NYMEX Light Sweet Crude Oil Future June 2011

Trading Metrics calculated at close of trading on 07-Sep-2010

Day Change Summary
	Previous	Current
	03-Sep-2010	07-Sep-2010	Change	Change %	Previous Week
Open	80.96	81.59	0.63	0.8%	80.78
High	81.45	81.91	0.46	0.6%	81.45
Low	79.57	79.62	0.05	0.1%	78.80
Close	80.96	81.59	0.63	0.8%	80.96
Range	1.88	2.29	0.41	21.8%	2.65
ATR	1.66	1.71	0.04	2.7%	0.00
Volume	13,819	8,786	-5,033	-36.4%	64,296

Daily Pivots for day following 07-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.91	87.04	82.85
R3	85.62	84.75	82.22
R2	83.33	83.33	82.01
R1	82.46	82.46	81.80	82.74
PP	81.04	81.04	81.04	81.18
S1	80.17	80.17	81.38	80.45
S2	78.75	78.75	81.17
S3	76.46	77.88	80.96
S4	74.17	75.59	80.33

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.35	87.31	82.42
R3	85.70	84.66	81.69
R2	83.05	83.05	81.45
R1	82.01	82.01	81.20	82.53
PP	80.40	80.40	80.40	80.67
S1	79.36	79.36	80.72	79.88
S2	77.75	77.75	80.47
S3	75.10	76.71	80.23
S4	72.45	74.06	79.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.91	78.80	3.11	3.8%	1.89	2.3%	90%	True	False	11,263
10	81.91	75.70	6.21	7.6%	1.73	2.1%	95%	True	False	11,439
20	85.89	75.70	10.19	12.5%	1.70	2.1%	58%	False	False	10,018

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	91.64
2.618	87.91
1.618	85.62
1.000	84.20
0.618	83.33
HIGH	81.91
0.618	81.04
0.500	80.77
0.382	80.49
LOW	79.62
0.618	78.20
1.000	77.33
1.618	75.91
2.618	73.62
4.250	69.89

Fisher Pivots for day following 07-Sep-2010
Pivot	1 day	3 day
R1	81.32	81.31
PP	81.04	81.02
S1	80.77	80.74

Download as Excel Spreadsheet

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

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