NYMEX Light Sweet Crude Oil Future April 2011

Trading Metrics calculated at close of trading on 07-Oct-2010

Day Change Summary
	Previous	Current
	06-Oct-2010	07-Oct-2010	Change	Change %	Previous Week
Open	86.20	86.26	0.06	0.1%	80.18
High	87.12	86.86	-0.26	-0.3%	85.02
Low	85.65	84.15	-1.50	-1.8%	79.25
Close	86.32	84.75	-1.57	-1.8%	85.03
Range	1.47	2.71	1.24	84.4%	5.77
ATR	1.40	1.50	0.09	6.6%	0.00
Volume	14,830	11,639	-3,191	-21.5%	48,417

Daily Pivots for day following 07-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.38	91.78	86.24
R3	90.67	89.07	85.50
R2	87.96	87.96	85.25
R1	86.36	86.36	85.00	85.81
PP	85.25	85.25	85.25	84.98
S1	83.65	83.65	84.50	83.10
S2	82.54	82.54	84.25
S3	79.83	80.94	84.00
S4	77.12	78.23	83.26

Weekly Pivots for week ending 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	100.41	98.49	88.20
R3	94.64	92.72	86.62
R2	88.87	88.87	86.09
R1	86.95	86.95	85.56	87.91
PP	83.10	83.10	83.10	83.58
S1	81.18	81.18	84.50	82.14
S2	77.33	77.33	83.97
S3	71.56	75.41	83.44
S4	65.79	69.64	81.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.12	83.70	3.42	4.0%	1.60	1.9%	31%	False	False	12,879
10	87.12	79.25	7.87	9.3%	1.53	1.8%	70%	False	False	11,000
20	87.12	78.63	8.49	10.0%	1.42	1.7%	72%	False	False	9,573
40	87.12	74.98	12.14	14.3%	1.31	1.5%	80%	False	False	6,878

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	0.28
Widest range in 60 trading days

Fibonacci Retracements and Extensions
4.250	98.38
2.618	93.95
1.618	91.24
1.000	89.57
0.618	88.53
HIGH	86.86
0.618	85.82
0.500	85.51
0.382	85.19
LOW	84.15
0.618	82.48
1.000	81.44
1.618	79.77
2.618	77.06
4.250	72.63

Fisher Pivots for day following 07-Oct-2010
Pivot	1 day	3 day
R1	85.51	85.64
PP	85.25	85.34
S1	85.00	85.05

Download as Excel Spreadsheet

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

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