NYMEX Light Sweet Crude Oil Future November 2010

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

Day Change Summary
	Previous	Current
	19-Oct-2010	20-Oct-2010	Change	Change %	Previous Week
Open	82.95	79.48	-3.47	-4.2%	82.95
High	83.20	82.03	-1.17	-1.4%	84.12
Low	79.25	79.35	0.10	0.1%	80.75
Close	79.49	81.77	2.28	2.9%	81.25
Range	3.95	2.68	-1.27	-32.2%	3.37
ATR	2.26	2.29	0.03	1.3%	0.00
Volume	124,018	30,183	-93,835	-75.7%	1,395,748

Daily Pivots for day following 20-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.09	88.11	83.24
R3	86.41	85.43	82.51
R2	83.73	83.73	82.26
R1	82.75	82.75	82.02	83.24
PP	81.05	81.05	81.05	81.30
S1	80.07	80.07	81.52	80.56
S2	78.37	78.37	81.28
S3	75.69	77.39	81.03
S4	73.01	74.71	80.30

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.15	90.07	83.10
R3	88.78	86.70	82.18
R2	85.41	85.41	81.87
R1	83.33	83.33	81.56	82.69
PP	82.04	82.04	82.04	81.72
S1	79.96	79.96	80.94	79.32
S2	78.67	78.67	80.63
S3	75.30	76.59	80.32
S4	71.93	73.22	79.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.12	79.25	4.87	6.0%	2.81	3.4%	52%	False	False	196,690
10	84.43	79.25	5.18	6.3%	2.52	3.1%	49%	False	False	255,024
20	84.43	73.58	10.85	13.3%	2.25	2.7%	75%	False	False	286,617
40	84.43	71.49	12.94	15.8%	2.14	2.6%	79%	False	False	242,403
60	84.43	71.49	12.94	15.8%	2.05	2.5%	79%	False	False	179,546
80	84.43	71.49	12.94	15.8%	2.08	2.5%	79%	False	False	138,617
100	84.43	71.49	12.94	15.8%	2.06	2.5%	79%	False	False	113,428
120	93.14	70.96	22.18	27.1%	2.14	2.6%	49%	False	False	96,806

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.61
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	93.42
2.618	89.05
1.618	86.37
1.000	84.71
0.618	83.69
HIGH	82.03
0.618	81.01
0.500	80.69
0.382	80.37
LOW	79.35
0.618	77.69
1.000	76.67
1.618	75.01
2.618	72.33
4.250	67.96

Fisher Pivots for day following 20-Oct-2010
Pivot	1 day	3 day
R1	81.41	81.60
PP	81.05	81.43
S1	80.69	81.27

Download as Excel Spreadsheet

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

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