NYMEX Light Sweet Crude Oil Future February 2012

Trading Metrics calculated at close of trading on 18-Jul-2011

Day Change Summary
	Previous	Current
	15-Jul-2011	18-Jul-2011	Change	Change %	Previous Week
Open	98.86	100.15	1.29	1.3%	98.80
High	100.40	100.15	-0.25	-0.2%	101.67
Low	98.23	97.55	-0.68	-0.7%	96.49
Close	99.94	98.57	-1.37	-1.4%	99.94
Range	2.17	2.60	0.43	19.8%	5.18
ATR	2.37	2.39	0.02	0.7%	0.00
Volume	7,903	4,010	-3,893	-49.3%	33,370

Daily Pivots for day following 18-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	106.56	105.16	100.00
R3	103.96	102.56	99.29
R2	101.36	101.36	99.05
R1	99.96	99.96	98.81	99.36
PP	98.76	98.76	98.76	98.46
S1	97.36	97.36	98.33	96.76
S2	96.16	96.16	98.09
S3	93.56	94.76	97.86
S4	90.96	92.16	97.14

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	114.91	112.60	102.79
R3	109.73	107.42	101.36
R2	104.55	104.55	100.89
R1	102.24	102.24	100.41	103.40
PP	99.37	99.37	99.37	99.94
S1	97.06	97.06	99.47	98.22
S2	94.19	94.19	98.99
S3	89.01	91.88	98.52
S4	83.83	86.70	97.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.67	96.49	5.18	5.3%	2.94	3.0%	40%	False	False	6,095
10	101.67	96.49	5.18	5.3%	2.53	2.6%	40%	False	False	5,909
20	101.67	93.29	8.38	8.5%	2.08	2.1%	63%	False	False	5,342
40	105.34	93.29	12.05	12.2%	2.17	2.2%	44%	False	False	5,089

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	0.42
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111.20
2.618	106.96
1.618	104.36
1.000	102.75
0.618	101.76
HIGH	100.15
0.618	99.16
0.500	98.85
0.382	98.54
LOW	97.55
0.618	95.94
1.000	94.95
1.618	93.34
2.618	90.74
4.250	86.50

Fisher Pivots for day following 18-Jul-2011
Pivot	1 day	3 day
R1	98.85	99.58
PP	98.76	99.24
S1	98.66	98.91

Download as Excel Spreadsheet

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

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