NYMEX Light Sweet Crude Oil Future December 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	83.74	79.93	-3.81	-4.5%	83.65
High	83.89	82.58	-1.31	-1.6%	84.80
Low	79.84	79.90	0.06	0.1%	81.41
Close	80.16	82.54	2.38	3.0%	81.93
Range	4.05	2.68	-1.37	-33.8%	3.39
ATR	2.21	2.24	0.03	1.5%	0.00
Volume	450,997	402,737	-48,260	-10.7%	1,011,788

Daily Pivots for day following 20-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.71	88.81	84.01
R3	87.03	86.13	83.28
R2	84.35	84.35	83.03
R1	83.45	83.45	82.79	83.90
PP	81.67	81.67	81.67	81.90
S1	80.77	80.77	82.29	81.22
S2	78.99	78.99	82.05
S3	76.31	78.09	81.80
S4	73.63	75.41	81.07

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.88	90.80	83.79
R3	89.49	87.41	82.86
R2	86.10	86.10	82.55
R1	84.02	84.02	82.24	83.37
PP	82.71	82.71	82.71	82.39
S1	80.63	80.63	81.62	79.98
S2	79.32	79.32	81.31
S3	75.93	77.24	81.00
S4	72.54	73.85	80.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.80	79.84	4.96	6.0%	2.83	3.4%	54%	False	False	304,744
10	85.08	79.84	5.24	6.3%	2.49	3.0%	52%	False	False	254,206
20	85.08	75.10	9.98	12.1%	2.19	2.7%	75%	False	False	216,623
40	85.08	72.35	12.73	15.4%	2.07	2.5%	80%	False	False	169,677
60	85.08	72.35	12.73	15.4%	2.01	2.4%	80%	False	False	134,427
80	85.08	72.35	12.73	15.4%	2.06	2.5%	80%	False	False	110,505
100	85.08	72.35	12.73	15.4%	2.08	2.5%	80%	False	False	97,366
120	93.55	71.50	22.05	26.7%	2.21	2.7%	50%	False	False	90,981

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	93.97
2.618	89.60
1.618	86.92
1.000	85.26
0.618	84.24
HIGH	82.58
0.618	81.56
0.500	81.24
0.382	80.92
LOW	79.90
0.618	78.24
1.000	77.22
1.618	75.56
2.618	72.88
4.250	68.51

Fisher Pivots for day following 20-Oct-2010
Pivot	1 day	3 day
R1	82.11	82.33
PP	81.67	82.11
S1	81.24	81.90

Download as Excel Spreadsheet

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

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