NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 16-Sep-2010

Day Change Summary
	Previous	Current
	15-Sep-2010	16-Sep-2010	Change	Change %	Previous Week
Open	79.58	79.34	-0.24	-0.3%	78.04
High	79.82	79.43	-0.39	-0.5%	79.74
Low	78.73	77.92	-0.81	-1.0%	76.67
Close	79.43	78.33	-1.10	-1.4%	79.00
Range	1.09	1.51	0.42	38.5%	3.07
ATR	1.75	1.74	-0.02	-1.0%	0.00
Volume	40,919	47,868	6,949	17.0%	129,768

Daily Pivots for day following 16-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.09	82.22	79.16
R3	81.58	80.71	78.75
R2	80.07	80.07	78.61
R1	79.20	79.20	78.47	78.88
PP	78.56	78.56	78.56	78.40
S1	77.69	77.69	78.19	77.37
S2	77.05	77.05	78.05
S3	75.54	76.18	77.91
S4	74.03	74.67	77.50

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.68	86.41	80.69
R3	84.61	83.34	79.84
R2	81.54	81.54	79.56
R1	80.27	80.27	79.28	80.91
PP	78.47	78.47	78.47	78.79
S1	77.20	77.20	78.72	77.84
S2	75.40	75.40	78.44
S3	72.33	74.13	78.16
S4	69.26	71.06	77.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.50	77.49	3.01	3.8%	1.40	1.8%	28%	False	False	46,902
10	80.50	76.67	3.83	4.9%	1.70	2.2%	43%	False	False	39,567
20	80.50	73.12	7.38	9.4%	1.79	2.3%	71%	False	False	31,392
40	84.73	73.12	11.61	14.8%	1.71	2.2%	45%	False	False	20,725
60	84.73	73.12	11.61	14.8%	1.72	2.2%	45%	False	False	15,501
80	84.73	72.06	12.67	16.2%	1.72	2.2%	49%	False	False	12,839
100	93.29	72.06	21.23	27.1%	1.77	2.3%	30%	False	False	11,360

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	0.46
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	85.85
2.618	83.38
1.618	81.87
1.000	80.94
0.618	80.36
HIGH	79.43
0.618	78.85
0.500	78.68
0.382	78.50
LOW	77.92
0.618	76.99
1.000	76.41
1.618	75.48
2.618	73.97
4.250	71.50

Fisher Pivots for day following 16-Sep-2010
Pivot	1 day	3 day
R1	78.68	79.21
PP	78.56	78.92
S1	78.45	78.62

Download as Excel Spreadsheet

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

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