NYMEX Light Sweet Crude Oil Future September 2010

Trading Metrics calculated at close of trading on 29-Jan-2010

Day Change Summary
	Previous	Current
	28-Jan-2010	29-Jan-2010	Change	Change %	Previous Week
Open	76.89	76.05	-0.84	-1.1%	78.50
High	76.93	76.86	-0.07	-0.1%	78.44
Low	76.45	75.81	-0.64	-0.8%	75.81
Close	76.68	76.05	-0.63	-0.8%	76.05
Range	0.48	1.05	0.57	118.8%	2.63
ATR	1.37	1.35	-0.02	-1.7%	0.00
Volume	3,444	4,213	769	22.3%	23,348

Daily Pivots for day following 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	79.39	78.77	76.63
R3	78.34	77.72	76.34
R2	77.29	77.29	76.24
R1	76.67	76.67	76.15	76.58
PP	76.24	76.24	76.24	76.19
S1	75.62	75.62	75.95	75.53
S2	75.19	75.19	75.86
S3	74.14	74.57	75.76
S4	73.09	73.52	75.47

Weekly Pivots for week ending 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.66	82.98	77.50
R3	82.03	80.35	76.77
R2	79.40	79.40	76.53
R1	77.72	77.72	76.29	77.25
PP	76.77	76.77	76.77	76.53
S1	75.09	75.09	75.81	74.62
S2	74.14	74.14	75.57
S3	71.51	72.46	75.33
S4	68.88	69.83	74.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.44	75.81	2.63	3.5%	0.95	1.3%	9%	False	True	4,669
10	82.65	75.81	6.84	9.0%	1.05	1.4%	4%	False	True	4,089
20	87.30	75.81	11.49	15.1%	1.08	1.4%	2%	False	True	3,623
40	87.30	75.81	11.49	15.1%	1.03	1.3%	2%	False	True	3,091
60	87.30	75.81	11.49	15.1%	1.07	1.4%	2%	False	True	2,849

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	0.09
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.32
2.618	79.61
1.618	78.56
1.000	77.91
0.618	77.51
HIGH	76.86
0.618	76.46
0.500	76.34
0.382	76.21
LOW	75.81
0.618	75.16
1.000	74.76
1.618	74.11
2.618	73.06
4.250	71.35

Fisher Pivots for day following 29-Jan-2010
Pivot	1 day	3 day
R1	76.34	76.93
PP	76.24	76.63
S1	76.15	76.34

Download as Excel Spreadsheet

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

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