	77.66
2.618	74.81
4.250	70.16

Fisher Pivots for day following 21-Oct-2009
Pivot	1 day	3 day
R1	84.27	84.17
PP	83.98	83.77
S1	83.70	83.38

Download as Excel Spreadsheet

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

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