NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 14-Oct-2010

Day Change Summary
	Previous	Current
	13-Oct-2010	14-Oct-2010	Change	Change %	Previous Week
Open	82.50	83.89	1.39	1.7%	82.60
High	84.14	84.80	0.66	0.8%	85.08
Low	82.42	82.89	0.47	0.6%	80.98
Close	83.74	83.36	-0.38	-0.5%	83.35
Range	1.72	1.91	0.19	11.0%	4.10
ATR	1.95	1.95	0.00	-0.2%	0.00
Volume	195,934	227,224	31,290	16.0%	1,063,404

Daily Pivots for day following 14-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.41	88.30	84.41
R3	87.50	86.39	83.89
R2	85.59	85.59	83.71
R1	84.48	84.48	83.54	84.08
PP	83.68	83.68	83.68	83.49
S1	82.57	82.57	83.18	82.17
S2	81.77	81.77	83.01
S3	79.86	80.66	82.83
S4	77.95	78.75	82.31

Weekly Pivots for week ending 08-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	95.44	93.49	85.61
R3	91.34	89.39	84.48
R2	87.24	87.24	84.10
R1	85.29	85.29	83.73	86.27
PP	83.14	83.14	83.14	83.62
S1	81.19	81.19	82.97	82.17
S2	79.04	79.04	82.60
S3	74.94	77.09	82.22
S4	70.84	72.99	81.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.80	80.98	3.82	4.6%	1.88	2.3%	62%	True	False	210,760
10	85.08	80.64	4.44	5.3%	1.97	2.4%	61%	False	False	205,589
20	85.08	75.10	9.98	12.0%	1.99	2.4%	83%	False	False	176,501
40	85.08	72.35	12.73	15.3%	1.94	2.3%	86%	False	False	143,304
60	85.08	72.35	12.73	15.3%	1.94	2.3%	86%	False	False	115,799
80	85.08	72.35	12.73	15.3%	2.01	2.4%	86%	False	False	96,363
100	85.08	71.50	13.58	16.3%	2.08	2.5%	87%	False	False	86,418
120	93.55	71.50	22.05	26.5%	2.17	2.6%	54%	False	False	82,019

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.53
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	92.92
2.618	89.80
1.618	87.89
1.000	86.71
0.618	85.98
HIGH	84.80
0.618	84.07
0.500	83.85
0.382	83.62
LOW	82.89
0.618	81.71
1.000	80.98
1.618	79.80
2.618	77.89
4.250	74.77

Fisher Pivots for day following 14-Oct-2010
Pivot	1 day	3 day
R1	83.85	83.32
PP	83.68	83.28
S1	83.52	83.24

Download as Excel Spreadsheet

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

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