NYMEX Light Sweet Crude Oil Future February 2011

Trading Metrics calculated at close of trading on 18-Aug-2010

Day Change Summary
	Previous	Current
	17-Aug-2010	18-Aug-2010	Change	Change %	Previous Week
Open	79.02	78.78	-0.24	-0.3%	84.23
High	79.57	78.89	-0.68	-0.9%	84.30
Low	78.02	77.50	-0.52	-0.7%	77.60
Close	79.02	78.61	-0.41	-0.5%	77.97
Range	1.55	1.39	-0.16	-10.3%	6.70
ATR	1.58	1.58	0.00	-0.3%	0.00
Volume	2,921	9,801	6,880	235.5%	32,449

Daily Pivots for day following 18-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.50	81.95	79.37
R3	81.11	80.56	78.99
R2	79.72	79.72	78.86
R1	79.17	79.17	78.74	78.75
PP	78.33	78.33	78.33	78.13
S1	77.78	77.78	78.48	77.36
S2	76.94	76.94	78.36
S3	75.55	76.39	78.23
S4	74.16	75.00	77.85

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	80.65	77.50	3.15	4.0%	1.56	2.0%	35%	False	True	5,694
10	84.56	77.50	7.06	9.0%	1.33	1.7%	16%	False	True	6,040
20	85.34	77.50	7.84	10.0%	1.38	1.8%	14%	False	True	5,438
40	85.34	74.37	10.97	14.0%	1.27	1.6%	39%	False	False	3,818
60	85.34	72.76	12.58	16.0%	1.21	1.5%	47%	False	False	3,483

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	84.80
2.618	82.53
1.618	81.14
1.000	80.28
0.618	79.75
HIGH	78.89
0.618	78.36
0.500	78.20
0.382	78.03
LOW	77.50
0.618	76.64
1.000	76.11
1.618	75.25
2.618	73.86
4.250	71.59

Fisher Pivots for day following 18-Aug-2010
Pivot	1 day	3 day
R1	78.47	78.59
PP	78.33	78.56
S1	78.20	78.54

Download as Excel Spreadsheet

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

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