NYMEX Light Sweet Crude Oil Future May 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	80.42	78.57	-1.85	-2.3%	77.24
High	80.26	79.19	-1.07	-1.3%	80.57
Low	80.20	78.63	-1.57	-2.0%	75.91
Close	80.42	78.57	-1.85	-2.3%	80.35
Range	0.06	0.56	0.50	833.3%	4.66
ATR	1.16	1.20	0.05	3.9%	0.00
Volume	4,759	3,495	-1,264	-26.6%	13,159

Daily Pivots for day following 31-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	80.48	80.08	78.88
R3	79.92	79.52	78.72
R2	79.36	79.36	78.67
R1	78.96	78.96	78.62	78.85
PP	78.80	78.80	78.80	78.74
S1	78.40	78.40	78.52	78.29
S2	78.24	78.24	78.47
S3	77.68	77.84	78.42
S4	77.12	77.28	78.26

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.92	91.30	82.91
R3	88.26	86.64	81.63
R2	83.60	83.60	81.20
R1	81.98	81.98	80.78	82.79
PP	78.94	78.94	78.94	79.35
S1	77.32	77.32	79.92	78.13
S2	74.28	74.28	79.50
S3	69.62	72.66	79.07
S4	64.96	68.00	77.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.57	75.91	4.66	5.9%	0.78	1.0%	57%	False	False	3,584
10	80.64	75.91	4.73	6.0%	0.80	1.0%	56%	False	False	3,344
20	86.21	75.91	10.30	13.1%	0.77	1.0%	26%	False	False	2,888

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	0.03
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.57
2.618	80.66
1.618	80.10
1.000	79.75
0.618	79.54
HIGH	79.19
0.618	78.98
0.500	78.91
0.382	78.84
LOW	78.63
0.618	78.28
1.000	78.07
1.618	77.72
2.618	77.16
4.250	76.25

Fisher Pivots for day following 31-Aug-2010
Pivot	1 day	3 day
R1	78.91	79.46
PP	78.80	79.16
S1	78.68	78.87

Download as Excel Spreadsheet

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

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