NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 29-Jul-2011

Day Change Summary
	Previous	Current
	28-Jul-2011	29-Jul-2011	Change	Change %	Previous Week
Open	99.90	99.69	-0.21	-0.2%	100.74
High	100.48	99.69	-0.79	-0.8%	102.81
Low	99.43	97.95	-1.48	-1.5%	97.95
Close	100.05	98.34	-1.71	-1.7%	98.34
Range	1.05	1.74	0.69	65.7%	4.86
ATR	2.00	2.01	0.01	0.4%	0.00
Volume	5,129	6,012	883	17.2%	33,761

Daily Pivots for day following 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.88	102.85	99.30
R3	102.14	101.11	98.82
R2	100.40	100.40	98.66
R1	99.37	99.37	98.50	99.02
PP	98.66	98.66	98.66	98.48
S1	97.63	97.63	98.18	97.28
S2	96.92	96.92	98.02
S3	95.18	95.89	97.86
S4	93.44	94.15	97.38

Weekly Pivots for week ending 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	114.28	111.17	101.01
R3	109.42	106.31	99.68
R2	104.56	104.56	99.23
R1	101.45	101.45	98.79	100.58
PP	99.70	99.70	99.70	99.26
S1	96.59	96.59	97.89	95.72
S2	94.84	94.84	97.45
S3	89.98	91.73	97.00
S4	85.12	86.87	95.67

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.81	97.95	4.86	4.9%	1.66	1.7%	8%	False	True	6,752
10	102.81	97.89	4.92	5.0%	1.78	1.8%	9%	False	False	5,979
20	102.81	97.38	5.43	5.5%	1.72	1.8%	18%	False	False	6,106

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	0.30
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107.09
2.618	104.25
1.618	102.51
1.000	101.43
0.618	100.77
HIGH	99.69
0.618	99.03
0.500	98.82
0.382	98.61
LOW	97.95
0.618	96.87
1.000	96.21
1.618	95.13
2.618	93.39
4.250	90.56

Fisher Pivots for day following 29-Jul-2011
Pivot	1 day	3 day
R1	98.82	99.92
PP	98.66	99.39
S1	98.50	98.87

Download as Excel Spreadsheet

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

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