NYMEX Light Sweet Crude Oil Future May 2011

Trading Metrics calculated at close of trading on 19-Oct-2010

Day Change Summary
	Previous	Current
	18-Oct-2010	19-Oct-2010	Change	Change %	Previous Week
Open	84.28	86.03	1.75	2.1%	86.07
High	85.76	86.03	0.27	0.3%	86.75
Low	84.28	82.75	-1.53	-1.8%	84.76
Close	86.34	82.91	-3.43	-4.0%	84.42
Range	1.48	3.28	1.80	121.6%	1.99
ATR	1.24	1.41	0.17	13.5%	0.00
Volume	5,625	3,195	-2,430	-43.2%	25,347

Daily Pivots for day following 19-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.74	91.60	84.71
R3	90.46	88.32	83.81
R2	87.18	87.18	83.51
R1	85.04	85.04	83.21	84.47
PP	83.90	83.90	83.90	83.61
S1	81.76	81.76	82.61	81.19
S2	80.62	80.62	82.31
S3	77.34	78.48	82.01
S4	74.06	75.20	81.11

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	91.28	89.84	85.51
R3	89.29	87.85	84.97
R2	87.30	87.30	84.78
R1	85.86	85.86	84.60	85.59
PP	85.31	85.31	85.31	85.17
S1	83.87	83.87	84.24	83.60
S2	83.32	83.32	84.06
S3	81.33	81.88	83.87
S4	79.34	79.89	83.33

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.75	82.75	4.00	4.8%	1.64	2.0%	4%	False	True	4,564
10	87.37	82.75	4.62	5.6%	1.51	1.8%	3%	False	True	5,919
20	87.37	79.39	7.98	9.6%	1.22	1.5%	44%	False	False	6,098
40	87.37	75.91	11.46	13.8%	0.96	1.2%	61%	False	False	5,198
60	87.37	75.91	11.46	13.8%	0.86	1.0%	61%	False	False	4,200

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	0.15
Widest range in 65 trading days

Fibonacci Retracements and Extensions
4.250	99.97
2.618	94.62
1.618	91.34
1.000	89.31
0.618	88.06
HIGH	86.03
0.618	84.78
0.500	84.39
0.382	84.00
LOW	82.75
0.618	80.72
1.000	79.47
1.618	77.44
2.618	74.16
4.250	68.81

Fisher Pivots for day following 19-Oct-2010
Pivot	1 day	3 day
R1	84.39	84.48
PP	83.90	83.95
S1	83.40	83.43

Download as Excel Spreadsheet

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

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