NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 05-Oct-2010

Day Change Summary
	Previous	Current
	04-Oct-2010	05-Oct-2010	Change	Change %	Previous Week
Open	84.63	84.24	-0.39	-0.5%	80.28
High	84.86	85.60	0.74	0.9%	84.57
Low	83.91	84.10	0.19	0.2%	78.76
Close	84.06	85.55	1.49	1.8%	84.54
Range	0.95	1.50	0.55	57.9%	5.81
ATR	1.62	1.61	-0.01	-0.3%	0.00
Volume	23,081	26,706	3,625	15.7%	93,415

Daily Pivots for day following 05-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.58	89.07	86.38
R3	88.08	87.57	85.96
R2	86.58	86.58	85.83
R1	86.07	86.07	85.69	86.33
PP	85.08	85.08	85.08	85.21
S1	84.57	84.57	85.41	84.83
S2	83.58	83.58	85.28
S3	82.08	83.07	85.14
S4	80.58	81.57	84.73

Weekly Pivots for week ending 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	100.05	98.11	87.74
R3	94.24	92.30	86.14
R2	88.43	88.43	85.61
R1	86.49	86.49	85.07	87.46
PP	82.62	82.62	82.62	83.11
S1	80.68	80.68	84.01	81.65
S2	76.81	76.81	83.47
S3	71.00	74.87	82.94
S4	65.19	69.06	81.34

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.60	79.51	6.09	7.1%	1.62	1.9%	99%	True	False	21,623
10	85.60	78.05	7.55	8.8%	1.59	1.9%	99%	True	False	19,025
20	85.60	78.05	7.55	8.8%	1.55	1.8%	99%	True	False	17,649
40	85.60	74.29	11.31	13.2%	1.56	1.8%	100%	True	False	12,748
60	85.62	74.29	11.33	13.2%	1.50	1.8%	99%	False	False	9,673

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	0.23
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	91.98
2.618	89.53
1.618	88.03
1.000	87.10
0.618	86.53
HIGH	85.60
0.618	85.03
0.500	84.85
0.382	84.67
LOW	84.10
0.618	83.17
1.000	82.60
1.618	81.67
2.618	80.17
4.250	77.73

Fisher Pivots for day following 05-Oct-2010
Pivot	1 day	3 day
R1	85.32	85.15
PP	85.08	84.75
S1	84.85	84.35

Download as Excel Spreadsheet

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

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