NYMEX Light Sweet Crude Oil Future February 2011

Trading Metrics calculated at close of trading on 16-Aug-2010

Day Change Summary
	Previous	Current
	13-Aug-2010	16-Aug-2010	Change	Change %	Previous Week
Open	77.97	77.95	-0.02	0.0%	84.23
High	79.00	78.54	-0.46	-0.6%	84.30
Low	77.60	77.58	-0.02	0.0%	77.60
Close	77.97	77.95	-0.02	0.0%	77.97
Range	1.40	0.96	-0.44	-31.4%	6.70
ATR	1.62	1.58	-0.05	-2.9%	0.00
Volume	7,509	2,798	-4,711	-62.7%	32,449

Daily Pivots for day following 16-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	80.90	80.39	78.48
R3	79.94	79.43	78.21
R2	78.98	78.98	78.13
R1	78.47	78.47	78.04	78.43
PP	78.02	78.02	78.02	78.01
S1	77.51	77.51	77.86	77.47
S2	77.06	77.06	77.77
S3	76.10	76.55	77.69
S4	75.14	75.59	77.42

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	100.06	95.71	81.66
R3	93.36	89.01	79.81
R2	86.66	86.66	79.20
R1	82.31	82.31	78.58	81.14
PP	79.96	79.96	79.96	79.37
S1	75.61	75.61	77.36	74.44
S2	73.26	73.26	76.74
S3	66.56	68.91	76.13
S4	59.86	62.21	74.29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.38	77.58	5.80	7.4%	1.51	1.9%	6%	False	True	5,895
10	85.34	77.58	7.76	10.0%	1.28	1.6%	5%	False	True	5,699
20	85.34	77.58	7.76	10.0%	1.37	1.8%	5%	False	True	5,118
40	85.34	74.37	10.97	14.1%	1.26	1.6%	33%	False	False	3,566
60	85.34	72.76	12.58	16.1%	1.19	1.5%	41%	False	False	3,389

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.26
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	82.62
2.618	81.05
1.618	80.09
1.000	79.50
0.618	79.13
HIGH	78.54
0.618	78.17
0.500	78.06
0.382	77.95
LOW	77.58
0.618	76.99
1.000	76.62
1.618	76.03
2.618	75.07
4.250	73.50

Fisher Pivots for day following 16-Aug-2010
Pivot	1 day	3 day
R1	78.06	79.12
PP	78.02	78.73
S1	77.99	78.34

Download as Excel Spreadsheet

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

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