NYMEX Light Sweet Crude Oil Future April 2012

Trading Metrics calculated at close of trading on 11-Aug-2011

Day Change Summary
	Previous	Current
	10-Aug-2011	11-Aug-2011	Change	Change %	Previous Week
Open	84.88	85.39	0.51	0.6%	99.92
High	86.01	88.33	2.32	2.7%	100.27
Low	83.04	84.87	1.83	2.2%	86.43
Close	85.82	88.30	2.48	2.9%	90.24
Range	2.97	3.46	0.49	16.5%	13.84
ATR	2.93	2.97	0.04	1.3%	0.00
Volume	4,443	6,215	1,772	39.9%	19,224

Daily Pivots for day following 11-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	97.55	96.38	90.20
R3	94.09	92.92	89.25
R2	90.63	90.63	88.93
R1	89.46	89.46	88.62	90.05
PP	87.17	87.17	87.17	87.46
S1	86.00	86.00	87.98	86.59
S2	83.71	83.71	87.67
S3	80.25	82.54	87.35
S4	76.79	79.08	86.40

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	133.83	125.88	97.85
R3	119.99	112.04	94.05
R2	106.15	106.15	92.78
R1	98.20	98.20	91.51	95.26
PP	92.31	92.31	92.31	90.84
S1	84.36	84.36	88.97	81.42
S2	78.47	78.47	87.70
S3	64.63	70.52	86.43
S4	50.79	56.68	82.63

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.89	79.91	10.98	12.4%	4.14	4.7%	76%	False	False	5,557
10	100.27	79.91	20.36	23.1%	3.42	3.9%	41%	False	False	4,450
20	102.67	79.91	22.76	25.8%	2.43	2.8%	37%	False	False	4,371

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	0.76
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	103.04
2.618	97.39
1.618	93.93
1.000	91.79
0.618	90.47
HIGH	88.33
0.618	87.01
0.500	86.60
0.382	86.19
LOW	84.87
0.618	82.73
1.000	81.41
1.618	79.27
2.618	75.81
4.250	70.17

Fisher Pivots for day following 11-Aug-2011
Pivot	1 day	3 day
R1	87.73	86.91
PP	87.17	85.51
S1	86.60	84.12

Download as Excel Spreadsheet

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

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