NYMEX Light Sweet Crude Oil Future March 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	77.53	76.75	-0.78	-1.0%	78.37
High	77.53	77.57	0.04	0.1%	80.08
Low	76.64	75.99	-0.65	-0.8%	76.64
Close	76.96	76.31	-0.65	-0.8%	76.96
Range	0.89	1.58	0.69	77.5%	3.44
ATR	1.57	1.57	0.00	0.0%	0.00
Volume	5,681	4,279	-1,402	-24.7%	25,664

Daily Pivots for day following 23-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	81.36	80.42	77.18
R3	79.78	78.84	76.74
R2	78.20	78.20	76.60
R1	77.26	77.26	76.45	76.94
PP	76.62	76.62	76.62	76.47
S1	75.68	75.68	76.17	75.36
S2	75.04	75.04	76.02
S3	73.46	74.10	75.88
S4	71.88	72.52	75.44

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.21	86.03	78.85
R3	84.77	82.59	77.91
R2	81.33	81.33	77.59
R1	79.15	79.15	77.28	78.52
PP	77.89	77.89	77.89	77.58
S1	75.71	75.71	76.64	75.08
S2	74.45	74.45	76.33
S3	71.01	72.27	76.01
S4	67.57	68.83	75.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.08	75.99	4.09	5.4%	1.44	1.9%	8%	False	True	5,402
10	83.61	75.99	7.62	10.0%	1.39	1.8%	4%	False	True	5,819
20	85.62	75.99	9.63	12.6%	1.39	1.8%	3%	False	True	4,988
40	85.62	74.92	10.70	14.0%	1.40	1.8%	13%	False	False	3,853

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

Fibonacci Retracements and Extensions
4.250	84.29
2.618	81.71
1.618	80.13
1.000	79.15
0.618	78.55
HIGH	77.57
0.618	76.97
0.500	76.78
0.382	76.59
LOW	75.99
0.618	75.01
1.000	74.41
1.618	73.43
2.618	71.85
4.250	69.28

Fisher Pivots for day following 23-Aug-2010
Pivot	1 day	3 day
R1	76.78	77.65
PP	76.62	77.20
S1	76.47	76.76

Download as Excel Spreadsheet

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

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