NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 27-Oct-2010

Day Change Summary
	Previous	Current
	26-Oct-2010	27-Oct-2010	Change	Change %	Previous Week
Open	84.15	84.13	-0.02	0.0%	83.25
High	84.46	84.32	-0.14	-0.2%	85.64
Low	83.48	82.39	-1.09	-1.3%	81.91
Close	84.20	83.79	-0.41	-0.5%	83.56
Range	0.98	1.93	0.95	96.9%	3.73
ATR	1.87	1.88	0.00	0.2%	0.00
Volume	19,807	17,657	-2,150	-10.9%	120,026

Daily Pivots for day following 27-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.29	88.47	84.85
R3	87.36	86.54	84.32
R2	85.43	85.43	84.14
R1	84.61	84.61	83.97	84.06
PP	83.50	83.50	83.50	83.22
S1	82.68	82.68	83.61	82.13
S2	81.57	81.57	83.44
S3	79.64	80.75	83.26
S4	77.71	78.82	82.73

Weekly Pivots for week ending 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	94.89	92.96	85.61
R3	91.16	89.23	84.59
R2	87.43	87.43	84.24
R1	85.50	85.50	83.90	86.47
PP	83.70	83.70	83.70	84.19
S1	81.77	81.77	83.22	82.74
S2	79.97	79.97	82.88
S3	76.24	78.04	82.53
S4	72.51	74.31	81.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.96	82.05	2.91	3.5%	1.70	2.0%	60%	False	False	21,578
10	86.44	81.91	4.53	5.4%	2.13	2.5%	42%	False	False	20,744
20	86.75	81.40	5.35	6.4%	1.91	2.3%	45%	False	False	21,681
40	86.75	77.98	8.77	10.5%	1.77	2.1%	66%	False	False	18,615
60	86.75	74.29	12.46	14.9%	1.65	2.0%	76%	False	False	14,543
80	86.75	74.29	12.46	14.9%	1.60	1.9%	76%	False	False	11,649

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.32
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	92.52
2.618	89.37
1.618	87.44
1.000	86.25
0.618	85.51
HIGH	84.32
0.618	83.58
0.500	83.36
0.382	83.13
LOW	82.39
0.618	81.20
1.000	80.46
1.618	79.27
2.618	77.34
4.250	74.19

Fisher Pivots for day following 27-Oct-2010
Pivot	1 day	3 day
R1	83.65	83.75
PP	83.50	83.71
S1	83.36	83.68

Download as Excel Spreadsheet

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

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