NYMEX Light Sweet Crude Oil Future June 2011

Trading Metrics calculated at close of trading on 15-Oct-2010

Day Change Summary
	Previous	Current
	14-Oct-2010	15-Oct-2010	Change	Change %	Previous Week
Open	87.15	86.03	-1.12	-1.3%	86.93
High	87.46	86.59	-0.87	-1.0%	87.46
Low	85.72	84.30	-1.42	-1.7%	84.30
Close	86.13	84.75	-1.38	-1.6%	84.75
Range	1.74	2.29	0.55	31.6%	3.16
ATR	1.66	1.71	0.04	2.7%	0.00
Volume	21,902	20,705	-1,197	-5.5%	91,786

Daily Pivots for day following 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.08	90.71	86.01
R3	89.79	88.42	85.38
R2	87.50	87.50	85.17
R1	86.13	86.13	84.96	85.67
PP	85.21	85.21	85.21	84.99
S1	83.84	83.84	84.54	83.38
S2	82.92	82.92	84.33
S3	80.63	81.55	84.12
S4	78.34	79.26	83.49

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	94.98	93.03	86.49
R3	91.82	89.87	85.62
R2	88.66	88.66	85.33
R1	86.71	86.71	85.04	86.11
PP	85.50	85.50	85.50	85.20
S1	83.55	83.55	84.46	82.95
S2	82.34	82.34	84.17
S3	79.18	80.39	83.88
S4	76.02	77.23	83.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.46	84.30	3.16	3.7%	1.55	1.8%	14%	False	True	18,357
10	87.80	83.98	3.82	4.5%	1.78	2.1%	20%	False	False	23,133
20	87.80	79.39	8.41	9.9%	1.73	2.0%	64%	False	False	21,647
40	87.80	75.70	12.10	14.3%	1.62	1.9%	75%	False	False	17,458
60	87.80	75.70	12.10	14.3%	1.59	1.9%	75%	False	False	14,295

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.43
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	96.32
2.618	92.59
1.618	90.30
1.000	88.88
0.618	88.01
HIGH	86.59
0.618	85.72
0.500	85.45
0.382	85.17
LOW	84.30
0.618	82.88
1.000	82.01
1.618	80.59
2.618	78.30
4.250	74.57

Fisher Pivots for day following 15-Oct-2010
Pivot	1 day	3 day
R1	85.45	85.88
PP	85.21	85.50
S1	84.98	85.13

Download as Excel Spreadsheet

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

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