NYMEX Light Sweet Crude Oil Future February 2012

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	86.73	87.13	0.40	0.5%	87.43
High	88.01	88.12	0.11	0.1%	90.50
Low	86.55	84.80	-1.75	-2.0%	81.69
Close	86.82	86.88	0.06	0.1%	84.01
Range	1.46	3.32	1.86	127.4%	8.81
ATR	3.10	3.12	0.02	0.5%	0.00
Volume	7,290	7,075	-215	-2.9%	44,251

Daily Pivots for day following 25-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	96.56	95.04	88.71
R3	93.24	91.72	87.79
R2	89.92	89.92	87.49
R1	88.40	88.40	87.18	87.50
PP	86.60	86.60	86.60	86.15
S1	85.08	85.08	86.58	84.18
S2	83.28	83.28	86.27
S3	79.96	81.76	85.97
S4	76.64	78.44	85.05

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	111.83	106.73	88.86
R3	103.02	97.92	86.43
R2	94.21	94.21	85.63
R1	89.11	89.11	84.82	87.26
PP	85.40	85.40	85.40	84.47
S1	80.30	80.30	83.20	78.45
S2	76.59	76.59	82.39
S3	67.78	71.49	81.59
S4	58.97	62.68	79.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	88.12	81.69	6.43	7.4%	2.63	3.0%	81%	True	False	8,070
10	90.50	81.69	8.81	10.1%	2.88	3.3%	59%	False	False	8,628
20	100.45	78.59	21.86	25.2%	3.37	3.9%	38%	False	False	7,506
40	102.42	78.59	23.83	27.4%	2.76	3.2%	35%	False	False	6,457
60	104.37	78.59	25.78	29.7%	2.53	2.9%	32%	False	False	6,147

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.53
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	102.23
2.618	96.81
1.618	93.49
1.000	91.44
0.618	90.17
HIGH	88.12
0.618	86.85
0.500	86.46
0.382	86.07
LOW	84.80
0.618	82.75
1.000	81.48
1.618	79.43
2.618	76.11
4.250	70.69

Fisher Pivots for day following 25-Aug-2011
Pivot	1 day	3 day
R1	86.74	86.74
PP	86.60	86.60
S1	86.46	86.46

Download as Excel Spreadsheet

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

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