NYMEX Light Sweet Crude Oil Future October 2011

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	82.05	82.28	0.23	0.3%	96.65
High	83.46	86.29	2.83	3.4%	98.95
Low	79.90	81.40	1.50	1.9%	83.35
Close	83.25	86.04	2.79	3.4%	87.30
Range	3.56	4.89	1.33	37.4%	15.60
ATR	3.69	3.78	0.09	2.3%	0.00
Volume	170,754	151,567	-19,187	-11.2%	433,431

Daily Pivots for day following 11-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	99.25	97.53	88.73
R3	94.36	92.64	87.38
R2	89.47	89.47	86.94
R1	87.75	87.75	86.49	88.61
PP	84.58	84.58	84.58	85.01
S1	82.86	82.86	85.59	83.72
S2	79.69	79.69	85.14
S3	74.80	77.97	84.70
S4	69.91	73.08	83.35

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	136.67	127.58	95.88
R3	121.07	111.98	91.59
R2	105.47	105.47	90.16
R1	96.38	96.38	88.73	93.13
PP	89.87	89.87	89.87	88.24
S1	80.78	80.78	85.87	77.53
S2	74.27	74.27	84.44
S3	58.67	65.18	83.01
S4	43.07	49.58	78.72

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	88.71	76.15	12.56	14.6%	5.30	6.2%	79%	False	False	148,214
10	98.95	76.15	22.80	26.5%	4.56	5.3%	43%	False	False	109,099
20	101.00	76.15	24.85	28.9%	3.44	4.0%	40%	False	False	83,102
40	101.00	76.15	24.85	28.9%	3.04	3.5%	40%	False	False	60,914
60	104.65	76.15	28.50	33.1%	2.98	3.5%	35%	False	False	47,929
80	115.58	76.15	39.43	45.8%	3.12	3.6%	25%	False	False	38,926
100	115.58	76.15	39.43	45.8%	2.86	3.3%	25%	False	False	32,950
120	115.58	76.15	39.43	45.8%	2.84	3.3%	25%	False	False	29,074

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	1.02
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107.07
2.618	99.09
1.618	94.20
1.000	91.18
0.618	89.31
HIGH	86.29
0.618	84.42
0.500	83.85
0.382	83.27
LOW	81.40
0.618	78.38
1.000	76.51
1.618	73.49
2.618	68.60
4.250	60.62

Fisher Pivots for day following 11-Aug-2011
Pivot	1 day	3 day
R1	85.31	84.43
PP	84.58	82.83
S1	83.85	81.22

Download as Excel Spreadsheet

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

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