NYMEX Light Sweet Crude Oil Future September 2011

Trading Metrics calculated at close of trading on 26-Jul-2011

Day Change Summary
	Previous	Current
	25-Jul-2011	26-Jul-2011	Change	Change %	Previous Week
Open	99.76	99.15	-0.61	-0.6%	97.83
High	99.87	100.62	0.75	0.8%	100.19
Low	98.52	97.76	-0.76	-0.8%	95.05
Close	99.20	99.59	0.39	0.4%	99.87
Range	1.35	2.86	1.51	111.9%	5.14
ATR	2.71	2.72	0.01	0.4%	0.00
Volume	193,035	318,440	125,405	65.0%	1,210,882

Daily Pivots for day following 26-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	107.90	106.61	101.16
R3	105.04	103.75	100.38
R2	102.18	102.18	100.11
R1	100.89	100.89	99.85	101.54
PP	99.32	99.32	99.32	99.65
S1	98.03	98.03	99.33	98.68
S2	96.46	96.46	99.07
S3	93.60	95.17	98.80
S4	90.74	92.31	98.02

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	113.79	111.97	102.70
R3	108.65	106.83	101.28
R2	103.51	103.51	100.81
R1	101.69	101.69	100.34	102.60
PP	98.37	98.37	98.37	98.83
S1	96.55	96.55	99.40	97.46
S2	93.23	93.23	98.93
S3	88.09	91.41	98.46
S4	82.95	86.27	97.04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.62	96.93	3.69	3.7%	2.27	2.3%	72%	True	False	255,444
10	100.62	94.98	5.64	5.7%	2.66	2.7%	82%	True	False	219,515
20	100.62	91.01	9.61	9.6%	2.66	2.7%	89%	True	False	152,513
40	104.31	90.17	14.14	14.2%	2.76	2.8%	67%	False	False	110,336
60	115.63	90.17	25.46	25.6%	3.20	3.2%	37%	False	False	85,607
80	115.63	90.17	25.46	25.6%	2.95	3.0%	37%	False	False	69,513
100	115.63	90.17	25.46	25.6%	2.82	2.8%	37%	False	False	58,877
120	115.63	90.17	25.46	25.6%	2.73	2.7%	37%	False	False	51,978

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.68
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	112.78
2.618	108.11
1.618	105.25
1.000	103.48
0.618	102.39
HIGH	100.62
0.618	99.53
0.500	99.19
0.382	98.85
LOW	97.76
0.618	95.99
1.000	94.90
1.618	93.13
2.618	90.27
4.250	85.61

Fisher Pivots for day following 26-Jul-2011
Pivot	1 day	3 day
R1	99.46	99.46
PP	99.32	99.32
S1	99.19	99.19

Download as Excel Spreadsheet

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

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