NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 17-Aug-2011

Day Change Summary
	Previous	Current
	16-Aug-2011	17-Aug-2011	Change	Change %	Previous Week
Open	89.66	88.90	-0.76	-0.8%	87.32
High	89.66	90.84	1.18	1.3%	89.28
Low	87.78	88.90	1.12	1.3%	79.11
Close	88.66	89.47	0.81	0.9%	87.60
Range	1.88	1.94	0.06	3.2%	10.17
ATR	3.06	3.00	-0.06	-2.1%	0.00
Volume	6,518	7,877	1,359	20.8%	56,091

Daily Pivots for day following 17-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	95.56	94.45	90.54
R3	93.62	92.51	90.00
R2	91.68	91.68	89.83
R1	90.57	90.57	89.65	91.13
PP	89.74	89.74	89.74	90.01
S1	88.63	88.63	89.29	89.19
S2	87.80	87.80	89.11
S3	85.86	86.69	88.94
S4	83.92	84.75	88.40

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	115.84	111.89	93.19
R3	105.67	101.72	90.40
R2	95.50	95.50	89.46
R1	91.55	91.55	88.53	93.53
PP	85.33	85.33	85.33	86.32
S1	81.38	81.38	86.67	83.36
S2	75.16	75.16	85.74
S3	64.99	71.21	84.80
S4	54.82	61.04	82.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.84	83.80	7.04	7.9%	2.64	3.0%	81%	True	False	9,736
10	94.27	79.11	15.16	16.9%	3.74	4.2%	68%	False	False	9,793
20	102.81	79.11	23.70	26.5%	2.88	3.2%	44%	False	False	7,806
40	102.81	79.11	23.70	26.5%	2.33	2.6%	44%	False	False	6,701

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.72
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	99.09
2.618	95.92
1.618	93.98
1.000	92.78
0.618	92.04
HIGH	90.84
0.618	90.10
0.500	89.87
0.382	89.64
LOW	88.90
0.618	87.70
1.000	86.96
1.618	85.76
2.618	83.82
4.250	80.66

Fisher Pivots for day following 17-Aug-2011
Pivot	1 day	3 day
R1	89.87	89.27
PP	89.74	89.07
S1	89.60	88.88

Download as Excel Spreadsheet

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

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