NYMEX Light Sweet Crude Oil Future September 2010

Trading Metrics calculated at close of trading on 11-Jan-2010

Day Change Summary
	Previous	Current
	08-Jan-2010	11-Jan-2010	Change	Change %	Previous Week
Open	85.57	86.11	0.54	0.6%	84.81
High	86.38	87.30	0.92	1.1%	86.83
Low	85.41	85.76	0.35	0.4%	84.33
Close	86.41	86.16	-0.25	-0.3%	86.41
Range	0.97	1.54	0.57	58.8%	2.50
ATR	1.20	1.22	0.02	2.0%	0.00
Volume	1,449	3,367	1,918	132.4%	12,864

Daily Pivots for day following 11-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	91.03	90.13	87.01
R3	89.49	88.59	86.58
R2	87.95	87.95	86.44
R1	87.05	87.05	86.30	87.50
PP	86.41	86.41	86.41	86.63
S1	85.51	85.51	86.02	85.96
S2	84.87	84.87	85.88
S3	83.33	83.97	85.74
S4	81.79	82.43	85.31

Weekly Pivots for week ending 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.36	92.38	87.79
R3	90.86	89.88	87.10
R2	88.36	88.36	86.87
R1	87.38	87.38	86.64	87.87
PP	85.86	85.86	85.86	86.10
S1	84.88	84.88	86.18	85.37
S2	83.36	83.36	85.95
S3	80.86	82.38	85.72
S4	78.36	79.88	85.04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.30	84.66	2.64	3.1%	1.22	1.4%	57%	True	False	3,002
10	87.30	82.56	4.74	5.5%	0.83	1.0%	76%	True	False	2,032
20	87.30	77.26	10.04	11.7%	0.84	1.0%	89%	True	False	2,210
40	87.30	77.20	10.10	11.7%	1.06	1.2%	89%	True	False	2,401

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.12
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	93.85
2.618	91.33
1.618	89.79
1.000	88.84
0.618	88.25
HIGH	87.30
0.618	86.71
0.500	86.53
0.382	86.35
LOW	85.76
0.618	84.81
1.000	84.22
1.618	83.27
2.618	81.73
4.250	79.22

Fisher Pivots for day following 11-Jan-2010
Pivot	1 day	3 day
R1	86.53	86.36
PP	86.41	86.29
S1	86.28	86.23

Download as Excel Spreadsheet

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

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