NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 17-Aug-2010

Day Change Summary
	Previous	Current
	16-Aug-2010	17-Aug-2010	Change	Change %	Previous Week
Open	77.18	76.77	-0.41	-0.5%	82.49
High	77.53	78.59	1.06	1.4%	83.37
Low	76.48	76.73	0.25	0.3%	76.58
Close	76.88	77.75	0.87	1.1%	76.94
Range	1.05	1.86	0.81	77.1%	6.79
ATR	2.01	2.00	-0.01	-0.5%	0.00
Volume	59,957	45,279	-14,678	-24.5%	367,791

Daily Pivots for day following 17-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.27	82.37	78.77
R3	81.41	80.51	78.26
R2	79.55	79.55	78.09
R1	78.65	78.65	77.92	79.10
PP	77.69	77.69	77.69	77.92
S1	76.79	76.79	77.58	77.24
S2	75.83	75.83	77.41
S3	73.97	74.93	77.24
S4	72.11	73.07	76.73

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	99.33	94.93	80.67
R3	92.54	88.14	78.81
R2	85.75	85.75	78.18
R1	81.35	81.35	77.56	80.16
PP	78.96	78.96	78.96	78.37
S1	74.56	74.56	76.32	73.37
S2	72.17	72.17	75.70
S3	65.38	67.77	75.07
S4	58.59	60.98	73.21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.10	76.48	5.62	7.2%	2.02	2.6%	23%	False	False	68,404
10	84.45	76.48	7.97	10.3%	1.83	2.4%	16%	False	False	63,737
20	84.45	76.48	7.97	10.3%	1.96	2.5%	16%	False	False	56,430
40	84.45	73.15	11.30	14.5%	2.07	2.7%	41%	False	False	47,153
60	84.45	71.50	12.95	16.7%	2.17	2.8%	48%	False	False	47,592
80	93.55	71.50	22.05	28.4%	2.28	2.9%	28%	False	False	50,437
100	93.55	71.50	22.05	28.4%	2.13	2.7%	28%	False	False	50,497

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	0.33
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	86.50
2.618	83.46
1.618	81.60
1.000	80.45
0.618	79.74
HIGH	78.59
0.618	77.88
0.500	77.66
0.382	77.44
LOW	76.73
0.618	75.58
1.000	74.87
1.618	73.72
2.618	71.86
4.250	68.83

Fisher Pivots for day following 17-Aug-2010
Pivot	1 day	3 day
R1	77.72	77.68
PP	77.69	77.61
S1	77.66	77.54

Download as Excel Spreadsheet

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

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