NYMEX Light Sweet Crude Oil Future April 2011

Trading Metrics calculated at close of trading on 31-Aug-2010

Day Change Summary
	Previous	Current
	30-Aug-2010	31-Aug-2010	Change	Change %	Previous Week
Open	79.98	79.01	-0.97	-1.2%	76.79
High	79.77	79.92	0.15	0.2%	80.13
Low	79.65	77.94	-1.71	-2.1%	74.98
Close	79.98	78.14	-1.84	-2.3%	79.90
Range	0.12	1.98	1.86	1,550.0%	5.15
ATR	1.15	1.22	0.06	5.5%	0.00
Volume	5,691	3,723	-1,968	-34.6%	16,874

Daily Pivots for day following 31-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.61	83.35	79.23
R3	82.63	81.37	78.68
R2	80.65	80.65	78.50
R1	79.39	79.39	78.32	79.03
PP	78.67	78.67	78.67	78.49
S1	77.41	77.41	77.96	77.05
S2	76.69	76.69	77.78
S3	74.71	75.43	77.60
S4	72.73	73.45	77.05

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	6.6%	0.99	1.3%	61%	False	False	4,446
10	80.21	74.98	5.23	6.7%	0.90	1.2%	60%	False	False	3,607
20	85.70	74.98	10.72	13.7%	0.77	1.0%	29%	False	False	3,447

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.05
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	88.34
2.618	85.10
1.618	83.12
1.000	81.90
0.618	81.14
HIGH	79.92
0.618	79.16
0.500	78.93
0.382	78.70
LOW	77.94
0.618	76.72
1.000	75.96
1.618	74.74
2.618	72.76
4.250	69.53

Fisher Pivots for day following 31-Aug-2010
Pivot	1 day	3 day
R1	78.93	79.04
PP	78.67	78.74
S1	78.40	78.44

Download as Excel Spreadsheet

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

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