NYMEX Light Sweet Crude Oil Future October 2010

Trading Metrics calculated at close of trading on 07-Apr-2010

Day Change Summary
	Previous	Current
	06-Apr-2010	07-Apr-2010	Change	Change %	Previous Week
Open	88.68	88.81	0.13	0.1%	82.24
High	88.89	89.07	0.18	0.2%	86.67
Low	88.14	88.10	-0.04	0.0%	82.24
Close	88.86	88.36	-0.50	-0.6%	86.52
Range	0.75	0.97	0.22	29.3%	4.43
ATR	1.52	1.48	-0.04	-2.6%	0.00
Volume	8,081	10,896	2,815	34.8%	24,325

Daily Pivots for day following 07-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	91.42	90.86	88.89
R3	90.45	89.89	88.63
R2	89.48	89.48	88.54
R1	88.92	88.92	88.45	88.72
PP	88.51	88.51	88.51	88.41
S1	87.95	87.95	88.27	87.75
S2	87.54	87.54	88.18
S3	86.57	86.98	88.09
S4	85.60	86.01	87.83

Weekly Pivots for week ending 02-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	98.43	96.91	88.96
R3	94.00	92.48	87.74
R2	89.57	89.57	87.33
R1	88.05	88.05	86.93	88.81
PP	85.14	85.14	85.14	85.53
S1	83.62	83.62	86.11	84.38
S2	80.71	80.71	85.71
S3	76.28	79.19	85.30
S4	71.85	74.76	84.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.07	84.00	5.07	5.7%	1.34	1.5%	86%	True	False	8,602
10	89.07	81.52	7.55	8.5%	1.16	1.3%	91%	True	False	6,616
20	89.07	80.82	8.25	9.3%	1.23	1.4%	91%	True	False	5,725
40	89.07	75.97	13.10	14.8%	1.38	1.6%	95%	True	False	4,878
60	89.07	73.17	15.90	18.0%	1.29	1.5%	96%	True	False	4,333

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	93.19
2.618	91.61
1.618	90.64
1.000	90.04
0.618	89.67
HIGH	89.07
0.618	88.70
0.500	88.59
0.382	88.47
LOW	88.10
0.618	87.50
1.000	87.13
1.618	86.53
2.618	85.56
4.250	83.98

Fisher Pivots for day following 07-Apr-2010
Pivot	1 day	3 day
R1	88.59	88.20
PP	88.51	88.05
S1	88.44	87.89

Download as Excel Spreadsheet

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

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