NYMEX Light Sweet Crude Oil Future October 2010

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

Day Change Summary
	Previous	Current
	19-May-2010	20-May-2010	Change	Change %	Previous Week
Open	75.41	73.48	-1.93	-2.6%	82.96
High	76.06	75.79	-0.27	-0.4%	85.35
Low	74.19	71.99	-2.20	-3.0%	79.54
Close	75.39	73.48	-1.91	-2.5%	79.80
Range	1.87	3.80	1.93	103.2%	5.81
ATR	2.32	2.42	0.11	4.6%	0.00
Volume	14,111	19,369	5,258	37.3%	91,560

Daily Pivots for day following 20-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.15	83.12	75.57
R3	81.35	79.32	74.53
R2	77.55	77.55	74.18
R1	75.52	75.52	73.83	75.38
PP	73.75	73.75	73.75	73.69
S1	71.72	71.72	73.13	71.58
S2	69.95	69.95	72.78
S3	66.15	67.92	72.44
S4	62.35	64.12	71.39

Weekly Pivots for week ending 14-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	98.99	95.21	83.00
R3	93.18	89.40	81.40
R2	87.37	87.37	80.87
R1	83.59	83.59	80.33	82.58
PP	81.56	81.56	81.56	81.06
S1	77.78	77.78	79.27	76.77
S2	75.75	75.75	78.73
S3	69.94	71.97	78.20
S4	64.13	66.16	76.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.31	71.99	11.32	15.4%	3.08	4.2%	13%	False	True	19,311
10	85.35	71.99	13.36	18.2%	2.61	3.5%	11%	False	True	19,203
20	92.75	71.99	20.76	28.3%	2.45	3.3%	7%	False	True	17,820
40	92.75	71.99	20.76	28.3%	1.88	2.6%	7%	False	True	15,014
60	92.75	71.99	20.76	28.3%	1.69	2.3%	7%	False	True	11,543
80	92.75	71.99	20.76	28.3%	1.61	2.2%	7%	False	True	9,626

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.57
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	91.94
2.618	85.74
1.618	81.94
1.000	79.59
0.618	78.14
HIGH	75.79
0.618	74.34
0.500	73.89
0.382	73.44
LOW	71.99
0.618	69.64
1.000	68.19
1.618	65.84
2.618	62.04
4.250	55.84

Fisher Pivots for day following 20-May-2010
Pivot	1 day	3 day
R1	73.89	75.19
PP	73.75	74.62
S1	73.62	74.05

Download as Excel Spreadsheet

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

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