NYMEX Light Sweet Crude Oil Future November 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	82.83	82.20	-0.63	-0.8%	97.57
High	83.92	86.66	2.74	3.3%	99.35
Low	80.34	81.88	1.54	1.9%	83.79
Close	83.71	86.43	2.72	3.2%	87.80
Range	3.58	4.78	1.20	33.5%	15.56
ATR	3.62	3.70	0.08	2.3%	0.00
Volume	72,502	71,180	-1,322	-1.8%	212,222

Daily Pivots for day following 11-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	99.33	97.66	89.06
R3	94.55	92.88	87.74
R2	89.77	89.77	87.31
R1	88.10	88.10	86.87	88.94
PP	84.99	84.99	84.99	85.41
S1	83.32	83.32	85.99	84.16
S2	80.21	80.21	85.55
S3	75.43	78.54	85.12
S4	70.65	73.76	83.80

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	136.99	127.96	96.36
R3	121.43	112.40	92.08
R2	105.87	105.87	90.65
R1	96.84	96.84	89.23	93.58
PP	90.31	90.31	90.31	88.68
S1	81.28	81.28	86.37	78.02
S2	74.75	74.75	84.95
S3	59.19	65.72	83.52
S4	43.63	50.16	79.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.01	76.61	12.40	14.3%	5.16	6.0%	79%	False	False	69,055
10	99.35	76.61	22.74	26.3%	4.45	5.2%	43%	False	False	52,013
20	101.39	76.61	24.78	28.7%	3.33	3.8%	40%	False	False	41,296
40	101.39	76.61	24.78	28.7%	2.94	3.4%	40%	False	False	33,326
60	104.85	76.61	28.24	32.7%	2.84	3.3%	35%	False	False	26,801
80	115.57	76.61	38.96	45.1%	3.00	3.5%	25%	False	False	22,223
100	115.57	76.61	38.96	45.1%	2.73	3.2%	25%	False	False	19,416
120	115.57	76.61	38.96	45.1%	2.71	3.1%	25%	False	False	17,767

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	0.82
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	106.98
2.618	99.17
1.618	94.39
1.000	91.44
0.618	89.61
HIGH	86.66
0.618	84.83
0.500	84.27
0.382	83.71
LOW	81.88
0.618	78.93
1.000	77.10
1.618	74.15
2.618	69.37
4.250	61.57

Fisher Pivots for day following 11-Aug-2011
Pivot	1 day	3 day
R1	85.71	84.83
PP	84.99	83.23
S1	84.27	81.64

Download as Excel Spreadsheet

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

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