NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 20-Sep-2010

Day Change Summary
	Previous	Current
	17-Sep-2010	20-Sep-2010	Change	Change %	Previous Week
Open	79.74	80.68	0.94	1.2%	80.68
High	80.71	81.17	0.46	0.6%	81.74
Low	78.78	79.19	0.41	0.5%	78.78
Close	79.74	80.68	0.94	1.2%	79.74
Range	1.93	1.98	0.05	2.6%	2.96
ATR	1.60	1.62	0.03	1.7%	0.00
Volume	15,181	14,469	-712	-4.7%	99,075

Daily Pivots for day following 20-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.29	85.46	81.77
R3	84.31	83.48	81.22
R2	82.33	82.33	81.04
R1	81.50	81.50	80.86	81.67
PP	80.35	80.35	80.35	80.43
S1	79.52	79.52	80.50	79.69
S2	78.37	78.37	80.32
S3	76.39	77.54	80.14
S4	74.41	75.56	79.59

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.97	87.31	81.37
R3	86.01	84.35	80.55
R2	83.05	83.05	80.28
R1	81.39	81.39	80.01	80.74
PP	80.09	80.09	80.09	79.76
S1	78.43	78.43	79.47	77.78
S2	77.13	77.13	79.20
S3	74.17	75.47	78.93
S4	71.21	72.51	78.11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.74	78.78	2.96	3.7%	1.51	1.9%	64%	False	False	18,174
10	81.74	78.26	3.48	4.3%	1.55	1.9%	70%	False	False	15,877
20	81.74	74.29	7.45	9.2%	1.61	2.0%	86%	False	False	12,610
40	85.62	74.29	11.33	14.0%	1.49	1.8%	56%	False	False	8,772
60	85.62	74.29	11.33	14.0%	1.49	1.8%	56%	False	False	6,741

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	0.43
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	89.59
2.618	86.35
1.618	84.37
1.000	83.15
0.618	82.39
HIGH	81.17
0.618	80.41
0.500	80.18
0.382	79.95
LOW	79.19
0.618	77.97
1.000	77.21
1.618	75.99
2.618	74.01
4.250	70.78

Fisher Pivots for day following 20-Sep-2010
Pivot	1 day	3 day
R1	80.51	80.45
PP	80.35	80.21
S1	80.18	79.98

Download as Excel Spreadsheet

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

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