NYMEX Light Sweet Crude Oil Future October 2010

Trading Metrics calculated at close of trading on 15-Jun-2010

Day Change Summary
	Previous	Current
	14-Jun-2010	15-Jun-2010	Change	Change %	Previous Week
Open	77.93	77.62	-0.31	-0.4%	74.78
High	79.03	79.51	0.48	0.6%	78.85
Low	77.09	77.31	0.22	0.3%	73.05
Close	77.93	79.42	1.49	1.9%	77.36
Range	1.94	2.20	0.26	13.4%	5.80
ATR	2.42	2.41	-0.02	-0.7%	0.00
Volume	23,625	17,115	-6,510	-27.6%	117,081

Daily Pivots for day following 15-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.35	84.58	80.63
R3	83.15	82.38	80.03
R2	80.95	80.95	79.82
R1	80.18	80.18	79.62	80.57
PP	78.75	78.75	78.75	78.94
S1	77.98	77.98	79.22	78.37
S2	76.55	76.55	79.02
S3	74.35	75.78	78.82
S4	72.15	73.58	78.21

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.82	91.39	80.55
R3	88.02	85.59	78.96
R2	82.22	82.22	78.42
R1	79.79	79.79	77.89	81.01
PP	76.42	76.42	76.42	77.03
S1	73.99	73.99	76.83	75.21
S2	70.62	70.62	76.30
S3	64.82	68.19	75.77
S4	59.02	62.39	74.17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.51	74.76	4.75	6.0%	2.14	2.7%	98%	True	False	22,989
10	79.51	73.05	6.46	8.1%	2.31	2.9%	99%	True	False	22,390
20	79.51	70.35	9.16	11.5%	2.47	3.1%	99%	True	False	20,276
40	92.75	70.35	22.40	28.2%	2.36	3.0%	40%	False	False	18,610
60	92.75	70.35	22.40	28.2%	2.01	2.5%	40%	False	False	16,065
80	92.75	70.35	22.40	28.2%	1.83	2.3%	40%	False	False	13,218
100	92.75	70.35	22.40	28.2%	1.73	2.2%	40%	False	False	11,302

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.45
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	88.86
2.618	85.27
1.618	83.07
1.000	81.71
0.618	80.87
HIGH	79.51
0.618	78.67
0.500	78.41
0.382	78.15
LOW	77.31
0.618	75.95
1.000	75.11
1.618	73.75
2.618	71.55
4.250	67.96

Fisher Pivots for day following 15-Jun-2010
Pivot	1 day	3 day
R1	79.08	78.98
PP	78.75	78.54
S1	78.41	78.11

Download as Excel Spreadsheet

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

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