NYMEX Light Sweet Crude Oil Future October 2010

Trading Metrics calculated at close of trading on 20-Jan-2010

Day Change Summary
	Previous	Current
	19-Jan-2010	20-Jan-2010	Change	Change %	Previous Week
Open	83.06	81.65	-1.41	-1.7%	86.56
High	83.02	81.59	-1.43	-1.7%	87.10
Low	81.06	81.25	0.19	0.2%	82.41
Close	83.06	81.65	-1.41	-1.7%	82.38
Range	1.96	0.34	-1.62	-82.7%	4.69
ATR
Volume	1,039	2,185	1,146	110.3%	12,066

Daily Pivots for day following 20-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.52	82.42	81.84
R3	82.18	82.08	81.74
R2	81.84	81.84	81.71
R1	81.74	81.74	81.68	81.82
PP	81.50	81.50	81.50	81.54
S1	81.40	81.40	81.62	81.48
S2	81.16	81.16	81.59
S3	80.82	81.06	81.56
S4	80.48	80.72	81.46

Weekly Pivots for week ending 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	98.03	94.90	84.96
R3	93.34	90.21	83.67
R2	88.65	88.65	83.24
R1	85.52	85.52	82.81	84.74
PP	83.96	83.96	83.96	83.58
S1	80.83	80.83	81.95	80.05
S2	79.27	79.27	81.52
S3	74.58	76.14	81.09
S4	69.89	71.45	79.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.62	81.06	3.56	4.4%	1.13	1.4%	17%	False	False	2,181
10	87.29	81.06	6.23	7.6%	1.16	1.4%	9%	False	False	2,348

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	83.04
2.618	82.48
1.618	82.14
1.000	81.93
0.618	81.80
HIGH	81.59
0.618	81.46
0.500	81.42
0.382	81.38
LOW	81.25
0.618	81.04
1.000	80.91
1.618	80.70
2.618	80.36
4.250	79.81

Fisher Pivots for day following 20-Jan-2010
Pivot	1 day	3 day
R1	81.57	82.06
PP	81.50	81.92
S1	81.42	81.79

Download as Excel Spreadsheet

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

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