NYMEX Light Sweet Crude Oil Future October 2010

Trading Metrics calculated at close of trading on 22-Mar-2010

Day Change Summary
	Previous	Current
	19-Mar-2010	22-Mar-2010	Change	Change %	Previous Week
Open	82.61	83.25	0.64	0.8%	81.66
High	82.92	83.33	0.41	0.5%	84.60
Low	82.00	80.82	-1.18	-1.4%	81.33
Close	82.61	83.25	0.64	0.8%	82.61
Range	0.92	2.51	1.59	172.8%	3.27
ATR	1.59	1.66	0.07	4.1%	0.00
Volume	3,380	6,965	3,585	106.1%	23,761

Daily Pivots for day following 22-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.00	89.13	84.63
R3	87.49	86.62	83.94
R2	84.98	84.98	83.71
R1	84.11	84.11	83.48	84.51
PP	82.47	82.47	82.47	82.66
S1	81.60	81.60	83.02	82.00
S2	79.96	79.96	82.79
S3	77.45	79.09	82.56
S4	74.94	76.58	81.87

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.66	90.90	84.41
R3	89.39	87.63	83.51
R2	86.12	86.12	83.21
R1	84.36	84.36	82.91	85.24
PP	82.85	82.85	82.85	83.29
S1	81.09	81.09	82.31	81.97
S2	79.58	79.58	82.01
S3	76.31	77.82	81.71
S4	73.04	74.55	80.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.60	80.82	3.78	4.5%	1.13	1.4%	64%	False	True	5,216
10	85.00	80.82	4.18	5.0%	1.29	1.6%	58%	False	True	5,016
20	85.00	79.20	5.80	7.0%	1.40	1.7%	70%	False	False	4,718
40	85.00	73.17	11.83	14.2%	1.35	1.6%	85%	False	False	4,225

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	94.00
2.618	89.90
1.618	87.39
1.000	85.84
0.618	84.88
HIGH	83.33
0.618	82.37
0.500	82.08
0.382	81.78
LOW	80.82
0.618	79.27
1.000	78.31
1.618	76.76
2.618	74.25
4.250	70.15

Fisher Pivots for day following 22-Mar-2010
Pivot	1 day	3 day
R1	82.86	82.98
PP	82.47	82.72
S1	82.08	82.45

Download as Excel Spreadsheet

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

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