NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 02-Sep-2010

Day Change Summary
	Previous	Current
	01-Sep-2010	02-Sep-2010	Change	Change %	Previous Week
Open	79.37	78.86	-0.51	-0.6%	76.75
High	79.60	79.91	0.31	0.4%	79.63
Low	77.98	78.24	0.26	0.3%	74.29
Close	79.37	79.88	0.51	0.6%	79.43
Range	1.62	1.67	0.05	3.1%	5.34
ATR	1.68	1.68	0.00	-0.1%	0.00
Volume	13,923	14,628	705	5.1%	33,605

Daily Pivots for day following 02-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.35	83.79	80.80
R3	82.68	82.12	80.34
R2	81.01	81.01	80.19
R1	80.45	80.45	80.03	80.73
PP	79.34	79.34	79.34	79.49
S1	78.78	78.78	79.73	79.06
S2	77.67	77.67	79.57
S3	76.00	77.11	79.42
S4	74.33	75.44	78.96

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	79.91	76.92	2.99	3.7%	1.82	2.3%	99%	True	False	12,640
10	79.91	74.29	5.62	7.0%	1.55	1.9%	99%	True	False	8,794
20	85.16	74.29	10.87	13.6%	1.48	1.9%	51%	False	False	7,270
40	85.62	74.29	11.33	14.2%	1.43	1.8%	49%	False	False	5,261

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	0.33
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	87.01
2.618	84.28
1.618	82.61
1.000	81.58
0.618	80.94
HIGH	79.91
0.618	79.27
0.500	79.08
0.382	78.88
LOW	78.24
0.618	77.21
1.000	76.57
1.618	75.54
2.618	73.87
4.250	71.14

Fisher Pivots for day following 02-Sep-2010
Pivot	1 day	3 day
R1	79.61	79.45
PP	79.34	79.02
S1	79.08	78.59

Download as Excel Spreadsheet

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

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