NYMEX Light Sweet Crude Oil Future September 2010

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	80.91	81.44	0.53	0.7%	78.95
High	81.76	81.62	-0.14	-0.2%	82.97
Low	80.71	79.20	-1.51	-1.9%	78.83
Close	81.48	80.25	-1.23	-1.5%	80.70
Range	1.05	2.42	1.37	130.5%	4.14
ATR	2.03	2.06	0.03	1.4%	0.00
Volume	234,995	354,766	119,771	51.0%	1,436,329

Daily Pivots for day following 10-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.62	86.35	81.58
R3	85.20	83.93	80.92
R2	82.78	82.78	80.69
R1	81.51	81.51	80.47	80.94
PP	80.36	80.36	80.36	80.07
S1	79.09	79.09	80.03	78.52
S2	77.94	77.94	79.81
S3	75.52	76.67	79.58
S4	73.10	74.25	78.92

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.25	91.12	82.98
R3	89.11	86.98	81.84
R2	84.97	84.97	81.46
R1	82.84	82.84	81.08	83.91
PP	80.83	80.83	80.83	81.37
S1	78.70	78.70	80.32	79.77
S2	76.69	76.69	79.94
S3	72.55	74.56	79.56
S4	68.41	70.42	78.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.97	79.20	3.77	4.7%	1.67	2.1%	28%	False	True	291,071
10	82.97	75.90	7.07	8.8%	1.92	2.4%	62%	False	False	306,868
20	82.97	75.62	7.35	9.2%	2.01	2.5%	63%	False	False	277,941
40	82.97	71.47	11.50	14.3%	2.12	2.6%	76%	False	False	180,861
60	82.97	69.62	13.35	16.6%	2.30	2.9%	80%	False	False	139,787
80	92.21	69.62	22.59	28.1%	2.30	2.9%	47%	False	False	114,607
100	92.21	69.62	22.59	28.1%	2.13	2.7%	47%	False	False	95,817
120	92.21	69.62	22.59	28.1%	2.04	2.5%	47%	False	False	81,241

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	0.37
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	91.91
2.618	87.96
1.618	85.54
1.000	84.04
0.618	83.12
HIGH	81.62
0.618	80.70
0.500	80.41
0.382	80.12
LOW	79.20
0.618	77.70
1.000	76.78
1.618	75.28
2.618	72.86
4.250	68.92

Fisher Pivots for day following 10-Aug-2010
Pivot	1 day	3 day
R1	80.41	80.94
PP	80.36	80.71
S1	80.30	80.48

Download as Excel Spreadsheet

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

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