NYMEX Light Sweet Crude Oil Future August 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	84.37	84.47	0.10	0.1%	82.05
High	84.75	84.61	-0.14	-0.2%	84.95
Low	84.37	83.68	-0.69	-0.8%	81.94
Close	84.78	84.39	-0.39	-0.5%	84.39
Range	0.38	0.93	0.55	144.7%	3.01
ATR	1.20	1.19	-0.01	-0.6%	0.00
Volume	1,602	880	-722	-45.1%	8,128

Daily Pivots for day following 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	87.02	86.63	84.90
R3	86.09	85.70	84.65
R2	85.16	85.16	84.56
R1	84.77	84.77	84.48	84.50
PP	84.23	84.23	84.23	84.09
S1	83.84	83.84	84.30	83.57
S2	83.30	83.30	84.22
S3	82.37	82.91	84.13
S4	81.44	81.98	83.88

Weekly Pivots for week ending 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	92.79	91.60	86.05
R3	89.78	88.59	85.22
R2	86.77	86.77	84.94
R1	85.58	85.58	84.67	86.18
PP	83.76	83.76	83.76	84.06
S1	82.57	82.57	84.11	83.17
S2	80.75	80.75	83.84
S3	77.74	79.56	83.56
S4	74.73	76.55	82.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.95	81.94	3.01	3.6%	1.02	1.2%	81%	False	False	1,625
10	84.95	77.44	7.51	8.9%	0.77	0.9%	93%	False	False	1,836
20	84.95	71.29	13.66	16.2%	0.78	0.9%	96%	False	False	1,556
40	84.95	70.69	14.26	16.9%	0.69	0.8%	96%	False	False	1,509

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	0.02
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	88.56
2.618	87.04
1.618	86.11
1.000	85.54
0.618	85.18
HIGH	84.61
0.618	84.25
0.500	84.15
0.382	84.04
LOW	83.68
0.618	83.11
1.000	82.75
1.618	82.18
2.618	81.25
4.250	79.73

Fisher Pivots for day following 23-Oct-2009
Pivot	1 day	3 day
R1	84.31	84.29
PP	84.23	84.19
S1	84.15	84.10

Download as Excel Spreadsheet

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

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