NYMEX Light Sweet Crude Oil Future April 2011

Trading Metrics calculated at close of trading on 12-Aug-2010

Day Change Summary
	Previous	Current
	11-Aug-2010	12-Aug-2010	Change	Change %	Previous Week
Open	81.73	79.17	-2.56	-3.1%	84.54
High	81.95	80.96	-0.99	-1.2%	85.70
Low	81.63	79.42	-2.21	-2.7%	83.84
Close	81.73	79.17	-2.56	-3.1%	84.22
Range	0.32	1.54	1.22	381.3%	1.86
ATR	1.04	1.13	0.09	8.8%	0.00
Volume	2,606	4,706	2,100	80.6%	8,996

Daily Pivots for day following 12-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.47	83.36	80.02
R3	82.93	81.82	79.59
R2	81.39	81.39	79.45
R1	80.28	80.28	79.31	79.94
PP	79.85	79.85	79.85	79.68
S1	78.74	78.74	79.03	78.40
S2	78.31	78.31	78.89
S3	76.77	77.20	78.75
S4	75.23	75.66	78.32

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.17	89.05	85.24
R3	88.31	87.19	84.73
R2	86.45	86.45	84.56
R1	85.33	85.33	84.39	84.96
PP	84.59	84.59	84.59	84.40
S1	83.47	83.47	84.05	83.10
S2	82.73	82.73	83.88
S3	80.87	81.61	83.71
S4	79.01	79.75	83.20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.19	79.42	5.77	7.3%	0.54	0.7%	-4%	False	True	3,134
10	85.70	79.42	6.28	7.9%	0.47	0.6%	-4%	False	True	2,452
20	85.70	79.15	6.55	8.3%	0.58	0.7%	0%	False	False	1,988

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	-0.10
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	87.51
2.618	84.99
1.618	83.45
1.000	82.50
0.618	81.91
HIGH	80.96
0.618	80.37
0.500	80.19
0.382	80.01
LOW	79.42
0.618	78.47
1.000	77.88
1.618	76.93
2.618	75.39
4.250	72.88

Fisher Pivots for day following 12-Aug-2010
Pivot	1 day	3 day
R1	80.19	81.81
PP	79.85	80.93
S1	79.51	80.05

Download as Excel Spreadsheet

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

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