NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 06-Aug-2010

Day Change Summary
	Previous	Current
	05-Aug-2010	06-Aug-2010	Change	Change %	Previous Week
Open	84.93	85.16	0.23	0.3%	82.55
High	84.93	85.16	0.23	0.3%	85.62
Low	84.38	83.20	-1.18	-1.4%	82.55
Close	84.80	83.83	-0.97	-1.1%	83.83
Range	0.55	1.96	1.41	256.4%	3.07
ATR	1.53	1.56	0.03	2.0%	0.00
Volume	4,472	3,988	-484	-10.8%	21,479

Daily Pivots for day following 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.94	88.85	84.91
R3	87.98	86.89	84.37
R2	86.02	86.02	84.19
R1	84.93	84.93	84.01	84.50
PP	84.06	84.06	84.06	83.85
S1	82.97	82.97	83.65	82.54
S2	82.10	82.10	83.47
S3	80.14	81.01	83.29
S4	78.18	79.05	82.75

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.21	91.59	85.52
R3	90.14	88.52	84.67
R2	87.07	87.07	84.39
R1	85.45	85.45	84.11	86.26
PP	84.00	84.00	84.00	84.41
S1	82.38	82.38	83.55	83.19
S2	80.93	80.93	83.27
S3	77.86	79.31	82.99
S4	74.79	76.24	82.14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.62	82.55	3.07	3.7%	1.36	1.6%	42%	False	False	4,295
10	85.62	79.23	6.39	7.6%	1.43	1.7%	72%	False	False	3,953
20	85.62	78.01	7.61	9.1%	1.42	1.7%	76%	False	False	3,366

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	93.49
2.618	90.29
1.618	88.33
1.000	87.12
0.618	86.37
HIGH	85.16
0.618	84.41
0.500	84.18
0.382	83.95
LOW	83.20
0.618	81.99
1.000	81.24
1.618	80.03
2.618	78.07
4.250	74.87

Fisher Pivots for day following 06-Aug-2010
Pivot	1 day	3 day
R1	84.18	84.41
PP	84.06	84.22
S1	83.95	84.02

Download as Excel Spreadsheet

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

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