NYMEX Light Sweet Crude Oil Future August 2011

Trading Metrics calculated at close of trading on 18-Jul-2011

Day Change Summary
	Previous	Current
	15-Jul-2011	18-Jul-2011	Change	Change %	Previous Week
Open	96.03	97.37	1.34	1.4%	96.10
High	97.74	97.69	-0.05	-0.1%	99.21
Low	95.21	94.69	-0.52	-0.5%	93.55
Close	97.24	95.93	-1.31	-1.3%	97.24
Range	2.53	3.00	0.47	18.6%	5.66
ATR	3.00	3.00	0.00	0.0%	0.00
Volume	238,640	182,411	-56,229	-23.6%	1,509,521

Daily Pivots for day following 18-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	105.10	103.52	97.58
R3	102.10	100.52	96.76
R2	99.10	99.10	96.48
R1	97.52	97.52	96.21	96.81
PP	96.10	96.10	96.10	95.75
S1	94.52	94.52	95.66	93.81
S2	93.10	93.10	95.38
S3	90.10	91.52	95.11
S4	87.10	88.52	94.28

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	113.65	111.10	100.35
R3	107.99	105.44	98.80
R2	102.33	102.33	98.28
R1	99.78	99.78	97.76	101.06
PP	96.67	96.67	96.67	97.30
S1	94.12	94.12	96.72	95.40
S2	91.01	91.01	96.20
S3	85.35	88.46	95.68
S4	79.69	82.80	94.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.21	93.55	5.66	5.9%	3.30	3.4%	42%	False	False	282,446
10	99.42	93.55	5.87	6.1%	3.02	3.1%	41%	False	False	285,580
20	99.42	89.61	9.81	10.2%	2.81	2.9%	64%	False	False	289,432
40	103.90	89.61	14.29	14.9%	2.90	3.0%	44%	False	False	197,515
60	115.52	89.61	25.91	27.0%	3.22	3.4%	24%	False	False	145,652
80	115.52	89.61	25.91	27.0%	2.99	3.1%	24%	False	False	114,721
100	115.52	89.61	25.91	27.0%	2.95	3.1%	24%	False	False	95,742
120	115.52	89.61	25.91	27.0%	2.78	2.9%	24%	False	False	82,738

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	0.67
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	110.44
2.618	105.54
1.618	102.54
1.000	100.69
0.618	99.54
HIGH	97.69
0.618	96.54
0.500	96.19
0.382	95.84
LOW	94.69
0.618	92.84
1.000	91.69
1.618	89.84
2.618	86.84
4.250	81.94

Fisher Pivots for day following 18-Jul-2011
Pivot	1 day	3 day
R1	96.19	96.71
PP	96.10	96.45
S1	96.02	96.19

Download as Excel Spreadsheet

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

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