NYMEX Light Sweet Crude Oil Future June 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	85.35	86.93	1.58	1.9%	85.74
High	86.60	86.93	0.33	0.4%	87.80
Low	83.98	85.72	1.74	2.1%	83.98
Close	86.23	86.12	-0.11	-0.1%	86.23
Range	2.62	1.21	-1.41	-53.8%	3.82
ATR	1.74	1.71	-0.04	-2.2%	0.00
Volume	23,672	16,696	-6,976	-29.5%	139,547

Daily Pivots for day following 11-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.89	89.21	86.79
R3	88.68	88.00	86.45
R2	87.47	87.47	86.34
R1	86.79	86.79	86.23	86.53
PP	86.26	86.26	86.26	86.12
S1	85.58	85.58	86.01	85.32
S2	85.05	85.05	85.90
S3	83.84	84.37	85.79
S4	82.63	83.16	85.45

Weekly Pivots for week ending 08-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	97.46	95.67	88.33
R3	93.64	91.85	87.28
R2	89.82	89.82	86.93
R1	88.03	88.03	86.58	88.93
PP	86.00	86.00	86.00	86.45
S1	84.21	84.21	85.88	85.11
S2	82.18	82.18	85.53
S3	78.36	80.39	85.18
S4	74.54	76.57	84.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.80	83.98	3.82	4.4%	2.05	2.4%	56%	False	False	26,128
10	87.80	80.18	7.62	8.8%	1.80	2.1%	78%	False	False	24,461
20	87.80	79.39	8.41	9.8%	1.65	1.9%	80%	False	False	21,855
40	87.80	75.70	12.10	14.1%	1.59	1.9%	86%	False	False	16,404

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.45
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	92.07
2.618	90.10
1.618	88.89
1.000	88.14
0.618	87.68
HIGH	86.93
0.618	86.47
0.500	86.33
0.382	86.18
LOW	85.72
0.618	84.97
1.000	84.51
1.618	83.76
2.618	82.55
4.250	80.58

Fisher Pivots for day following 11-Oct-2010
Pivot	1 day	3 day
R1	86.33	86.04
PP	86.26	85.97
S1	86.19	85.89

Download as Excel Spreadsheet

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

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