NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 03-Sep-2010

Day Change Summary
	Previous	Current
	02-Sep-2010	03-Sep-2010	Change	Change %	Previous Week
Open	78.86	79.69	0.83	1.1%	79.75
High	79.91	80.26	0.35	0.4%	80.26
Low	78.24	78.25	0.01	0.0%	77.26
Close	79.88	79.69	-0.19	-0.2%	79.69
Range	1.67	2.01	0.34	20.4%	3.00
ATR	1.68	1.71	0.02	1.4%	0.00
Volume	14,628	11,169	-3,459	-23.6%	59,828

Daily Pivots for day following 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.43	84.57	80.80
R3	83.42	82.56	80.24
R2	81.41	81.41	80.06
R1	80.55	80.55	79.87	80.70
PP	79.40	79.40	79.40	79.47
S1	78.54	78.54	79.51	78.69
S2	77.39	77.39	79.32
S3	75.38	76.53	79.14
S4	73.37	74.52	78.58

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.07	86.88	81.34
R3	85.07	83.88	80.52
R2	82.07	82.07	80.24
R1	80.88	80.88	79.97	79.98
PP	79.07	79.07	79.07	78.62
S1	77.88	77.88	79.42	76.98
S2	76.07	76.07	79.14
S3	73.07	74.88	78.87
S4	70.07	71.88	78.04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.26	77.26	3.00	3.8%	1.68	2.1%	81%	True	False	11,965
10	80.26	74.29	5.97	7.5%	1.66	2.1%	90%	True	False	9,343
20	84.76	74.29	10.47	13.1%	1.48	1.9%	52%	False	False	7,629
40	85.62	74.29	11.33	14.2%	1.45	1.8%	48%	False	False	5,498

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	0.39
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	88.80
2.618	85.52
1.618	83.51
1.000	82.27
0.618	81.50
HIGH	80.26
0.618	79.49
0.500	79.26
0.382	79.02
LOW	78.25
0.618	77.01
1.000	76.24
1.618	75.00
2.618	72.99
4.250	69.71

Fisher Pivots for day following 03-Sep-2010
Pivot	1 day	3 day
R1	79.55	79.50
PP	79.40	79.31
S1	79.26	79.12

Download as Excel Spreadsheet

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

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