NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 24-Sep-2010

Day Change Summary
	Previous	Current
	23-Sep-2010	24-Sep-2010	Change	Change %	Previous Week
Open	77.45	77.37	-0.08	-0.1%	78.12
High	78.16	79.07	0.91	1.2%	79.62
Low	76.41	77.24	0.83	1.1%	76.41
Close	77.70	78.62	0.92	1.2%	78.62
Range	1.75	1.83	0.08	4.6%	3.21
ATR	1.79	1.79	0.00	0.2%	0.00
Volume	65,391	58,259	-7,132	-10.9%	264,303

Daily Pivots for day following 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.80	83.04	79.63
R3	81.97	81.21	79.12
R2	80.14	80.14	78.96
R1	79.38	79.38	78.79	79.76
PP	78.31	78.31	78.31	78.50
S1	77.55	77.55	78.45	77.93
S2	76.48	76.48	78.28
S3	74.65	75.72	78.12
S4	72.82	73.89	77.61

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.85	86.44	80.39
R3	84.64	83.23	79.50
R2	81.43	81.43	79.21
R1	80.02	80.02	78.91	80.73
PP	78.22	78.22	78.22	78.57
S1	76.81	76.81	78.33	77.52
S2	75.01	75.01	78.03
S3	71.80	73.60	77.74
S4	68.59	70.39	76.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.62	76.41	3.21	4.1%	1.87	2.4%	69%	False	False	52,860
10	80.50	76.41	4.09	5.2%	1.68	2.1%	54%	False	False	51,225
20	80.50	75.52	4.98	6.3%	1.86	2.4%	62%	False	False	41,910
40	84.73	73.12	11.61	14.8%	1.73	2.2%	47%	False	False	27,082
60	84.73	73.12	11.61	14.8%	1.75	2.2%	47%	False	False	20,218
80	84.73	73.12	11.61	14.8%	1.71	2.2%	47%	False	False	16,380
100	89.50	72.06	17.44	22.2%	1.81	2.3%	38%	False	False	14,210

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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 3 trading days

Fibonacci Retracements and Extensions
4.250	86.85
2.618	83.86
1.618	82.03
1.000	80.90
0.618	80.20
HIGH	79.07
0.618	78.37
0.500	78.16
0.382	77.94
LOW	77.24
0.618	76.11
1.000	75.41
1.618	74.28
2.618	72.45
4.250	69.46

Fisher Pivots for day following 24-Sep-2010
Pivot	1 day	3 day
R1	78.47	78.33
PP	78.31	78.03
S1	78.16	77.74

Download as Excel Spreadsheet

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

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