NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 31-Aug-2010

Day Change Summary
	Previous	Current
	30-Aug-2010	31-Aug-2010	Change	Change %	Previous Week
Open	79.75	77.68	-2.07	-2.6%	76.75
High	79.75	79.55	-0.20	-0.3%	79.63
Low	78.93	77.26	-1.67	-2.1%	74.29
Close	79.51	77.68	-1.83	-2.3%	79.43
Range	0.82	2.29	1.47	179.3%	5.34
ATR	1.62	1.67	0.05	3.0%	0.00
Volume	11,349	8,759	-2,590	-22.8%	33,605

Daily Pivots for day following 31-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.03	83.65	78.94
R3	82.74	81.36	78.31
R2	80.45	80.45	78.10
R1	79.07	79.07	77.89	78.83
PP	78.16	78.16	78.16	78.04
S1	76.78	76.78	77.47	76.54
S2	75.87	75.87	77.26
S3	73.58	74.49	77.05
S4	71.29	72.20	76.42

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.80	91.96	82.37
R3	88.46	86.62	80.90
R2	83.12	83.12	80.41
R1	81.28	81.28	79.92	82.20
PP	77.78	77.78	77.78	78.25
S1	75.94	75.94	78.94	76.86
S2	72.44	72.44	78.45
S3	67.10	70.60	77.96
S4	61.76	65.26	76.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.75	74.29	5.46	7.0%	1.79	2.3%	62%	False	False	8,775
10	79.75	74.29	5.46	7.0%	1.52	2.0%	62%	False	False	7,420
20	85.62	74.29	11.33	14.6%	1.39	1.8%	30%	False	False	6,398
40	85.62	74.29	11.33	14.6%	1.42	1.8%	30%	False	False	4,682

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.28
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	89.28
2.618	85.55
1.618	83.26
1.000	81.84
0.618	80.97
HIGH	79.55
0.618	78.68
0.500	78.41
0.382	78.13
LOW	77.26
0.618	75.84
1.000	74.97
1.618	73.55
2.618	71.26
4.250	67.53

Fisher Pivots for day following 31-Aug-2010
Pivot	1 day	3 day
R1	78.41	78.34
PP	78.16	78.12
S1	77.92	77.90

Download as Excel Spreadsheet

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

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