NYMEX Light Sweet Crude Oil Future April 2011

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

Day Change Summary
	Previous	Current
	02-Aug-2010	03-Aug-2010	Change	Change %	Previous Week
Open	84.54	85.65	1.11	1.3%	81.98
High	84.58	85.65	1.07	1.3%	82.43
Low	83.84	84.91	1.07	1.3%	80.25
Close	84.54	85.65	1.11	1.3%	82.43
Range	0.74	0.74	0.00	0.0%	2.18
ATR	0.00	1.08	1.08		0.00
Volume	889	1,600	711	80.0%	6,828

Daily Pivots for day following 03-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.62	87.38	86.06
R3	86.88	86.64	85.85
R2	86.14	86.14	85.79
R1	85.90	85.90	85.72	86.02
PP	85.40	85.40	85.40	85.47
S1	85.16	85.16	85.58	85.28
S2	84.66	84.66	85.51
S3	83.92	84.42	85.45
S4	83.18	83.68	85.24

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.24	87.52	83.63
R3	86.06	85.34	83.03
R2	83.88	83.88	82.83
R1	83.16	83.16	82.63	83.52
PP	81.70	81.70	81.70	81.89
S1	80.98	80.98	82.23	81.34
S2	79.52	79.52	82.03
S3	77.34	78.80	81.83
S4	75.16	76.62	81.23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.65	80.25	5.40	6.3%	0.42	0.5%	100%	True	False	1,298
10	85.65	79.64	6.01	7.0%	0.55	0.6%	100%	True	False	1,658

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0.05

Fibonacci Retracements and Extensions
4.250	88.80
2.618	87.59
1.618	86.85
1.000	86.39
0.618	86.11
HIGH	85.65
0.618	85.37
0.500	85.28
0.382	85.19
LOW	84.91
0.618	84.45
1.000	84.17
1.618	83.71
2.618	82.97
4.250	81.77

Fisher Pivots for day following 03-Aug-2010
Pivot	1 day	3 day
R1	85.53	85.11
PP	85.40	84.58
S1	85.28	84.04

Download as Excel Spreadsheet

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

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