NYMEX Light Sweet Crude Oil Future November 2010

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

Day Change Summary
	Previous	Current
	08-Apr-2010	09-Apr-2010	Change	Change %	Previous Week
Open	88.34	88.48	0.14	0.2%	88.53
High	88.51	89.31	0.80	0.9%	89.31
Low	87.73	87.77	0.04	0.0%	87.38
Close	88.34	88.48	0.14	0.2%	88.48
Range	0.78	1.54	0.76	97.4%	1.93
ATR	1.30	1.32	0.02	1.3%	0.00
Volume	9,286	7,971	-1,315	-14.2%	39,962

Daily Pivots for day following 09-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.14	92.35	89.33
R3	91.60	90.81	88.90
R2	90.06	90.06	88.76
R1	89.27	89.27	88.62	89.25
PP	88.52	88.52	88.52	88.51
S1	87.73	87.73	88.34	87.71
S2	86.98	86.98	88.20
S3	85.44	86.19	88.06
S4	83.90	84.65	87.63

Weekly Pivots for week ending 09-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	94.18	93.26	89.54
R3	92.25	91.33	89.01
R2	90.32	90.32	88.83
R1	89.40	89.40	88.66	88.90
PP	88.39	88.39	88.39	88.14
S1	87.47	87.47	88.30	86.97
S2	86.46	86.46	88.13
S3	84.53	85.54	87.95
S4	82.60	83.61	87.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.31	87.38	1.93	2.2%	0.96	1.1%	57%	True	False	7,992
10	89.31	81.95	7.36	8.3%	1.02	1.2%	89%	True	False	6,531
20	89.31	80.89	8.42	9.5%	1.12	1.3%	90%	True	False	5,117
40	89.31	76.87	12.44	14.1%	1.09	1.2%	93%	True	False	4,574

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	95.86
2.618	93.34
1.618	91.80
1.000	90.85
0.618	90.26
HIGH	89.31
0.618	88.72
0.500	88.54
0.382	88.36
LOW	87.77
0.618	86.82
1.000	86.23
1.618	85.28
2.618	83.74
4.250	81.23

Fisher Pivots for day following 09-Apr-2010
Pivot	1 day	3 day
R1	88.54	88.52
PP	88.52	88.51
S1	88.50	88.49

Download as Excel Spreadsheet

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

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