NYMEX Light Sweet Crude Oil Future September 2010

Trading Metrics calculated at close of trading on 21-Jan-2010

Day Change Summary
	Previous	Current
	20-Jan-2010	21-Jan-2010	Change	Change %	Previous Week
Open	80.71	79.37	-1.34	-1.7%	86.11
High	81.05	80.10	-0.95	-1.2%	87.30
Low	80.71	78.99	-1.72	-2.1%	81.66
Close	81.13	79.37	-1.76	-2.2%	81.87
Range	0.34	1.11	0.77	226.5%	5.64
ATR	1.37	1.43	0.05	4.0%	0.00
Volume	3,272	5,804	2,532	77.4%	19,631

Daily Pivots for day following 21-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.82	82.20	79.98
R3	81.71	81.09	79.68
R2	80.60	80.60	79.57
R1	79.98	79.98	79.47	79.93
PP	79.49	79.49	79.49	79.46
S1	78.87	78.87	79.27	78.82
S2	78.38	78.38	79.17
S3	77.27	77.76	79.06
S4	76.16	76.65	78.76

Weekly Pivots for week ending 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	100.53	96.84	84.97
R3	94.89	91.20	83.42
R2	89.25	89.25	82.90
R1	85.56	85.56	82.39	84.59
PP	83.61	83.61	83.61	83.12
S1	79.92	79.92	81.35	78.95
S2	77.97	77.97	80.84
S3	72.33	74.28	80.32
S4	66.69	68.64	78.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.83	78.99	4.84	6.1%	0.92	1.2%	8%	False	True	3,656
10	87.30	78.99	8.31	10.5%	1.11	1.4%	5%	False	True	3,649
20	87.30	77.51	9.79	12.3%	1.05	1.3%	19%	False	False	2,667
40	87.30	77.20	10.10	12.7%	1.06	1.3%	21%	False	False	2,746

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	0.24
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	84.82
2.618	83.01
1.618	81.90
1.000	81.21
0.618	80.79
HIGH	80.10
0.618	79.68
0.500	79.55
0.382	79.41
LOW	78.99
0.618	78.30
1.000	77.88
1.618	77.19
2.618	76.08
4.250	74.27

Fisher Pivots for day following 21-Jan-2010
Pivot	1 day	3 day
R1	79.55	80.50
PP	79.49	80.12
S1	79.43	79.75

Download as Excel Spreadsheet

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

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