NYMEX Light Sweet Crude Oil Future December 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	82.49	83.11	0.62	0.8%	80.51
High	83.37	83.23	-0.14	-0.2%	84.45
Low	82.38	80.83	-1.55	-1.9%	80.44
Close	83.17	81.96	-1.21	-1.5%	82.35
Range	0.99	2.40	1.41	142.4%	4.01
ATR	1.97	2.00	0.03	1.5%	0.00
Volume	68,535	62,472	-6,063	-8.8%	277,410

Daily Pivots for day following 10-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.21	87.98	83.28
R3	86.81	85.58	82.62
R2	84.41	84.41	82.40
R1	83.18	83.18	82.18	82.60
PP	82.01	82.01	82.01	81.71
S1	80.78	80.78	81.74	80.20
S2	79.61	79.61	81.52
S3	77.21	78.38	81.30
S4	74.81	75.98	80.64

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	94.44	92.41	84.56
R3	90.43	88.40	83.45
R2	86.42	86.42	83.09
R1	84.39	84.39	82.72	85.41
PP	82.41	82.41	82.41	82.92
S1	80.38	80.38	81.98	81.40
S2	78.40	78.40	81.61
S3	74.39	76.37	81.25
S4	70.38	72.36	80.14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.45	80.83	3.62	4.4%	1.64	2.0%	31%	False	True	59,071
10	84.45	77.49	6.96	8.5%	1.89	2.3%	64%	False	False	57,405
20	84.45	77.14	7.31	8.9%	1.93	2.4%	66%	False	False	48,405
40	84.45	73.15	11.30	13.8%	2.04	2.5%	78%	False	False	43,617
60	84.45	71.50	12.95	15.8%	2.24	2.7%	81%	False	False	47,581
80	93.55	71.50	22.05	26.9%	2.26	2.8%	47%	False	False	49,497
100	93.55	71.50	22.05	26.9%	2.11	2.6%	47%	False	False	48,508

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	93.43
2.618	89.51
1.618	87.11
1.000	85.63
0.618	84.71
HIGH	83.23
0.618	82.31
0.500	82.03
0.382	81.75
LOW	80.83
0.618	79.35
1.000	78.43
1.618	76.95
2.618	74.55
4.250	70.63

Fisher Pivots for day following 10-Aug-2010
Pivot	1 day	3 day
R1	82.03	82.56
PP	82.01	82.36
S1	81.98	82.16

Download as Excel Spreadsheet

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

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