NYMEX Light Sweet Crude Oil Future October 2010

Trading Metrics calculated at close of trading on 09-Sep-2010

Day Change Summary
	Previous	Current
	08-Sep-2010	09-Sep-2010	Change	Change %	Previous Week
Open	73.91	74.92	1.01	1.4%	75.50
High	75.39	75.96	0.57	0.8%	75.58
Low	73.37	73.88	0.51	0.7%	71.53
Close	74.67	74.15	-0.52	-0.7%	74.60
Range	2.02	2.08	0.06	3.0%	4.05
ATR	2.13	2.12	0.00	-0.2%	0.00
Volume	326,803	334,015	7,212	2.2%	1,740,142

Daily Pivots for day following 09-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	80.90	79.61	75.29
R3	78.82	77.53	74.72
R2	76.74	76.74	74.53
R1	75.45	75.45	74.34	75.06
PP	74.66	74.66	74.66	74.47
S1	73.37	73.37	73.96	72.98
S2	72.58	72.58	73.77
S3	70.50	71.29	73.58
S4	68.42	69.21	73.01

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.05	84.38	76.83
R3	82.00	80.33	75.71
R2	77.95	77.95	75.34
R1	76.28	76.28	74.97	75.09
PP	73.90	73.90	73.90	73.31
S1	72.23	72.23	74.23	71.04
S2	69.85	69.85	73.86
S3	65.80	68.18	73.49
S4	61.75	64.13	72.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.96	72.63	3.33	4.5%	2.07	2.8%	46%	True	False	344,129
10	75.96	71.53	4.43	6.0%	2.29	3.1%	59%	True	False	358,469
20	78.43	70.76	7.67	10.3%	2.06	2.8%	44%	False	False	292,141
40	83.40	70.76	12.64	17.0%	2.06	2.8%	27%	False	False	183,198
60	83.40	70.76	12.64	17.0%	2.08	2.8%	27%	False	False	131,553
80	83.40	70.35	13.05	17.6%	2.18	2.9%	29%	False	False	103,733
100	92.75	70.35	22.40	30.2%	2.19	3.0%	17%	False	False	86,376
120	92.75	70.35	22.40	30.2%	2.04	2.8%	17%	False	False	73,809

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	0.54
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	84.80
2.618	81.41
1.618	79.33
1.000	78.04
0.618	77.25
HIGH	75.96
0.618	75.17
0.500	74.92
0.382	74.67
LOW	73.88
0.618	72.59
1.000	71.80
1.618	70.51
2.618	68.43
4.250	65.04

Fisher Pivots for day following 09-Sep-2010
Pivot	1 day	3 day
R1	74.92	74.30
PP	74.66	74.25
S1	74.41	74.20

Download as Excel Spreadsheet

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

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