NYMEX Light Sweet Crude Oil Future June 2011

Trading Metrics calculated at close of trading on 23-Sep-2010

Day Change Summary
	Previous	Current
	22-Sep-2010	23-Sep-2010	Change	Change %	Previous Week
Open	80.58	80.54	-0.04	0.0%	81.92
High	81.42	81.00	-0.42	-0.5%	82.97
Low	80.00	79.39	-0.61	-0.8%	80.16
Close	80.58	80.54	-0.04	0.0%	81.15
Range	1.42	1.61	0.19	13.4%	2.81
ATR	1.56	1.57	0.00	0.2%	0.00
Volume	21,282	15,949	-5,333	-25.1%	100,210

Daily Pivots for day following 23-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.14	84.45	81.43
R3	83.53	82.84	80.98
R2	81.92	81.92	80.84
R1	81.23	81.23	80.69	81.35
PP	80.31	80.31	80.31	80.37
S1	79.62	79.62	80.39	79.74
S2	78.70	78.70	80.24
S3	77.09	78.01	80.10
S4	75.48	76.40	79.65

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.86	88.31	82.70
R3	87.05	85.50	81.92
R2	84.24	84.24	81.67
R1	82.69	82.69	81.41	82.06
PP	81.43	81.43	81.43	81.11
S1	79.88	79.88	80.89	79.25
S2	78.62	78.62	80.63
S3	75.81	77.07	80.38
S4	73.00	74.26	79.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.55	79.39	3.16	3.9%	1.75	2.2%	36%	False	True	16,616
10	82.97	79.39	3.58	4.4%	1.40	1.7%	32%	False	True	18,106
20	82.97	77.46	5.51	6.8%	1.56	1.9%	56%	False	False	15,196
40	86.55	75.70	10.85	13.5%	1.56	1.9%	45%	False	False	11,822

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	0.37
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	87.84
2.618	85.21
1.618	83.60
1.000	82.61
0.618	81.99
HIGH	81.00
0.618	80.38
0.500	80.20
0.382	80.01
LOW	79.39
0.618	78.40
1.000	77.78
1.618	76.79
2.618	75.18
4.250	72.55

Fisher Pivots for day following 23-Sep-2010
Pivot	1 day	3 day
R1	80.43	80.97
PP	80.31	80.83
S1	80.20	80.68

Download as Excel Spreadsheet

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

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