NYMEX Light Sweet Crude Oil Future May 2011

Trading Metrics calculated at close of trading on 09-Sep-2010

Day Change Summary
	Previous	Current
	08-Sep-2010	09-Sep-2010	Change	Change %	Previous Week
Open	81.53	80.69	-0.84	-1.0%	80.42
High	81.26	80.72	-0.54	-0.7%	80.84
Low	81.19	80.65	-0.54	-0.7%	78.63
Close	81.53	80.69	-0.84	-1.0%	80.57
Range	0.07	0.07	0.00	0.0%	2.21
ATR	1.17	1.15	-0.02	-1.8%	0.00
Volume	2,859	3,622	763	26.7%	18,566

Daily Pivots for day following 09-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	80.90	80.86	80.73
R3	80.83	80.79	80.71
R2	80.76	80.76	80.70
R1	80.72	80.72	80.70	80.73
PP	80.69	80.69	80.69	80.69
S1	80.65	80.65	80.68	80.66
S2	80.62	80.62	80.68
S3	80.55	80.58	80.67
S4	80.48	80.51	80.65

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	81.30	79.35	1.95	2.4%	0.58	0.7%	69%	False	False	3,133
10	81.30	78.15	3.15	3.9%	0.70	0.9%	81%	False	False	3,311
20	81.30	75.91	5.39	6.7%	0.78	1.0%	89%	False	False	3,216

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	-0.07

Fibonacci Retracements and Extensions
4.250	81.02
2.618	80.90
1.618	80.83
1.000	80.79
0.618	80.76
HIGH	80.72
0.618	80.69
0.500	80.69
0.382	80.68
LOW	80.65
0.618	80.61
1.000	80.58
1.618	80.54
2.618	80.47
4.250	80.35

Fisher Pivots for day following 09-Sep-2010
Pivot	1 day	3 day
R1	80.69	80.58
PP	80.69	80.46
S1	80.69	80.35

Download as Excel Spreadsheet

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

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