NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 25-Aug-2011

Day Change Summary
	Previous	Current
	24-Aug-2011	25-Aug-2011	Change	Change %	Previous Week
Open	85.96	85.82	-0.14	-0.2%	86.18
High	86.92	86.93	0.01	0.0%	89.47
Low	84.93	83.41	-1.52	-1.8%	79.76
Close	85.53	85.64	0.11	0.1%	82.77
Range	1.99	3.52	1.53	76.9%	9.71
ATR	3.54	3.54	0.00	0.0%	0.00
Volume	70,865	62,966	-7,899	-11.1%	245,610

Daily Pivots for day following 25-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	95.89	94.28	87.58
R3	92.37	90.76	86.61
R2	88.85	88.85	86.29
R1	87.24	87.24	85.96	86.29
PP	85.33	85.33	85.33	84.85
S1	83.72	83.72	85.32	82.77
S2	81.81	81.81	84.99
S3	78.29	80.20	84.67
S4	74.77	76.68	83.70

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	113.13	107.66	88.11
R3	103.42	97.95	85.44
R2	93.71	93.71	84.55
R1	88.24	88.24	83.66	86.12
PP	84.00	84.00	84.00	82.94
S1	78.53	78.53	81.88	76.41
S2	74.29	74.29	80.99
S3	64.58	68.82	80.10
S4	54.87	59.11	77.43

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.93	79.76	7.17	8.4%	3.27	3.8%	82%	True	False	61,382
10	89.47	79.76	9.71	11.3%	3.41	4.0%	61%	False	False	59,224
20	99.35	76.61	22.74	26.6%	3.93	4.6%	40%	False	False	55,618
40	101.39	76.61	24.78	28.9%	3.18	3.7%	36%	False	False	42,548
60	104.00	76.61	27.39	32.0%	2.98	3.5%	33%	False	False	35,048
80	112.05	76.61	35.44	41.4%	3.17	3.7%	25%	False	False	28,869
100	115.57	76.61	38.96	45.5%	2.94	3.4%	23%	False	False	24,522
120	115.57	76.61	38.96	45.5%	2.77	3.2%	23%	False	False	21,717

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	0.95
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	101.89
2.618	96.15
1.618	92.63
1.000	90.45
0.618	89.11
HIGH	86.93
0.618	85.59
0.500	85.17
0.382	84.75
LOW	83.41
0.618	81.23
1.000	79.89
1.618	77.71
2.618	74.19
4.250	68.45

Fisher Pivots for day following 25-Aug-2011
Pivot	1 day	3 day
R1	85.48	85.48
PP	85.33	85.33
S1	85.17	85.17

Download as Excel Spreadsheet

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

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