NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 14-Jul-2011

Day Change Summary
	Previous	Current
	13-Jul-2011	14-Jul-2011	Change	Change %	Previous Week
Open	100.88	100.85	-0.03	0.0%	98.61
High	101.73	101.99	0.26	0.3%	101.95
Low	99.98	98.56	-1.42	-1.4%	98.57
Close	101.22	99.17	-2.05	-2.0%	99.57
Range	1.75	3.43	1.68	96.0%	3.38
ATR	2.07	2.17	0.10	4.7%	0.00
Volume	7,002	7,301	299	4.3%	23,137

Daily Pivots for day following 14-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	110.20	108.11	101.06
R3	106.77	104.68	100.11
R2	103.34	103.34	99.80
R1	101.25	101.25	99.48	100.58
PP	99.91	99.91	99.91	99.57
S1	97.82	97.82	98.86	97.15
S2	96.48	96.48	98.54
S3	93.05	94.39	98.23
S4	89.62	90.96	97.28

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	110.17	108.25	101.43
R3	106.79	104.87	100.50
R2	103.41	103.41	100.19
R1	101.49	101.49	99.88	102.45
PP	100.03	100.03	100.03	100.51
S1	98.11	98.11	99.26	99.07
S2	96.65	96.65	98.95
S3	93.27	94.73	98.64
S4	89.89	91.35	97.71

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.99	97.38	4.61	4.6%	2.16	2.2%	39%	True	False	7,106
10	101.99	97.38	4.61	4.6%	1.70	1.7%	39%	True	False	6,085
20	101.99	93.46	8.53	8.6%	1.74	1.8%	67%	True	False	5,586

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	116.57
2.618	110.97
1.618	107.54
1.000	105.42
0.618	104.11
HIGH	101.99
0.618	100.68
0.500	100.28
0.382	99.87
LOW	98.56
0.618	96.44
1.000	95.13
1.618	93.01
2.618	89.58
4.250	83.98

Fisher Pivots for day following 14-Jul-2011
Pivot	1 day	3 day
R1	100.28	99.69
PP	99.91	99.51
S1	99.54	99.34

Download as Excel Spreadsheet

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

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