NYMEX Light Sweet Crude Oil Future January 2011

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	77.45	78.45	1.00	1.3%	83.11
High	78.00	79.07	1.07	1.4%	83.86
Low	77.09	77.44	0.35	0.5%	77.14
Close	77.45	78.45	1.00	1.3%	77.49
Range	0.91	1.63	0.72	79.1%	6.72
ATR	1.75	1.74	-0.01	-0.5%	0.00
Volume	6,525	7,690	1,165	17.9%	61,561

Daily Pivots for day following 17-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.21	82.46	79.35
R3	81.58	80.83	78.90
R2	79.95	79.95	78.75
R1	79.20	79.20	78.60	79.27
PP	78.32	78.32	78.32	78.35
S1	77.57	77.57	78.30	77.64
S2	76.69	76.69	78.15
S3	75.06	75.94	78.00
S4	73.43	74.31	77.55

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	99.66	95.29	81.19
R3	92.94	88.57	79.34
R2	86.22	86.22	78.72
R1	81.85	81.85	78.11	80.68
PP	79.50	79.50	79.50	78.91
S1	75.13	75.13	76.87	73.96
S2	72.78	72.78	76.26
S3	66.06	68.41	75.64
S4	59.34	61.69	73.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.62	77.09	4.53	5.8%	1.62	2.1%	30%	False	False	11,283
10	84.73	77.09	7.64	9.7%	1.47	1.9%	18%	False	False	10,007
20	84.73	77.09	7.64	9.7%	1.63	2.1%	18%	False	False	9,200
40	84.73	74.02	10.71	13.7%	1.68	2.1%	41%	False	False	7,065
60	84.73	72.06	12.67	16.2%	1.69	2.1%	50%	False	False	6,413
80	93.29	72.06	21.23	27.1%	1.75	2.2%	30%	False	False	6,103

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 3 trading days

Fibonacci Retracements and Extensions
4.250	86.00
2.618	83.34
1.618	81.71
1.000	80.70
0.618	80.08
HIGH	79.07
0.618	78.45
0.500	78.26
0.382	78.06
LOW	77.44
0.618	76.43
1.000	75.81
1.618	74.80
2.618	73.17
4.250	70.51

Fisher Pivots for day following 17-Aug-2010
Pivot	1 day	3 day
R1	78.39	78.33
PP	78.32	78.20
S1	78.26	78.08

Download as Excel Spreadsheet

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

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