NYMEX Light Sweet Crude Oil Future June 2011

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

Day Change Summary
	Previous	Current
	06-Aug-2010	09-Aug-2010	Change	Change %	Previous Week
Open	84.94	85.83	0.89	1.0%	85.26
High	85.94	85.87	-0.07	-0.1%	86.55
Low	84.30	85.10	0.80	0.9%	83.42
Close	84.94	85.83	0.89	1.0%	84.94
Range	1.64	0.77	-0.87	-53.0%	3.13
ATR	1.59	1.54	-0.05	-3.0%	0.00
Volume	7,291	10,237	2,946	40.4%	43,310

Daily Pivots for day following 09-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.91	87.64	86.25
R3	87.14	86.87	86.04
R2	86.37	86.37	85.97
R1	86.10	86.10	85.90	86.22
PP	85.60	85.60	85.60	85.66
S1	85.33	85.33	85.76	85.45
S2	84.83	84.83	85.69
S3	84.06	84.56	85.62
S4	83.29	83.79	85.41

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	84.30	2.25	2.6%	1.00	1.2%	68%	False	False	9,594
10	86.55	80.61	5.94	6.9%	1.47	1.7%	88%	False	False	7,586

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.36
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	89.14
2.618	87.89
1.618	87.12
1.000	86.64
0.618	86.35
HIGH	85.87
0.618	85.58
0.500	85.49
0.382	85.39
LOW	85.10
0.618	84.62
1.000	84.33
1.618	83.85
2.618	83.08
4.250	81.83

Fisher Pivots for day following 09-Aug-2010
Pivot	1 day	3 day
R1	85.72	85.59
PP	85.60	85.36
S1	85.49	85.12

Download as Excel Spreadsheet

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

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