NYMEX Light Sweet Crude Oil Future June 2011

Trading Metrics calculated at close of trading on 06-Aug-2010

Day Change Summary
	Previous	Current
	05-Aug-2010	06-Aug-2010	Change	Change %	Previous Week
Open	85.76	84.94	-0.82	-1.0%	85.26
High	85.82	85.94	0.12	0.1%	86.55
Low	85.26	84.30	-0.96	-1.1%	83.42
Close	85.74	84.94	-0.80	-0.9%	84.94
Range	0.56	1.64	1.08	192.9%	3.13
ATR	0.00	1.59	1.59		0.00
Volume	8,853	7,291	-1,562	-17.6%	43,310

Daily Pivots for day following 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.98	89.10	85.84
R3	88.34	87.46	85.39
R2	86.70	86.70	85.24
R1	85.82	85.82	85.09	85.76
PP	85.06	85.06	85.06	85.03
S1	84.18	84.18	84.79	84.12
S2	83.42	83.42	84.64
S3	81.78	82.54	84.49
S4	80.14	80.90	84.04

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	94.36	92.78	86.66
R3	91.23	89.65	85.80
R2	88.10	88.10	85.51
R1	86.52	86.52	85.23	85.75
PP	84.97	84.97	84.97	84.58
S1	83.39	83.39	84.65	82.62
S2	81.84	81.84	84.37
S3	78.71	80.26	84.08
S4	75.58	77.13	83.22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.55	83.42	3.13	3.7%	1.28	1.5%	49%	False	False	8,662
10	86.55	80.61	5.94	7.0%	1.51	1.8%	73%	False	False	7,161

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	92.91
2.618	90.23
1.618	88.59
1.000	87.58
0.618	86.95
HIGH	85.94
0.618	85.31
0.500	85.12
0.382	84.93
LOW	84.30
0.618	83.29
1.000	82.66
1.618	81.65
2.618	80.01
4.250	77.33

Fisher Pivots for day following 06-Aug-2010
Pivot	1 day	3 day
R1	85.12	85.43
PP	85.06	85.26
S1	85.00	85.10

Download as Excel Spreadsheet

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

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