NYMEX Light Sweet Crude Oil Future February 2011

Trading Metrics calculated at close of trading on 07-Sep-2010

Day Change Summary
	Previous	Current
	03-Sep-2010	07-Sep-2010	Change	Change %	Previous Week
Open	79.04	79.61	0.57	0.7%	78.89
High	79.65	79.88	0.23	0.3%	79.65
Low	77.61	77.75	0.14	0.2%	76.61
Close	79.04	79.61	0.57	0.7%	79.04
Range	2.04	2.13	0.09	4.4%	3.04
ATR	1.70	1.73	0.03	1.8%	0.00
Volume	8,866	8,765	-101	-1.1%	67,556

Daily Pivots for day following 07-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.47	84.67	80.78
R3	83.34	82.54	80.20
R2	81.21	81.21	80.00
R1	80.41	80.41	79.81	80.68
PP	79.08	79.08	79.08	79.21
S1	78.28	78.28	79.41	78.55
S2	76.95	76.95	79.22
S3	74.82	76.15	79.02
S4	72.69	74.02	78.44

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.55	86.34	80.71
R3	84.51	83.30	79.88
R2	81.47	81.47	79.60
R1	80.26	80.26	79.32	80.87
PP	78.43	78.43	78.43	78.74
S1	77.22	77.22	78.76	77.83
S2	75.39	75.39	78.48
S3	72.35	74.18	78.20
S4	69.31	71.14	77.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.88	76.61	3.27	4.1%	2.00	2.5%	92%	True	False	12,231
10	79.88	73.76	6.12	7.7%	1.76	2.2%	96%	True	False	11,197
20	83.38	73.76	9.62	12.1%	1.62	2.0%	61%	False	False	8,760
40	85.34	73.76	11.58	14.5%	1.47	1.8%	51%	False	False	6,464
60	85.34	73.76	11.58	14.5%	1.31	1.6%	51%	False	False	5,046

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	0.44
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	88.93
2.618	85.46
1.618	83.33
1.000	82.01
0.618	81.20
HIGH	79.88
0.618	79.07
0.500	78.82
0.382	78.56
LOW	77.75
0.618	76.43
1.000	75.62
1.618	74.30
2.618	72.17
4.250	68.70

Fisher Pivots for day following 07-Sep-2010
Pivot	1 day	3 day
R1	79.35	79.32
PP	79.08	79.02
S1	78.82	78.73

Download as Excel Spreadsheet

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

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