NYMEX Light Sweet Crude Oil Future February 2011

Trading Metrics calculated at close of trading on 07-Oct-2010

Day Change Summary
	Previous	Current
	06-Oct-2010	07-Oct-2010	Change	Change %	Previous Week
Open	85.01	85.39	0.38	0.4%	79.62
High	86.18	86.30	0.12	0.1%	83.99
Low	84.48	83.15	-1.33	-1.6%	78.14
Close	85.38	83.77	-1.61	-1.9%	83.95
Range	1.70	3.15	1.45	85.3%	5.85
ATR	1.68	1.79	0.10	6.2%	0.00
Volume	43,115	29,895	-13,220	-30.7%	129,263

Daily Pivots for day following 07-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.86	91.96	85.50
R3	90.71	88.81	84.64
R2	87.56	87.56	84.35
R1	85.66	85.66	84.06	85.04
PP	84.41	84.41	84.41	84.09
S1	82.51	82.51	83.48	81.89
S2	81.26	81.26	83.19
S3	78.11	79.36	82.90
S4	74.96	76.21	82.04

Weekly Pivots for week ending 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	99.58	97.61	87.17
R3	93.73	91.76	85.56
R2	87.88	87.88	85.02
R1	85.91	85.91	84.49	86.90
PP	82.03	82.03	82.03	82.52
S1	80.06	80.06	83.41	81.05
S2	76.18	76.18	82.88
S3	70.33	74.21	82.34
S4	64.48	68.36	80.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.30	82.43	3.87	4.6%	1.92	2.3%	35%	True	False	30,955
10	86.30	78.11	8.19	9.8%	1.89	2.3%	69%	True	False	28,225
20	86.30	77.34	8.96	10.7%	1.70	2.0%	72%	True	False	23,667
40	86.30	73.76	12.54	15.0%	1.67	2.0%	80%	True	False	16,694
60	86.30	73.76	12.54	15.0%	1.55	1.9%	80%	True	False	12,666
80	86.30	73.76	12.54	15.0%	1.42	1.7%	80%	True	False	10,040

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Widest range in 100 trading days

Fibonacci Retracements and Extensions
4.250	99.69
2.618	94.55
1.618	91.40
1.000	89.45
0.618	88.25
HIGH	86.30
0.618	85.10
0.500	84.73
0.382	84.35
LOW	83.15
0.618	81.20
1.000	80.00
1.618	78.05
2.618	74.90
4.250	69.76

Fisher Pivots for day following 07-Oct-2010
Pivot	1 day	3 day
R1	84.73	84.71
PP	84.41	84.39
S1	84.09	84.08

Download as Excel Spreadsheet

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

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