NYMEX Light Sweet Crude Oil Future May 2011

Trading Metrics calculated at close of trading on 03-Sep-2010

Day Change Summary
	Previous	Current
	02-Sep-2010	03-Sep-2010	Change	Change %	Previous Week
Open	80.80	80.57	-0.23	-0.3%	80.42
High	80.84	80.09	-0.75	-0.9%	80.84
Low	80.72	79.35	-1.37	-1.7%	78.63
Close	80.80	80.57	-0.23	-0.3%	80.57
Range	0.12	0.74	0.62	516.7%	2.21
ATR	1.19	1.21	0.02	1.6%	0.00
Volume	3,371	3,391	20	0.6%	18,566

Daily Pivots for day following 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.22	82.14	80.98
R3	81.48	81.40	80.77
R2	80.74	80.74	80.71
R1	80.66	80.66	80.64	80.94
PP	80.00	80.00	80.00	80.15
S1	79.92	79.92	80.50	80.20
S2	79.26	79.26	80.43
S3	78.52	79.18	80.37
S4	77.78	78.44	80.16

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.64	85.82	81.79
R3	84.43	83.61	81.18
R2	82.22	82.22	80.98
R1	81.40	81.40	80.77	81.81
PP	80.01	80.01	80.01	80.22
S1	79.19	79.19	80.37	79.60
S2	77.80	77.80	80.16
S3	75.59	76.98	79.96
S4	73.38	74.77	79.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.84	78.63	2.21	2.7%	0.54	0.7%	88%	False	False	3,713
10	80.84	75.91	4.93	6.1%	0.65	0.8%	95%	False	False	3,172
20	85.46	75.91	9.55	11.9%	0.78	1.0%	49%	False	False	3,154

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	-0.06
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	83.24
2.618	82.03
1.618	81.29
1.000	80.83
0.618	80.55
HIGH	80.09
0.618	79.81
0.500	79.72
0.382	79.63
LOW	79.35
0.618	78.89
1.000	78.61
1.618	78.15
2.618	77.41
4.250	76.21

Fisher Pivots for day following 03-Sep-2010
Pivot	1 day	3 day
R1	80.29	80.38
PP	80.00	80.19
S1	79.72	80.00

Download as Excel Spreadsheet

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

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