NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 12-Oct-2010

Day Change Summary
	Previous	Current
	11-Oct-2010	12-Oct-2010	Change	Change %	Previous Week
Open	85.46	84.47	-0.99	-1.2%	84.63
High	85.61	85.04	-0.57	-0.7%	86.75
Low	84.49	83.71	-0.78	-0.9%	82.89
Close	85.02	84.54	-0.48	-0.6%	85.08
Range	1.12	1.33	0.21	18.8%	3.86
ATR	1.74	1.71	-0.03	-1.7%	0.00
Volume	20,368	14,848	-5,520	-27.1%	130,870

Daily Pivots for day following 12-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.42	87.81	85.27
R3	87.09	86.48	84.91
R2	85.76	85.76	84.78
R1	85.15	85.15	84.66	85.46
PP	84.43	84.43	84.43	84.58
S1	83.82	83.82	84.42	84.13
S2	83.10	83.10	84.30
S3	81.77	82.49	84.17
S4	80.44	81.16	83.81

Weekly Pivots for week ending 08-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	96.49	94.64	87.20
R3	92.63	90.78	86.14
R2	88.77	88.77	85.79
R1	86.92	86.92	85.43	87.85
PP	84.91	84.91	84.91	85.37
S1	83.06	83.06	84.73	83.99
S2	81.05	81.05	84.37
S3	77.19	79.20	84.02
S4	73.33	75.34	82.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.75	82.89	3.86	4.6%	1.96	2.3%	43%	False	False	23,259
10	86.75	79.51	7.24	8.6%	1.79	2.1%	69%	False	False	22,441
20	86.75	78.05	8.70	10.3%	1.70	2.0%	75%	False	False	19,424
40	86.75	74.29	12.46	14.7%	1.63	1.9%	82%	False	False	14,876
60	86.75	74.29	12.46	14.7%	1.55	1.8%	82%	False	False	11,391
80	86.75	74.29	12.46	14.7%	1.53	1.8%	82%	False	False	9,163

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	0.48
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	90.69
2.618	88.52
1.618	87.19
1.000	86.37
0.618	85.86
HIGH	85.04
0.618	84.53
0.500	84.38
0.382	84.22
LOW	83.71
0.618	82.89
1.000	82.38
1.618	81.56
2.618	80.23
4.250	78.06

Fisher Pivots for day following 12-Oct-2010
Pivot	1 day	3 day
R1	84.49	84.44
PP	84.43	84.35
S1	84.38	84.25

Download as Excel Spreadsheet

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

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