NYMEX Light Sweet Crude Oil Future October 2010

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

Day Change Summary
	Previous	Current
	17-Sep-2010	20-Sep-2010	Change	Change %	Previous Week
Open	74.47	73.59	-0.88	-1.2%	76.36
High	75.25	75.45	0.20	0.3%	78.04
Low	72.75	73.32	0.57	0.8%	72.75
Close	73.66	74.86	1.20	1.6%	73.66
Range	2.50	2.13	-0.37	-14.8%	5.29
ATR	2.12	2.12	0.00	0.0%	0.00
Volume	178,596	93,561	-85,035	-47.6%	1,455,457

Daily Pivots for day following 20-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	80.93	80.03	76.03
R3	78.80	77.90	75.45
R2	76.67	76.67	75.25
R1	75.77	75.77	75.06	76.22
PP	74.54	74.54	74.54	74.77
S1	73.64	73.64	74.66	74.09
S2	72.41	72.41	74.47
S3	70.28	71.51	74.27
S4	68.15	69.38	73.69

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.69	87.46	76.57
R3	85.40	82.17	75.11
R2	80.11	80.11	74.63
R1	76.88	76.88	74.14	75.85
PP	74.82	74.82	74.82	74.30
S1	71.59	71.59	73.18	70.56
S2	69.53	69.53	72.69
S3	64.24	66.30	72.21
S4	58.95	61.01	70.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.99	72.75	5.24	7.0%	2.06	2.7%	40%	False	False	246,936
10	78.04	72.63	5.41	7.2%	2.04	2.7%	41%	False	False	298,379
20	78.04	70.76	7.28	9.7%	2.15	2.9%	56%	False	False	320,935
40	83.40	70.76	12.64	16.9%	2.05	2.7%	32%	False	False	222,567
60	83.40	70.76	12.64	16.9%	2.12	2.8%	32%	False	False	161,220
80	83.40	70.76	12.64	16.9%	2.15	2.9%	32%	False	False	126,423
100	92.75	70.35	22.40	29.9%	2.23	3.0%	20%	False	False	104,868
120	92.75	70.35	22.40	29.9%	2.09	2.8%	20%	False	False	89,734

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.41
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	84.50
2.618	81.03
1.618	78.90
1.000	77.58
0.618	76.77
HIGH	75.45
0.618	74.64
0.500	74.39
0.382	74.13
LOW	73.32
0.618	72.00
1.000	71.19
1.618	69.87
2.618	67.74
4.250	64.27

Fisher Pivots for day following 20-Sep-2010
Pivot	1 day	3 day
R1	74.70	74.70
PP	74.54	74.53
S1	74.39	74.37

Download as Excel Spreadsheet

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

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