NYMEX Light Sweet Crude Oil Future January 2012

Trading Metrics calculated at close of trading on 15-Aug-2011

Day Change Summary
	Previous	Current
	12-Aug-2011	15-Aug-2011	Change	Change %	Previous Week
Open	86.90	86.96	0.06	0.1%	86.60
High	88.79	89.37	0.58	0.7%	88.79
Low	85.75	86.02	0.27	0.3%	77.84
Close	86.84	89.22	2.38	2.7%	86.84
Range	3.04	3.35	0.31	10.2%	10.95
ATR	3.39	3.39	0.00	-0.1%	0.00
Volume	29,051	16,392	-12,659	-43.6%	97,080

Daily Pivots for day following 15-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	98.25	97.09	91.06
R3	94.90	93.74	90.14
R2	91.55	91.55	89.83
R1	90.39	90.39	89.53	90.97
PP	88.20	88.20	88.20	88.50
S1	87.04	87.04	88.91	87.62
S2	84.85	84.85	88.61
S3	81.50	83.69	88.30
S4	78.15	80.34	87.38

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	117.34	113.04	92.86
R3	106.39	102.09	89.85
R2	95.44	95.44	88.85
R1	91.14	91.14	87.84	93.29
PP	84.49	84.49	84.49	85.57
S1	80.19	80.19	85.84	82.34
S2	73.54	73.54	84.83
S3	62.59	69.24	83.83
S4	51.64	58.29	80.82

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.37	77.84	11.53	12.9%	4.21	4.7%	99%	True	False	19,461
10	97.29	77.84	19.45	21.8%	3.98	4.5%	59%	False	False	16,346
20	102.12	77.84	24.28	27.2%	3.10	3.5%	47%	False	False	11,582
40	102.12	77.84	24.28	27.2%	2.67	3.0%	47%	False	False	10,427
60	105.30	77.84	27.46	30.8%	2.57	2.9%	41%	False	False	9,737
80	115.22	77.84	37.38	41.9%	2.71	3.0%	30%	False	False	8,269

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	0.86
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	103.61
2.618	98.14
1.618	94.79
1.000	92.72
0.618	91.44
HIGH	89.37
0.618	88.09
0.500	87.70
0.382	87.30
LOW	86.02
0.618	83.95
1.000	82.67
1.618	80.60
2.618	77.25
4.250	71.78

Fisher Pivots for day following 15-Aug-2011
Pivot	1 day	3 day
R1	88.71	88.17
PP	88.20	87.12
S1	87.70	86.07

Download as Excel Spreadsheet

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

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