NYMEX Light Sweet Crude Oil Future November 2010

Trading Metrics calculated at close of trading on 13-Oct-2010

Day Change Summary
	Previous	Current
	12-Oct-2010	13-Oct-2010	Change	Change %	Previous Week
Open	81.94	81.72	-0.22	-0.3%	81.68
High	82.33	83.45	1.12	1.4%	84.43
Low	80.88	81.68	0.80	1.0%	80.30
Close	81.67	83.01	1.34	1.6%	82.66
Range	1.45	1.77	0.32	22.1%	4.13
ATR	2.05	2.03	-0.02	-0.9%	0.00
Volume	296,430	278,534	-17,896	-6.0%	1,731,867

Daily Pivots for day following 13-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.02	87.29	83.98
R3	86.25	85.52	83.50
R2	84.48	84.48	83.33
R1	83.75	83.75	83.17	84.12
PP	82.71	82.71	82.71	82.90
S1	81.98	81.98	82.85	82.35
S2	80.94	80.94	82.69
S3	79.17	80.21	82.52
S4	77.40	78.44	82.04

Weekly Pivots for week ending 08-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	94.85	92.89	84.93
R3	90.72	88.76	83.80
R2	86.59	86.59	83.42
R1	84.63	84.63	83.04	85.61
PP	82.46	82.46	82.46	82.96
S1	80.50	80.50	82.28	81.48
S2	78.33	78.33	81.90
S3	74.20	76.37	81.52
S4	70.07	72.24	80.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.43	80.30	4.13	5.0%	2.23	2.7%	66%	False	False	313,358
10	84.43	77.55	6.88	8.3%	2.11	2.5%	79%	False	False	323,776
20	84.43	73.58	10.85	13.1%	2.07	2.5%	87%	False	False	304,779
40	84.43	71.49	12.94	15.6%	2.01	2.4%	89%	False	False	227,290
60	84.43	71.49	12.94	15.6%	1.99	2.4%	89%	False	False	164,928
80	84.43	71.49	12.94	15.6%	2.01	2.4%	89%	False	False	127,118
100	84.43	70.96	13.47	16.2%	2.04	2.5%	89%	False	False	104,208
120	93.14	70.96	22.18	26.7%	2.07	2.5%	54%	False	False	89,068

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	0.50
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	90.97
2.618	88.08
1.618	86.31
1.000	85.22
0.618	84.54
HIGH	83.45
0.618	82.77
0.500	82.57
0.382	82.36
LOW	81.68
0.618	80.59
1.000	79.91
1.618	78.82
2.618	77.05
4.250	74.16

Fisher Pivots for day following 13-Oct-2010
Pivot	1 day	3 day
R1	82.86	82.74
PP	82.71	82.46
S1	82.57	82.19

Download as Excel Spreadsheet

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

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