NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 21-Oct-2010

Day Change Summary
	Previous	Current
	20-Oct-2010	21-Oct-2010	Change	Change %	Previous Week
Open	82.10	84.38	2.28	2.8%	85.46
High	84.31	84.47	0.16	0.2%	86.44
Low	82.07	82.05	-0.02	0.0%	83.09
Close	84.31	82.46	-1.85	-2.2%	83.65
Range	2.24	2.42	0.18	8.0%	3.35
ATR	1.97	2.00	0.03	1.6%	0.00
Volume	27,251	31,986	4,735	17.4%	90,506

Daily Pivots for day following 21-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.25	88.78	83.79
R3	87.83	86.36	83.13
R2	85.41	85.41	82.90
R1	83.94	83.94	82.68	83.47
PP	82.99	82.99	82.99	82.76
S1	81.52	81.52	82.24	81.05
S2	80.57	80.57	82.02
S3	78.15	79.10	81.79
S4	75.73	76.68	81.13

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	85.64	81.91	3.73	4.5%	2.68	3.3%	15%	False	False	22,732
10	86.44	81.91	4.53	5.5%	2.14	2.6%	12%	False	False	20,774
20	86.75	78.76	7.99	9.7%	1.95	2.4%	46%	False	False	21,415
40	86.75	76.76	9.99	12.1%	1.79	2.2%	57%	False	False	17,699
60	86.75	74.29	12.46	15.1%	1.66	2.0%	66%	False	False	13,538
80	86.75	74.29	12.46	15.1%	1.61	2.0%	66%	False	False	10,849

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.36
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	94.76
2.618	90.81
1.618	88.39
1.000	86.89
0.618	85.97
HIGH	84.47
0.618	83.55
0.500	83.26
0.382	82.97
LOW	82.05
0.618	80.55
1.000	79.63
1.618	78.13
2.618	75.71
4.250	71.77

Fisher Pivots for day following 21-Oct-2010
Pivot	1 day	3 day
R1	83.26	83.73
PP	82.99	83.30
S1	82.73	82.88

Download as Excel Spreadsheet

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

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