NYMEX Light Sweet Crude Oil Future November 2010

Trading Metrics calculated at close of trading on 12-Apr-2010

Day Change Summary
	Previous	Current
	09-Apr-2010	12-Apr-2010	Change	Change %	Previous Week
Open	88.48	88.63	0.15	0.2%	88.53
High	89.31	89.20	-0.11	-0.1%	89.31
Low	87.77	88.21	0.44	0.5%	87.38
Close	88.48	88.63	0.15	0.2%	88.48
Range	1.54	0.99	-0.55	-35.7%	1.93
ATR	1.32	1.29	-0.02	-1.8%	0.00
Volume	7,971	13,418	5,447	68.3%	39,962

Daily Pivots for day following 12-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	91.65	91.13	89.17
R3	90.66	90.14	88.90
R2	89.67	89.67	88.81
R1	89.15	89.15	88.72	89.13
PP	88.68	88.68	88.68	88.67
S1	88.16	88.16	88.54	88.14
S2	87.69	87.69	88.45
S3	86.70	87.17	88.36
S4	85.71	86.18	88.09

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	87.73	1.58	1.8%	0.91	1.0%	57%	False	False	8,791
10	89.31	82.39	6.92	7.8%	1.02	1.1%	90%	False	False	7,394
20	89.31	80.89	8.42	9.5%	1.10	1.2%	92%	False	False	5,595
40	89.31	77.82	11.49	13.0%	1.07	1.2%	94%	False	False	4,811

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	93.41
2.618	91.79
1.618	90.80
1.000	90.19
0.618	89.81
HIGH	89.20
0.618	88.82
0.500	88.71
0.382	88.59
LOW	88.21
0.618	87.60
1.000	87.22
1.618	86.61
2.618	85.62
4.250	84.00

Fisher Pivots for day following 12-Apr-2010
Pivot	1 day	3 day
R1	88.71	88.59
PP	88.68	88.56
S1	88.66	88.52

Download as Excel Spreadsheet

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

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