NYMEX Light Sweet Crude Oil Future October 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	81.49	81.89	0.40	0.5%	79.47
High	82.22	82.07	-0.15	-0.2%	83.40
Low	81.19	79.64	-1.55	-1.9%	79.28
Close	81.95	80.71	-1.24	-1.5%	81.18
Range	1.03	2.43	1.40	135.9%	4.12
ATR	2.00	2.03	0.03	1.6%	0.00
Volume	130,202	123,976	-6,226	-4.8%	385,471

Daily Pivots for day following 10-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.10	86.83	82.05
R3	85.67	84.40	81.38
R2	83.24	83.24	81.16
R1	81.97	81.97	80.93	81.39
PP	80.81	80.81	80.81	80.52
S1	79.54	79.54	80.49	78.96
S2	78.38	78.38	80.26
S3	75.95	77.11	80.04
S4	73.52	74.68	79.37

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.65	91.53	83.45
R3	89.53	87.41	82.31
R2	85.41	85.41	81.94
R1	83.29	83.29	81.56	84.35
PP	81.29	81.29	81.29	81.82
S1	79.17	79.17	80.80	80.23
S2	77.17	77.17	80.42
S3	73.05	75.05	80.05
S4	68.93	70.93	78.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.40	79.64	3.76	4.7%	1.67	2.1%	28%	False	True	100,686
10	83.40	76.33	7.07	8.8%	1.92	2.4%	62%	False	False	88,073
20	83.40	76.03	7.37	9.1%	1.98	2.5%	64%	False	False	68,307
40	83.40	72.15	11.25	13.9%	2.06	2.6%	76%	False	False	47,775
60	83.40	70.35	13.05	16.2%	2.22	2.8%	79%	False	False	38,674
80	92.75	70.35	22.40	27.8%	2.21	2.7%	46%	False	False	33,165
100	92.75	70.35	22.40	27.8%	2.02	2.5%	46%	False	False	28,612
120	92.75	70.35	22.40	27.8%	1.91	2.4%	46%	False	False	24,617

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	0.40
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	92.40
2.618	88.43
1.618	86.00
1.000	84.50
0.618	83.57
HIGH	82.07
0.618	81.14
0.500	80.86
0.382	80.57
LOW	79.64
0.618	78.14
1.000	77.21
1.618	75.71
2.618	73.28
4.250	69.31

Fisher Pivots for day following 10-Aug-2010
Pivot	1 day	3 day
R1	80.86	81.37
PP	80.81	81.15
S1	80.76	80.93

Download as Excel Spreadsheet

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

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