NYMEX Light Sweet Crude Oil Future June 2011

Trading Metrics calculated at close of trading on 12-Aug-2010

Day Change Summary
	Previous	Current
	11-Aug-2010	12-Aug-2010	Change	Change %	Previous Week
Open	82.50	81.96	-0.54	-0.7%	85.26
High	84.26	81.98	-2.28	-2.7%	86.55
Low	81.96	79.70	-2.26	-2.8%	83.42
Close	82.50	79.95	-2.55	-3.1%	84.94
Range	2.30	2.28	-0.02	-0.9%	3.13
ATR	1.68	1.76	0.08	4.8%	0.00
Volume	6,917	10,260	3,343	48.3%	43,310

Daily Pivots for day following 12-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.38	85.95	81.20
R3	85.10	83.67	80.58
R2	82.82	82.82	80.37
R1	81.39	81.39	80.16	80.97
PP	80.54	80.54	80.54	80.33
S1	79.11	79.11	79.74	78.69
S2	78.26	78.26	79.53
S3	75.98	76.83	79.32
S4	73.70	74.55	78.70

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	94.36	92.78	86.66
R3	91.23	89.65	85.80
R2	88.10	88.10	85.51
R1	86.52	86.52	85.23	85.75
PP	84.97	84.97	84.97	84.58
S1	83.39	83.39	84.65	82.62
S2	81.84	81.84	84.37
S3	78.71	80.26	84.08
S4	75.58	77.13	83.22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.94	79.70	6.24	7.8%	1.87	2.3%	4%	False	True	8,781
10	86.55	79.70	6.85	8.6%	1.61	2.0%	4%	False	True	8,605

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	False
Stretch	0.40
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	91.67
2.618	87.95
1.618	85.67
1.000	84.26
0.618	83.39
HIGH	81.98
0.618	81.11
0.500	80.84
0.382	80.57
LOW	79.70
0.618	78.29
1.000	77.42
1.618	76.01
2.618	73.73
4.250	70.01

Fisher Pivots for day following 12-Aug-2010
Pivot	1 day	3 day
R1	80.84	82.80
PP	80.54	81.85
S1	80.25	80.90

Download as Excel Spreadsheet

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

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