NYMEX Light Sweet Crude Oil Future February 2011

Trading Metrics calculated at close of trading on 17-Sep-2010

Day Change Summary
	Previous	Current
	16-Sep-2010	17-Sep-2010	Change	Change %	Previous Week
Open	79.18	79.02	-0.16	-0.2%	79.75
High	80.23	80.20	-0.03	0.0%	81.14
Low	78.77	78.08	-0.69	-0.9%	78.08
Close	79.18	79.02	-0.16	-0.2%	79.02
Range	1.46	2.12	0.66	45.2%	3.06
ATR	1.56	1.60	0.04	2.6%	0.00
Volume	18,381	16,036	-2,345	-12.8%	101,739

Daily Pivots for day following 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.46	84.36	80.19
R3	83.34	82.24	79.60
R2	81.22	81.22	79.41
R1	80.12	80.12	79.21	80.08
PP	79.10	79.10	79.10	79.08
S1	78.00	78.00	78.83	77.96
S2	76.98	76.98	78.63
S3	74.86	75.88	78.44
S4	72.74	73.76	77.85

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.59	86.87	80.70
R3	85.53	83.81	79.86
R2	82.47	82.47	79.58
R1	80.75	80.75	79.30	80.08
PP	79.41	79.41	79.41	79.08
S1	77.69	77.69	78.74	77.02
S2	76.35	76.35	78.46
S3	73.29	74.63	78.18
S4	70.23	71.57	77.34

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.14	78.08	3.06	3.9%	1.41	1.8%	31%	False	True	20,347
10	81.14	77.61	3.53	4.5%	1.56	2.0%	40%	False	False	16,262
20	81.14	73.76	7.38	9.3%	1.59	2.0%	71%	False	False	13,448
40	85.34	73.76	11.58	14.7%	1.49	1.9%	45%	False	False	9,489
60	85.34	73.76	11.58	14.7%	1.37	1.7%	45%	False	False	7,167
80	85.34	73.76	11.58	14.7%	1.30	1.7%	45%	False	False	6,056

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.41
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	89.21
2.618	85.75
1.618	83.63
1.000	82.32
0.618	81.51
HIGH	80.20
0.618	79.39
0.500	79.14
0.382	78.89
LOW	78.08
0.618	76.77
1.000	75.96
1.618	74.65
2.618	72.53
4.250	69.07

Fisher Pivots for day following 17-Sep-2010
Pivot	1 day	3 day
R1	79.14	79.37
PP	79.10	79.25
S1	79.06	79.14

Download as Excel Spreadsheet

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

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