NYMEX Light Sweet Crude Oil Future April 2011

Trading Metrics calculated at close of trading on 29-Sep-2010

Day Change Summary
	Previous	Current
	28-Sep-2010	29-Sep-2010	Change	Change %	Previous Week
Open	79.96	80.50	0.54	0.7%	81.21
High	80.98	82.26	1.28	1.6%	81.75
Low	79.79	80.28	0.49	0.6%	78.63
Close	80.36	82.14	1.78	2.2%	80.53
Range	1.19	1.98	0.79	66.4%	3.12
ATR	1.37	1.41	0.04	3.2%	0.00
Volume	7,623	9,080	1,457	19.1%	39,277

Daily Pivots for day following 29-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.50	86.80	83.23
R3	85.52	84.82	82.68
R2	83.54	83.54	82.50
R1	82.84	82.84	82.32	83.19
PP	81.56	81.56	81.56	81.74
S1	80.86	80.86	81.96	81.21
S2	79.58	79.58	81.78
S3	77.60	78.88	81.60
S4	75.62	76.90	81.05

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.66	88.22	82.25
R3	86.54	85.10	81.39
R2	83.42	83.42	81.10
R1	81.98	81.98	80.82	81.14
PP	80.30	80.30	80.30	79.89
S1	78.86	78.86	80.24	78.02
S2	77.18	77.18	79.96
S3	74.06	75.74	79.67
S4	70.94	72.62	78.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.26	78.63	3.63	4.4%	1.48	1.8%	97%	True	False	8,015
10	82.26	78.63	3.63	4.4%	1.54	1.9%	97%	True	False	8,438
20	82.26	78.19	4.07	5.0%	1.46	1.8%	97%	True	False	7,322
40	85.70	74.98	10.72	13.1%	1.11	1.4%	67%	False	False	5,384

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	90.68
2.618	87.44
1.618	85.46
1.000	84.24
0.618	83.48
HIGH	82.26
0.618	81.50
0.500	81.27
0.382	81.04
LOW	80.28
0.618	79.06
1.000	78.30
1.618	77.08
2.618	75.10
4.250	71.87

Fisher Pivots for day following 29-Sep-2010
Pivot	1 day	3 day
R1	81.85	81.68
PP	81.56	81.22
S1	81.27	80.76

Download as Excel Spreadsheet

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

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