NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 15-Oct-2010

Day Change Summary
	Previous	Current
	14-Oct-2010	15-Oct-2010	Change	Change %	Previous Week
Open	85.76	85.04	-0.72	-0.8%	85.46
High	86.44	85.37	-1.07	-1.2%	86.44
Low	84.64	83.09	-1.55	-1.8%	83.09
Close	85.06	83.65	-1.41	-1.7%	83.65
Range	1.80	2.28	0.48	26.7%	3.35
ATR	1.69	1.73	0.04	2.5%	0.00
Volume	17,881	18,849	968	5.4%	90,506

Daily Pivots for day following 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.88	89.54	84.90
R3	88.60	87.26	84.28
R2	86.32	86.32	84.07
R1	84.98	84.98	83.86	84.51
PP	84.04	84.04	84.04	83.80
S1	82.70	82.70	83.44	82.23
S2	81.76	81.76	83.23
S3	79.48	80.42	83.02
S4	77.20	78.14	82.40

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	94.44	92.40	85.49
R3	91.09	89.05	84.57
R2	87.74	87.74	84.26
R1	85.70	85.70	83.96	85.05
PP	84.39	84.39	84.39	84.07
S1	82.35	82.35	83.34	81.70
S2	81.04	81.04	83.04
S3	77.69	79.00	82.73
S4	74.34	75.65	81.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.44	83.09	3.35	4.0%	1.54	1.8%	17%	False	True	18,101
10	86.75	82.89	3.86	4.6%	1.75	2.1%	20%	False	False	22,137
20	86.75	78.05	8.70	10.4%	1.74	2.1%	64%	False	False	19,494
40	86.75	74.29	12.46	14.9%	1.65	2.0%	75%	False	False	15,832
60	86.75	74.29	12.46	14.9%	1.56	1.9%	75%	False	False	12,174
80	86.75	74.29	12.46	14.9%	1.54	1.8%	75%	False	False	9,779

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.51
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	95.06
2.618	91.34
1.618	89.06
1.000	87.65
0.618	86.78
HIGH	85.37
0.618	84.50
0.500	84.23
0.382	83.96
LOW	83.09
0.618	81.68
1.000	80.81
1.618	79.40
2.618	77.12
4.250	73.40

Fisher Pivots for day following 15-Oct-2010
Pivot	1 day	3 day
R1	84.23	84.77
PP	84.04	84.39
S1	83.84	84.02

Download as Excel Spreadsheet

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

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