NYMEX Light Sweet Crude Oil Future June 2011

Trading Metrics calculated at close of trading on 29-Sep-2010

Day Change Summary
	Previous	Current
	28-Sep-2010	29-Sep-2010	Change	Change %	Previous Week
Open	80.70	81.68	0.98	1.2%	81.25
High	81.69	83.03	1.34	1.6%	82.55
Low	80.18	80.91	0.73	0.9%	79.39
Close	81.20	82.90	1.70	2.1%	81.32
Range	1.51	2.12	0.61	40.4%	3.16
ATR	1.56	1.60	0.04	2.5%	0.00
Volume	13,849	19,694	5,845	42.2%	91,085

Daily Pivots for day following 29-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.64	87.89	84.07
R3	86.52	85.77	83.48
R2	84.40	84.40	83.29
R1	83.65	83.65	83.09	84.03
PP	82.28	82.28	82.28	82.47
S1	81.53	81.53	82.71	81.91
S2	80.16	80.16	82.51
S3	78.04	79.41	82.32
S4	75.92	77.29	81.73

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.57	89.10	83.06
R3	87.41	85.94	82.19
R2	84.25	84.25	81.90
R1	82.78	82.78	81.61	83.52
PP	81.09	81.09	81.09	81.45
S1	79.62	79.62	81.03	80.36
S2	77.93	77.93	80.74
S3	74.77	76.46	80.45
S4	71.61	73.30	79.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.03	79.39	3.64	4.4%	1.68	2.0%	96%	True	False	18,761
10	83.03	79.39	3.64	4.4%	1.69	2.0%	96%	True	False	18,335
20	83.03	79.10	3.93	4.7%	1.56	1.9%	97%	True	False	16,439
40	86.55	75.70	10.85	13.1%	1.54	1.9%	66%	False	False	13,044

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.47
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	92.04
2.618	88.58
1.618	86.46
1.000	85.15
0.618	84.34
HIGH	83.03
0.618	82.22
0.500	81.97
0.382	81.72
LOW	80.91
0.618	79.60
1.000	78.79
1.618	77.48
2.618	75.36
4.250	71.90

Fisher Pivots for day following 29-Sep-2010
Pivot	1 day	3 day
R1	82.59	82.44
PP	82.28	81.98
S1	81.97	81.52

Download as Excel Spreadsheet

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

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