NYMEX Light Sweet Crude Oil Future June 2011

Trading Metrics calculated at close of trading on 04-Aug-2010

Day Change Summary
	Previous	Current
	03-Aug-2010	04-Aug-2010	Change	Change %	Previous Week
Open	85.26	85.90	0.64	0.8%	82.69
High	86.30	86.55	0.25	0.3%	83.23
Low	85.03	85.81	0.78	0.9%	80.61
Close	86.30	86.20	-0.10	-0.1%	83.22
Range	1.27	0.74	-0.53	-41.7%	2.62
ATR
Volume	10,219	11,370	1,151	11.3%	28,302

Daily Pivots for day following 04-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.41	88.04	86.61
R3	87.67	87.30	86.40
R2	86.93	86.93	86.34
R1	86.56	86.56	86.27	86.75
PP	86.19	86.19	86.19	86.28
S1	85.82	85.82	86.13	86.01
S2	85.45	85.45	86.06
S3	84.71	85.08	86.00
S4	83.97	84.34	85.79

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.21	89.34	84.66
R3	87.59	86.72	83.94
R2	84.97	84.97	83.70
R1	84.10	84.10	83.46	84.54
PP	82.35	82.35	82.35	82.57
S1	81.48	81.48	82.98	81.92
S2	79.73	79.73	82.74
S3	77.11	78.86	82.50
S4	74.49	76.24	81.78

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.55	81.02	5.53	6.4%	1.65	1.9%	94%	True	False	8,071
10	86.55	80.26	6.29	7.3%	1.64	1.9%	94%	True	False	6,761

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.35
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	89.70
2.618	88.49
1.618	87.75
1.000	87.29
0.618	87.01
HIGH	86.55
0.618	86.27
0.500	86.18
0.382	86.09
LOW	85.81
0.618	85.35
1.000	85.07
1.618	84.61
2.618	83.87
4.250	82.67

Fisher Pivots for day following 04-Aug-2010
Pivot	1 day	3 day
R1	86.19	85.80
PP	86.19	85.39
S1	86.18	84.99

Download as Excel Spreadsheet

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

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