NYMEX Light Sweet Crude Oil Future October 2010

Trading Metrics calculated at close of trading on 27-Jan-2010

Day Change Summary
	Previous	Current
	26-Jan-2010	27-Jan-2010	Change	Change %	Previous Week
Open	78.35	77.36	-0.99	-1.3%	83.06
High	78.32	78.50	0.18	0.2%	83.02
Low	78.20	76.48	-1.72	-2.2%	77.80
Close	78.35	77.36	-0.99	-1.3%	78.19
Range	0.12	2.02	1.90	1,583.3%	5.22
ATR	1.38	1.42	0.05	3.3%	0.00
Volume	2,139	2,408	269	12.6%	8,261

Daily Pivots for day following 27-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.51	82.45	78.47
R3	81.49	80.43	77.92
R2	79.47	79.47	77.73
R1	78.41	78.41	77.55	78.37
PP	77.45	77.45	77.45	77.43
S1	76.39	76.39	77.17	76.35
S2	75.43	75.43	76.99
S3	73.41	74.37	76.80
S4	71.39	72.35	76.25

Weekly Pivots for week ending 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	95.33	91.98	81.06
R3	90.11	86.76	79.63
R2	84.89	84.89	79.15
R1	81.54	81.54	78.67	80.61
PP	79.67	79.67	79.67	79.20
S1	76.32	76.32	77.71	75.39
S2	74.45	74.45	77.23
S3	69.23	71.10	76.75
S4	64.01	65.88	75.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.89	76.48	5.41	7.0%	1.26	1.6%	16%	False	True	2,767
10	84.62	76.48	8.14	10.5%	1.20	1.5%	11%	False	True	2,474

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.30
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	87.09
2.618	83.79
1.618	81.77
1.000	80.52
0.618	79.75
HIGH	78.50
0.618	77.73
0.500	77.49
0.382	77.25
LOW	76.48
0.618	75.23
1.000	74.46
1.618	73.21
2.618	71.19
4.250	67.90

Fisher Pivots for day following 27-Jan-2010
Pivot	1 day	3 day
R1	77.49	77.77
PP	77.45	77.63
S1	77.40	77.50

Download as Excel Spreadsheet

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

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