NYMEX Light Sweet Crude Oil Future August 2010

Trading Metrics calculated at close of trading on 20-Oct-2009

Day Change Summary
	Previous	Current
	19-Oct-2009	20-Oct-2009	Change	Change %	Previous Week
Open	82.05	83.18	1.13	1.4%	77.83
High	82.81	83.18	0.37	0.4%	82.25
Low	81.95	81.94	-0.01	0.0%	77.44
Close	83.05	82.53	-0.52	-0.6%	82.22
Range	0.86	1.24	0.38	44.2%	4.81
ATR	1.16	1.17	0.01	0.5%	0.00
Volume	1,555	1,834	279	17.9%	10,235

Daily Pivots for day following 20-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.27	85.64	83.21
R3	85.03	84.40	82.87
R2	83.79	83.79	82.76
R1	83.16	83.16	82.64	82.86
PP	82.55	82.55	82.55	82.40
S1	81.92	81.92	82.42	81.62
S2	81.31	81.31	82.30
S3	80.07	80.68	82.19
S4	78.83	79.44	81.85

Weekly Pivots for week ending 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	95.07	93.45	84.87
R3	90.26	88.64	83.54
R2	85.45	85.45	83.10
R1	83.83	83.83	82.66	84.64
PP	80.64	80.64	80.64	81.04
S1	79.02	79.02	81.78	79.83
S2	75.83	75.83	81.34
S3	71.02	74.21	80.90
S4	66.21	69.40	79.57

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.18	79.05	4.13	5.0%	0.87	1.0%	84%	True	False	2,092
10	83.18	73.35	9.83	11.9%	0.78	0.9%	93%	True	False	1,851
20	83.18	70.69	12.49	15.1%	0.78	0.9%	95%	True	False	1,697

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	0.01
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	88.45
2.618	86.43
1.618	85.19
1.000	84.42
0.618	83.95
HIGH	83.18
0.618	82.71
0.500	82.56
0.382	82.41
LOW	81.94
0.618	81.17
1.000	80.70
1.618	79.93
2.618	78.69
4.250	76.67

Fisher Pivots for day following 20-Oct-2009
Pivot	1 day	3 day
R1	82.56	82.45
PP	82.55	82.37
S1	82.54	82.29

Download as Excel Spreadsheet

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

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