NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 27-Oct-2010

Day Change Summary
	Previous	Current
	26-Oct-2010	27-Oct-2010	Change	Change %	Previous Week
Open	82.47	82.48	0.01	0.0%	82.20
High	82.88	82.69	-0.19	-0.2%	83.95
Low	81.81	80.52	-1.29	-1.6%	79.84
Close	82.55	81.94	-0.61	-0.7%	81.69
Range	1.07	2.17	1.10	102.8%	4.11
ATR	2.11	2.12	0.00	0.2%	0.00
Volume	233,916	340,559	106,643	45.6%	1,653,049

Daily Pivots for day following 27-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.23	87.25	83.13
R3	86.06	85.08	82.54
R2	83.89	83.89	82.34
R1	82.91	82.91	82.14	82.32
PP	81.72	81.72	81.72	81.42
S1	80.74	80.74	81.74	80.15
S2	79.55	79.55	81.54
S3	77.38	78.57	81.34
S4	75.21	76.40	80.75

Weekly Pivots for week ending 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	94.16	92.03	83.95
R3	90.05	87.92	82.82
R2	85.94	85.94	82.44
R1	83.81	83.81	82.07	82.82
PP	81.83	81.83	81.83	81.33
S1	79.70	79.70	81.31	78.71
S2	77.72	77.72	80.94
S3	73.61	75.59	80.56
S4	69.50	71.48	79.43

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.28	80.09	3.19	3.9%	1.87	2.3%	58%	False	False	291,267
10	84.80	79.84	4.96	6.1%	2.35	2.9%	42%	False	False	298,006
20	85.08	78.84	6.24	7.6%	2.18	2.7%	50%	False	False	249,410
40	85.08	74.82	10.26	12.5%	2.04	2.5%	69%	False	False	193,140
60	85.08	72.35	12.73	15.5%	1.98	2.4%	75%	False	False	154,054
80	85.08	72.35	12.73	15.5%	2.01	2.4%	75%	False	False	126,078
100	85.08	72.35	12.73	15.5%	2.03	2.5%	75%	False	False	109,248
120	86.52	71.50	15.02	18.3%	2.14	2.6%	70%	False	False	100,467

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	0.44
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	91.91
2.618	88.37
1.618	86.20
1.000	84.86
0.618	84.03
HIGH	82.69
0.618	81.86
0.500	81.61
0.382	81.35
LOW	80.52
0.618	79.18
1.000	78.35
1.618	77.01
2.618	74.84
4.250	71.30

Fisher Pivots for day following 27-Oct-2010
Pivot	1 day	3 day
R1	81.83	81.93
PP	81.72	81.91
S1	81.61	81.90

Download as Excel Spreadsheet

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

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