NYMEX Light Sweet Crude Oil Future February 2011

Trading Metrics calculated at close of trading on 30-Aug-2010

Day Change Summary
	Previous	Current
	27-Aug-2010	30-Aug-2010	Change	Change %	Previous Week
Open	76.58	78.89	2.31	3.0%	76.92
High	79.03	79.18	0.15	0.2%	79.03
Low	76.29	78.33	2.04	2.7%	73.76
Close	78.84	78.89	0.05	0.1%	78.84
Range	2.74	0.85	-1.89	-69.0%	5.27
ATR	1.66	1.61	-0.06	-3.5%	0.00
Volume	16,118	15,163	-955	-5.9%	41,697

Daily Pivots for day following 30-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	81.35	80.97	79.36
R3	80.50	80.12	79.12
R2	79.65	79.65	79.05
R1	79.27	79.27	78.97	79.32
PP	78.80	78.80	78.80	78.82
S1	78.42	78.42	78.81	78.47
S2	77.95	77.95	78.73
S3	77.10	77.57	78.66
S4	76.25	76.72	78.42

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.02	91.20	81.74
R3	87.75	85.93	80.29
R2	82.48	82.48	79.81
R1	80.66	80.66	79.32	81.57
PP	77.21	77.21	77.21	77.67
S1	75.39	75.39	78.36	76.30
S2	71.94	71.94	77.87
S3	66.67	70.12	77.39
S4	61.40	64.85	75.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.18	73.76	5.42	6.9%	1.52	1.9%	95%	True	False	10,163
10	79.57	73.76	5.81	7.4%	1.48	1.9%	88%	False	False	8,456
20	85.34	73.76	11.58	14.7%	1.38	1.7%	44%	False	False	7,078
40	85.34	73.76	11.58	14.7%	1.36	1.7%	44%	False	False	5,216
60	85.34	73.76	11.58	14.7%	1.26	1.6%	44%	False	False	4,313

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.31
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	82.79
2.618	81.41
1.618	80.56
1.000	80.03
0.618	79.71
HIGH	79.18
0.618	78.86
0.500	78.76
0.382	78.65
LOW	78.33
0.618	77.80
1.000	77.48
1.618	76.95
2.618	76.10
4.250	74.72

Fisher Pivots for day following 30-Aug-2010
Pivot	1 day	3 day
R1	78.85	78.50
PP	78.80	78.10
S1	78.76	77.71

Download as Excel Spreadsheet

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

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