NYMEX Light Sweet Crude Oil Future April 2011

Trading Metrics calculated at close of trading on 20-Aug-2010

Day Change Summary
	Previous	Current
	19-Aug-2010	20-Aug-2010	Change	Change %	Previous Week
Open	78.30	77.28	-1.02	-1.3%	79.25
High	80.21	77.66	-2.55	-3.2%	80.46
Low	78.26	77.24	-1.02	-1.3%	77.24
Close	78.30	77.42	-0.88	-1.1%	77.42
Range	1.95	0.42	-1.53	-78.5%	3.22
ATR	1.18	1.17	-0.01	-0.7%	0.00
Volume	2,428	1,955	-473	-19.5%	13,113

Daily Pivots for day following 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	78.70	78.48	77.65
R3	78.28	78.06	77.54
R2	77.86	77.86	77.50
R1	77.64	77.64	77.46	77.75
PP	77.44	77.44	77.44	77.50
S1	77.22	77.22	77.38	77.33
S2	77.02	77.02	77.34
S3	76.60	76.80	77.30
S4	76.18	76.38	77.19

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.03	85.95	79.19
R3	84.81	82.73	78.31
R2	81.59	81.59	78.01
R1	79.51	79.51	77.72	78.94
PP	78.37	78.37	78.37	78.09
S1	76.29	76.29	77.12	75.72
S2	75.15	75.15	76.83
S3	71.93	73.07	76.53
S4	68.71	69.85	75.65

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.46	77.24	3.22	4.2%	1.14	1.5%	6%	False	True	2,622
10	85.06	77.24	7.82	10.1%	0.88	1.1%	2%	False	True	3,614
20	85.70	77.24	8.46	10.9%	0.64	0.8%	2%	False	True	2,598

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	79.45
2.618	78.76
1.618	78.34
1.000	78.08
0.618	77.92
HIGH	77.66
0.618	77.50
0.500	77.45
0.382	77.40
LOW	77.24
0.618	76.98
1.000	76.82
1.618	76.56
2.618	76.14
4.250	75.46

Fisher Pivots for day following 20-Aug-2010
Pivot	1 day	3 day
R1	77.45	78.73
PP	77.44	78.29
S1	77.43	77.86

Download as Excel Spreadsheet

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

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