NYMEX Light Sweet Crude Oil Future June 2011

Trading Metrics calculated at close of trading on 14-Oct-2010

Day Change Summary
	Previous	Current
	13-Oct-2010	14-Oct-2010	Change	Change %	Previous Week
Open	85.87	87.15	1.28	1.5%	85.74
High	87.10	87.46	0.36	0.4%	87.80
Low	85.87	85.72	-0.15	-0.2%	83.98
Close	86.65	86.13	-0.52	-0.6%	86.23
Range	1.23	1.74	0.51	41.5%	3.82
ATR	1.65	1.66	0.01	0.4%	0.00
Volume	16,929	21,902	4,973	29.4%	139,547

Daily Pivots for day following 14-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	91.66	90.63	87.09
R3	89.92	88.89	86.61
R2	88.18	88.18	86.45
R1	87.15	87.15	86.29	86.80
PP	86.44	86.44	86.44	86.26
S1	85.41	85.41	85.97	85.06
S2	84.70	84.70	85.81
S3	82.96	83.67	85.65
S4	81.22	81.93	85.17

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	87.46	83.98	3.48	4.0%	1.62	1.9%	62%	True	False	18,950
10	87.80	83.98	3.82	4.4%	1.69	2.0%	56%	False	False	24,000
20	87.80	79.39	8.41	9.8%	1.71	2.0%	80%	False	False	21,319
40	87.80	75.70	12.10	14.0%	1.60	1.9%	86%	False	False	17,166
60	87.80	75.70	12.10	14.0%	1.60	1.9%	86%	False	False	14,058

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	94.86
2.618	92.02
1.618	90.28
1.000	89.20
0.618	88.54
HIGH	87.46
0.618	86.80
0.500	86.59
0.382	86.38
LOW	85.72
0.618	84.64
1.000	83.98
1.618	82.90
2.618	81.16
4.250	78.33

Fisher Pivots for day following 14-Oct-2010
Pivot	1 day	3 day
R1	86.59	86.20
PP	86.44	86.17
S1	86.28	86.15

Download as Excel Spreadsheet

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

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