NYMEX Light Sweet Crude Oil Future April 2011

Trading Metrics calculated at close of trading on 30-Aug-2010

Day Change Summary
	Previous	Current
	27-Aug-2010	30-Aug-2010	Change	Change %	Previous Week
Open	79.90	79.98	0.08	0.1%	76.79
High	80.13	79.77	-0.36	-0.4%	80.13
Low	78.28	79.65	1.37	1.8%	74.98
Close	79.90	79.98	0.08	0.1%	79.90
Range	1.85	0.12	-1.73	-93.5%	5.15
ATR	1.22	1.15	-0.07	-5.7%	0.00
Volume	6,325	5,691	-634	-10.0%	16,874

Daily Pivots for day following 30-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	80.16	80.19	80.05
R3	80.04	80.07	80.01
R2	79.92	79.92	80.00
R1	79.95	79.95	79.99	80.04
PP	79.80	79.80	79.80	79.85
S1	79.83	79.83	79.97	79.92
S2	79.68	79.68	79.96
S3	79.56	79.71	79.95
S4	79.44	79.59	79.91

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.79	91.99	82.73
R3	88.64	86.84	81.32
R2	83.49	83.49	80.84
R1	81.69	81.69	80.37	82.59
PP	78.34	78.34	78.34	78.79
S1	76.54	76.54	79.43	77.44
S2	73.19	73.19	78.96
S3	68.04	71.39	78.48
S4	62.89	66.24	77.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.13	74.98	5.15	6.4%	0.67	0.8%	97%	False	False	4,056
10	80.46	74.98	5.48	6.9%	0.87	1.1%	91%	False	False	3,352
20	85.70	74.98	10.72	13.4%	0.70	0.9%	47%	False	False	3,340

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.01
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	80.28
2.618	80.08
1.618	79.96
1.000	79.89
0.618	79.84
HIGH	79.77
0.618	79.72
0.500	79.71
0.382	79.70
LOW	79.65
0.618	79.58
1.000	79.53
1.618	79.46
2.618	79.34
4.250	79.14

Fisher Pivots for day following 30-Aug-2010
Pivot	1 day	3 day
R1	79.89	79.63
PP	79.80	79.27
S1	79.71	78.92

Download as Excel Spreadsheet

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

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