NYMEX Light Sweet Crude Oil Future September 2010

Trading Metrics calculated at close of trading on 11-Aug-2010

Day Change Summary
	Previous	Current
	10-Aug-2010	11-Aug-2010	Change	Change %	Previous Week
Open	81.44	80.22	-1.22	-1.5%	78.95
High	81.62	80.44	-1.18	-1.4%	82.97
Low	79.20	77.25	-1.95	-2.5%	78.83
Close	80.25	78.02	-2.23	-2.8%	80.70
Range	2.42	3.19	0.77	31.8%	4.14
ATR	2.06	2.14	0.08	3.9%	0.00
Volume	354,766	374,017	19,251	5.4%	1,436,329

Daily Pivots for day following 11-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.14	86.27	79.77
R3	84.95	83.08	78.90
R2	81.76	81.76	78.60
R1	79.89	79.89	78.31	79.23
PP	78.57	78.57	78.57	78.24
S1	76.70	76.70	77.73	76.04
S2	75.38	75.38	77.44
S3	72.19	73.51	77.14
S4	69.00	70.32	76.27

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	82.67	77.25	5.42	6.9%	2.04	2.6%	14%	False	True	310,023
10	82.97	76.45	6.52	8.4%	2.07	2.7%	24%	False	False	306,486
20	82.97	75.62	7.35	9.4%	2.08	2.7%	33%	False	False	287,856
40	82.97	71.47	11.50	14.7%	2.15	2.8%	57%	False	False	188,746
60	82.97	69.62	13.35	17.1%	2.30	2.9%	63%	False	False	145,298
80	92.21	69.62	22.59	29.0%	2.31	3.0%	37%	False	False	118,864
100	92.21	69.62	22.59	29.0%	2.14	2.7%	37%	False	False	99,450
120	92.21	69.62	22.59	29.0%	2.06	2.6%	37%	False	False	84,305

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	94.00
2.618	88.79
1.618	85.60
1.000	83.63
0.618	82.41
HIGH	80.44
0.618	79.22
0.500	78.85
0.382	78.47
LOW	77.25
0.618	75.28
1.000	74.06
1.618	72.09
2.618	68.90
4.250	63.69

Fisher Pivots for day following 11-Aug-2010
Pivot	1 day	3 day
R1	78.85	79.51
PP	78.57	79.01
S1	78.30	78.52

Download as Excel Spreadsheet

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

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