NYMEX Light Sweet Crude Oil Future February 2011

Trading Metrics calculated at close of trading on 02-Aug-2010

Day Change Summary
	Previous	Current
	30-Jul-2010	02-Aug-2010	Change	Change %	Previous Week
Open	80.44	81.75	1.31	1.6%	81.23
High	81.53	83.91	2.38	2.9%	81.79
Low	80.20	81.75	1.55	1.9%	78.81
Close	81.55	83.74	2.19	2.7%	81.55
Range	1.33	2.16	0.83	62.4%	2.98
ATR	1.55	1.60	0.06	3.8%	0.00
Volume	4,392	3,015	-1,377	-31.4%	23,706

Daily Pivots for day following 02-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.61	88.84	84.93
R3	87.45	86.68	84.33
R2	85.29	85.29	84.14
R1	84.52	84.52	83.94	84.91
PP	83.13	83.13	83.13	83.33
S1	82.36	82.36	83.54	82.75
S2	80.97	80.97	83.34
S3	78.81	80.20	83.15
S4	76.65	78.04	82.55

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.66	88.58	83.19
R3	86.68	85.60	82.37
R2	83.70	83.70	82.10
R1	82.62	82.62	81.82	83.16
PP	80.72	80.72	80.72	80.99
S1	79.64	79.64	81.28	80.18
S2	77.74	77.74	81.00
S3	74.76	76.66	80.73
S4	71.78	73.68	79.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.91	78.81	5.10	6.1%	1.81	2.2%	97%	True	False	4,790
10	83.91	78.44	5.47	6.5%	1.47	1.8%	97%	True	False	4,536
20	83.91	75.04	8.87	10.6%	1.33	1.6%	98%	True	False	3,355
40	83.91	74.37	9.54	11.4%	1.21	1.4%	98%	True	False	2,930

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.20
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	93.09
2.618	89.56
1.618	87.40
1.000	86.07
0.618	85.24
HIGH	83.91
0.618	83.08
0.500	82.83
0.382	82.58
LOW	81.75
0.618	80.42
1.000	79.59
1.618	78.26
2.618	76.10
4.250	72.57

Fisher Pivots for day following 02-Aug-2010
Pivot	1 day	3 day
R1	83.44	83.01
PP	83.13	82.28
S1	82.83	81.55

Download as Excel Spreadsheet

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

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