NYMEX Light Sweet Crude Oil Future October 2010

Trading Metrics calculated at close of trading on 31-Aug-2010

Day Change Summary
	Previous	Current
	30-Aug-2010	31-Aug-2010	Change	Change %	Previous Week
Open	75.50	74.07	-1.43	-1.9%	73.90
High	75.58	74.73	-0.85	-1.1%	75.59
Low	74.01	71.53	-2.48	-3.4%	70.76
Close	74.70	71.92	-2.78	-3.7%	75.17
Range	1.57	3.20	1.63	103.8%	4.83
ATR	2.01	2.10	0.08	4.2%	0.00
Volume	240,856	446,459	205,603	85.4%	1,694,770

Daily Pivots for day following 31-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.33	80.32	73.68
R3	79.13	77.12	72.80
R2	75.93	75.93	72.51
R1	73.92	73.92	72.21	73.33
PP	72.73	72.73	72.73	72.43
S1	70.72	70.72	71.63	70.13
S2	69.53	69.53	71.33
S3	66.33	67.52	71.04
S4	63.13	64.32	70.16

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.33	86.58	77.83
R3	83.50	81.75	76.50
R2	78.67	78.67	76.06
R1	76.92	76.92	75.61	77.80
PP	73.84	73.84	73.84	74.28
S1	72.09	72.09	74.73	72.97
S2	69.01	69.01	74.28
S3	64.18	67.26	73.84
S4	59.35	62.43	72.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.59	70.76	4.83	6.7%	2.39	3.3%	24%	False	False	363,681
10	76.47	70.76	5.71	7.9%	2.11	2.9%	20%	False	False	314,810
20	83.40	70.76	12.64	17.6%	1.97	2.7%	9%	False	False	220,488
40	83.40	70.76	12.64	17.6%	2.04	2.8%	9%	False	False	135,723
60	83.40	70.76	12.64	17.6%	2.06	2.9%	9%	False	False	98,928
80	85.35	70.35	15.00	20.9%	2.20	3.1%	10%	False	False	78,979
100	92.75	70.35	22.40	31.1%	2.14	3.0%	7%	False	False	66,620
120	92.75	70.35	22.40	31.1%	1.99	2.8%	7%	False	False	56,600

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	0.49
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	88.33
2.618	83.11
1.618	79.91
1.000	77.93
0.618	76.71
HIGH	74.73
0.618	73.51
0.500	73.13
0.382	72.75
LOW	71.53
0.618	69.55
1.000	68.33
1.618	66.35
2.618	63.15
4.250	57.93

Fisher Pivots for day following 31-Aug-2010
Pivot	1 day	3 day
R1	73.13	73.56
PP	72.73	73.01
S1	72.32	72.47

Download as Excel Spreadsheet

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

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