NYMEX Light Sweet Crude Oil Future August 2011

Trading Metrics calculated at close of trading on 08-Jul-2011

Day Change Summary
	Previous	Current
	07-Jul-2011	08-Jul-2011	Change	Change %	Previous Week
Open	97.04	98.79	1.75	1.8%	94.98
High	99.42	99.18	-0.24	-0.2%	99.42
Low	96.99	95.60	-1.39	-1.4%	94.34
Close	98.67	96.20	-2.47	-2.5%	96.20
Range	2.43	3.58	1.15	47.3%	5.08
ATR	2.85	2.90	0.05	1.8%	0.00
Volume	314,293	314,383	90	0.0%	1,163,877

Daily Pivots for day following 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	107.73	105.55	98.17
R3	104.15	101.97	97.18
R2	100.57	100.57	96.86
R1	98.39	98.39	96.53	97.69
PP	96.99	96.99	96.99	96.65
S1	94.81	94.81	95.87	94.11
S2	93.41	93.41	95.54
S3	89.83	91.23	95.22
S4	86.25	87.65	94.23

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	111.89	109.13	98.99
R3	106.81	104.05	97.60
R2	101.73	101.73	97.13
R1	98.97	98.97	96.67	100.35
PP	96.65	96.65	96.65	97.35
S1	93.89	93.89	95.73	95.27
S2	91.57	91.57	95.27
S3	86.49	88.81	94.80
S4	81.41	83.73	93.41

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.42	93.45	5.97	6.2%	2.60	2.7%	46%	False	False	281,456
10	99.42	89.61	9.81	10.2%	2.52	2.6%	67%	False	False	277,360
20	102.62	89.61	13.01	13.5%	2.88	3.0%	51%	False	False	252,058
40	103.90	89.61	14.29	14.9%	2.93	3.0%	46%	False	False	162,520
60	115.52	89.61	25.91	26.9%	3.18	3.3%	25%	False	False	120,407
80	115.52	89.61	25.91	26.9%	2.97	3.1%	25%	False	False	94,444
100	115.52	89.61	25.91	26.9%	2.93	3.0%	25%	False	False	80,017
120	115.52	89.61	25.91	26.9%	2.69	2.8%	25%	False	False	69,135

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.41
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	114.40
2.618	108.55
1.618	104.97
1.000	102.76
0.618	101.39
HIGH	99.18
0.618	97.81
0.500	97.39
0.382	96.97
LOW	95.60
0.618	93.39
1.000	92.02
1.618	89.81
2.618	86.23
4.250	80.39

Fisher Pivots for day following 08-Jul-2011
Pivot	1 day	3 day
R1	97.39	97.51
PP	96.99	97.07
S1	96.60	96.64

Download as Excel Spreadsheet

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

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