NYMEX Light Sweet Crude Oil Future April 2011

Trading Metrics calculated at close of trading on 24-Aug-2010

Day Change Summary
	Previous	Current
	23-Aug-2010	24-Aug-2010	Change	Change %	Previous Week
Open	76.79	75.64	-1.15	-1.5%	79.25
High	76.88	76.00	-0.88	-1.1%	80.46
Low	76.55	75.64	-0.91	-1.2%	77.24
Close	76.79	75.64	-1.15	-1.5%	77.42
Range	0.33	0.36	0.03	9.1%	3.22
ATR	1.15	1.15	0.00	0.0%	0.00
Volume	2,282	1,776	-506	-22.2%	13,113

Daily Pivots for day following 24-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	76.84	76.60	75.84
R3	76.48	76.24	75.74
R2	76.12	76.12	75.71
R1	75.88	75.88	75.67	75.82
PP	75.76	75.76	75.76	75.73
S1	75.52	75.52	75.61	75.46
S2	75.40	75.40	75.57
S3	75.04	75.16	75.54
S4	74.68	74.80	75.44

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	80.21	75.64	4.57	6.0%	0.81	1.1%	0%	False	True	2,768
10	81.95	75.64	6.31	8.3%	0.90	1.2%	0%	False	True	3,340
20	85.70	75.64	10.06	13.3%	0.62	0.8%	0%	False	True	2,660

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	0.08
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	77.53
2.618	76.94
1.618	76.58
1.000	76.36
0.618	76.22
HIGH	76.00
0.618	75.86
0.500	75.82
0.382	75.78
LOW	75.64
0.618	75.42
1.000	75.28
1.618	75.06
2.618	74.70
4.250	74.11

Fisher Pivots for day following 24-Aug-2010
Pivot	1 day	3 day
R1	75.82	76.65
PP	75.76	76.31
S1	75.70	75.98

Download as Excel Spreadsheet

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

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