NYMEX Light Sweet Crude Oil Future June 2011

Trading Metrics calculated at close of trading on 16-Sep-2010

Day Change Summary
	Previous	Current
	15-Sep-2010	16-Sep-2010	Change	Change %	Previous Week
Open	82.17	82.13	-0.04	0.0%	81.59
High	82.39	82.22	-0.17	-0.2%	82.39
Low	81.70	80.88	-0.82	-1.0%	79.62
Close	82.17	81.20	-0.97	-1.2%	81.60
Range	0.69	1.34	0.65	94.2%	2.77
ATR	1.50	1.49	-0.01	-0.8%	0.00
Volume	19,366	22,417	3,051	15.8%	45,437

Daily Pivots for day following 16-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.45	84.67	81.94
R3	84.11	83.33	81.57
R2	82.77	82.77	81.45
R1	81.99	81.99	81.32	81.71
PP	81.43	81.43	81.43	81.30
S1	80.65	80.65	81.08	80.37
S2	80.09	80.09	80.95
S3	78.75	79.31	80.83
S4	77.41	77.97	80.46

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.51	88.33	83.12
R3	86.74	85.56	82.36
R2	83.97	83.97	82.11
R1	82.79	82.79	81.85	83.38
PP	81.20	81.20	81.20	81.50
S1	80.02	80.02	81.35	80.61
S2	78.43	78.43	81.09
S3	75.66	77.25	80.84
S4	72.89	74.48	80.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.97	80.48	2.49	3.1%	1.05	1.3%	29%	False	False	19,597
10	82.97	79.57	3.40	4.2%	1.38	1.7%	48%	False	False	15,622
20	82.97	75.70	7.27	9.0%	1.49	1.8%	76%	False	False	13,012
40	86.55	75.70	10.85	13.4%	1.54	1.9%	51%	False	False	10,427

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	87.92
2.618	85.73
1.618	84.39
1.000	83.56
0.618	83.05
HIGH	82.22
0.618	81.71
0.500	81.55
0.382	81.39
LOW	80.88
0.618	80.05
1.000	79.54
1.618	78.71
2.618	77.37
4.250	75.19

Fisher Pivots for day following 16-Sep-2010
Pivot	1 day	3 day
R1	81.55	81.93
PP	81.43	81.68
S1	81.32	81.44

Download as Excel Spreadsheet

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

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