NYMEX Light Sweet Crude Oil Future May 2011

Trading Metrics calculated at close of trading on 10-Aug-2010

Day Change Summary
	Previous	Current
	09-Aug-2010	10-Aug-2010	Change	Change %	Previous Week
Open	85.46	84.33	-1.13	-1.3%	84.91
High	85.46	83.93	-1.53	-1.8%	86.21
Low	85.46	83.55	-1.91	-2.2%	83.95
Close	85.46	84.33	-1.13	-1.3%	84.59
Range	0.00	0.38	0.38		2.26
ATR	0.97	1.04	0.07	6.9%	0.00
Volume	2,291	3,124	833	36.4%	7,109

Daily Pivots for day following 10-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.08	85.08	84.54
R3	84.70	84.70	84.43
R2	84.32	84.32	84.40
R1	84.32	84.32	84.36	84.52
PP	83.94	83.94	83.94	84.04
S1	83.94	83.94	84.30	84.14
S2	83.56	83.56	84.26
S3	83.18	83.56	84.23
S4	82.80	83.18	84.12

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	91.70	90.40	85.83
R3	89.44	88.14	85.21
R2	87.18	87.18	85.00
R1	85.88	85.88	84.80	85.40
PP	84.92	84.92	84.92	84.68
S1	83.62	83.62	84.38	83.14
S2	82.66	82.66	84.18
S3	80.40	81.36	83.97
S4	78.14	79.10	83.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.21	83.55	2.66	3.2%	0.46	0.5%	29%	False	True	2,079
10	86.21	80.75	5.46	6.5%	0.32	0.4%	66%	False	False	1,552

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	-0.26
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	85.55
2.618	84.92
1.618	84.54
1.000	84.31
0.618	84.16
HIGH	83.93
0.618	83.78
0.500	83.74
0.382	83.70
LOW	83.55
0.618	83.32
1.000	83.17
1.618	82.94
2.618	82.56
4.250	81.94

Fisher Pivots for day following 10-Aug-2010
Pivot	1 day	3 day
R1	84.13	84.51
PP	83.94	84.45
S1	83.74	84.39

Download as Excel Spreadsheet

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

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