NYMEX Light Sweet Crude Oil Future May 2011

Trading Metrics calculated at close of trading on 01-Oct-2010

Day Change Summary
	Previous	Current
	30-Sep-2010	01-Oct-2010	Change	Change %	Previous Week
Open	83.45	84.30	0.85	1.0%	80.59
High	84.07	85.41	1.34	1.6%	85.41
Low	83.27	84.30	1.03	1.2%	79.84
Close	84.05	85.41	1.36	1.6%	85.41
Range	0.80	1.11	0.31	38.8%	5.57
ATR	1.14	1.15	0.02	1.4%	0.00
Volume	7,468	7,180	-288	-3.9%	28,633

Daily Pivots for day following 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.37	88.00	86.02
R3	87.26	86.89	85.72
R2	86.15	86.15	85.61
R1	85.78	85.78	85.51	85.97
PP	85.04	85.04	85.04	85.13
S1	84.67	84.67	85.31	84.86
S2	83.93	83.93	85.21
S3	82.82	83.56	85.10
S4	81.71	82.45	84.80

Weekly Pivots for week ending 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	100.26	98.41	88.47
R3	94.69	92.84	86.94
R2	89.12	89.12	86.43
R1	87.27	87.27	85.92	88.20
PP	83.55	83.55	83.55	84.02
S1	81.70	81.70	84.90	82.63
S2	77.98	77.98	84.39
S3	72.41	76.13	83.88
S4	66.84	70.56	82.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.41	79.84	5.57	6.5%	0.88	1.0%	100%	True	False	5,726
10	85.41	79.39	6.02	7.0%	0.93	1.1%	100%	True	False	5,505
20	85.41	79.35	6.06	7.1%	0.79	0.9%	100%	True	False	5,256
40	85.46	75.91	9.55	11.2%	0.79	0.9%	99%	False	False	4,143

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.08
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	90.13
2.618	88.32
1.618	87.21
1.000	86.52
0.618	86.10
HIGH	85.41
0.618	84.99
0.500	84.86
0.382	84.72
LOW	84.30
0.618	83.61
1.000	83.19
1.618	82.50
2.618	81.39
4.250	79.58

Fisher Pivots for day following 01-Oct-2010
Pivot	1 day	3 day
R1	85.23	84.69
PP	85.04	83.96
S1	84.86	83.24

Download as Excel Spreadsheet

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

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