NYMEX Light Sweet Crude Oil Future May 2011

Trading Metrics calculated at close of trading on 17-Sep-2010

Day Change Summary
	Previous	Current
	16-Sep-2010	17-Sep-2010	Change	Change %	Previous Week
Open	80.82	80.75	-0.07	-0.1%	81.94
High	80.80	81.47	0.67	0.8%	82.32
Low	80.80	80.00	-0.80	-1.0%	80.00
Close	80.82	80.75	-0.07	-0.1%	80.75
Range	0.00	1.47	1.47		2.32
ATR	1.03	1.07	0.03	3.0%	0.00
Volume	7,750	4,355	-3,395	-43.8%	33,618

Daily Pivots for day following 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.15	84.42	81.56
R3	83.68	82.95	81.15
R2	82.21	82.21	81.02
R1	81.48	81.48	80.88	81.49
PP	80.74	80.74	80.74	80.74
S1	80.01	80.01	80.62	80.02
S2	79.27	79.27	80.48
S3	77.80	78.54	80.35
S4	76.33	77.07	79.94

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.98	86.69	82.03
R3	85.66	84.37	81.39
R2	83.34	83.34	81.18
R1	82.05	82.05	80.96	81.54
PP	81.02	81.02	81.02	80.77
S1	79.73	79.73	80.54	79.22
S2	78.70	78.70	80.32
S3	76.38	77.41	80.11
S4	74.06	75.09	79.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.32	80.00	2.32	2.9%	0.54	0.7%	32%	False	True	6,723
10	82.32	79.35	2.97	3.7%	0.64	0.8%	47%	False	False	5,007
20	82.32	75.91	6.41	7.9%	0.64	0.8%	76%	False	False	4,027
40	86.21	75.91	10.30	12.8%	0.64	0.8%	47%	False	False	3,070

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.01
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	87.72
2.618	85.32
1.618	83.85
1.000	82.94
0.618	82.38
HIGH	81.47
0.618	80.91
0.500	80.74
0.382	80.56
LOW	80.00
0.618	79.09
1.000	78.53
1.618	77.62
2.618	76.15
4.250	73.75

Fisher Pivots for day following 17-Sep-2010
Pivot	1 day	3 day
R1	80.75	80.83
PP	80.74	80.80
S1	80.74	80.78

Download as Excel Spreadsheet

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

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