NYMEX Light Sweet Crude Oil Future July 2010

Trading Metrics calculated at close of trading on 23-Oct-2009

Day Change Summary
	Previous	Current
	22-Oct-2009	23-Oct-2009	Change	Change %	Previous Week
Open	83.50	84.77	1.27	1.5%	81.63
High	84.57	84.77	0.20	0.2%	85.12
Low	83.50	83.23	-0.27	-0.3%	81.63
Close	84.52	84.11	-0.41	-0.5%	84.11
Range	1.07	1.54	0.47	43.9%	3.49
ATR	1.70	1.68	-0.01	-0.7%	0.00
Volume	3,209	2,178	-1,031	-32.1%	16,337

Daily Pivots for day following 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	88.66	87.92	84.96
R3	87.12	86.38	84.53
R2	85.58	85.58	84.39
R1	84.84	84.84	84.25	84.44
PP	84.04	84.04	84.04	83.84
S1	83.30	83.30	83.97	82.90
S2	82.50	82.50	83.83
S3	80.96	81.76	83.69
S4	79.42	80.22	83.26

Weekly Pivots for week ending 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	94.09	92.59	86.03
R3	90.60	89.10	85.07
R2	87.11	87.11	84.75
R1	85.61	85.61	84.43	86.36
PP	83.62	83.62	83.62	84.00
S1	82.12	82.12	83.79	82.87
S2	80.13	80.13	83.47
S3	76.64	78.63	83.15
S4	73.15	75.14	82.19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.12	81.63	3.49	4.1%	1.57	1.9%	71%	False	False	3,267
10	85.12	76.85	8.27	9.8%	1.36	1.6%	88%	False	False	3,095
20	85.12	70.45	14.67	17.4%	1.55	1.8%	93%	False	False	2,755
40	85.12	70.06	15.06	17.9%	1.49	1.8%	93%	False	False	2,943

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.05
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	91.32
2.618	88.80
1.618	87.26
1.000	86.31
0.618	85.72
HIGH	84.77
0.618	84.18
0.500	84.00
0.382	83.82
LOW	83.23
0.618	82.28
1.000	81.69
1.618	80.74
2.618	79.20
4.250	76.69

Fisher Pivots for day following 23-Oct-2009
Pivot	1 day	3 day
R1	84.07	83.97
PP	84.04	83.83
S1	84.00	83.70

Download as Excel Spreadsheet

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

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