NYMEX Light Sweet Crude Oil Future May 2011

Trading Metrics calculated at close of trading on 11-Oct-2010

Day Change Summary
	Previous	Current
	08-Oct-2010	11-Oct-2010	Change	Change %	Previous Week
Open	84.76	86.07	1.31	1.5%	85.27
High	85.88	86.07	0.19	0.2%	87.37
Low	84.35	85.33	0.98	1.2%	84.35
Close	85.89	85.80	-0.09	-0.1%	85.89
Range	1.53	0.74	-0.79	-51.6%	3.02
ATR	1.27	1.23	-0.04	-3.0%	0.00
Volume	6,591	5,921	-670	-10.2%	42,175

Daily Pivots for day following 11-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.95	87.62	86.21
R3	87.21	86.88	86.00
R2	86.47	86.47	85.94
R1	86.14	86.14	85.87	85.94
PP	85.73	85.73	85.73	85.63
S1	85.40	85.40	85.73	85.20
S2	84.99	84.99	85.66
S3	84.25	84.66	85.60
S4	83.51	83.92	85.39

Weekly Pivots for week ending 08-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	94.93	93.43	87.55
R3	91.91	90.41	86.72
R2	88.89	88.89	86.44
R1	87.39	87.39	86.17	88.14
PP	85.87	85.87	85.87	86.25
S1	84.37	84.37	85.61	85.12
S2	82.85	82.85	85.34
S3	79.83	81.35	85.06
S4	76.81	78.33	84.23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.37	84.35	3.02	3.5%	1.44	1.7%	48%	False	False	8,015
10	87.37	80.80	6.57	7.7%	1.19	1.4%	76%	False	False	7,117
20	87.37	79.39	7.98	9.3%	0.97	1.1%	80%	False	False	6,463
40	87.37	75.91	11.46	13.4%	0.85	1.0%	86%	False	False	4,900

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	True
Stretch	0.17
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	89.22
2.618	88.01
1.618	87.27
1.000	86.81
0.618	86.53
HIGH	86.07
0.618	85.79
0.500	85.70
0.382	85.61
LOW	85.33
0.618	84.87
1.000	84.59
1.618	84.13
2.618	83.39
4.250	82.19

Fisher Pivots for day following 11-Oct-2010
Pivot	1 day	3 day
R1	85.77	85.86
PP	85.73	85.84
S1	85.70	85.82

Download as Excel Spreadsheet

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

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