NYMEX Light Sweet Crude Oil Future February 2011

Trading Metrics calculated at close of trading on 23-Aug-2010

Day Change Summary
	Previous	Current
	20-Aug-2010	23-Aug-2010	Change	Change %	Previous Week
Open	76.45	76.92	0.47	0.6%	77.95
High	77.37	77.06	-0.31	-0.4%	79.57
Low	76.12	75.47	-0.65	-0.9%	76.12
Close	76.45	75.78	-0.67	-0.9%	76.45
Range	1.25	1.59	0.34	27.2%	3.45
ATR	1.55	1.55	0.00	0.2%	0.00
Volume	5,970	6,045	75	1.3%	30,507

Daily Pivots for day following 23-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	80.87	79.92	76.65
R3	79.28	78.33	76.22
R2	77.69	77.69	76.07
R1	76.74	76.74	75.93	76.42
PP	76.10	76.10	76.10	75.95
S1	75.15	75.15	75.63	74.83
S2	74.51	74.51	75.49
S3	72.92	73.56	75.34
S4	71.33	71.97	74.91

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.73	85.54	78.35
R3	84.28	82.09	77.40
R2	80.83	80.83	77.08
R1	78.64	78.64	76.77	78.01
PP	77.38	77.38	77.38	77.07
S1	75.19	75.19	76.13	74.56
S2	73.93	73.93	75.82
S3	70.48	71.74	75.50
S4	67.03	68.29	74.55

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.57	75.47	4.10	5.4%	1.45	1.9%	8%	False	True	6,750
10	83.38	75.47	7.91	10.4%	1.48	1.9%	4%	False	True	6,323
20	85.34	75.47	9.87	13.0%	1.45	1.9%	3%	False	True	5,735
40	85.34	74.37	10.97	14.5%	1.30	1.7%	13%	False	False	4,232
60	85.34	74.37	10.97	14.5%	1.20	1.6%	13%	False	False	3,666

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	83.82
2.618	81.22
1.618	79.63
1.000	78.65
0.618	78.04
HIGH	77.06
0.618	76.45
0.500	76.27
0.382	76.08
LOW	75.47
0.618	74.49
1.000	73.88
1.618	72.90
2.618	71.31
4.250	68.71

Fisher Pivots for day following 23-Aug-2010
Pivot	1 day	3 day
R1	76.27	76.99
PP	76.10	76.59
S1	75.94	76.18

Download as Excel Spreadsheet

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

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