NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 09-Aug-2011

Day Change Summary
	Previous	Current
	08-Aug-2011	09-Aug-2011	Change	Change %	Previous Week
Open	87.32	82.59	-4.73	-5.4%	99.60
High	87.65	85.30	-2.35	-2.7%	100.59
Low	83.18	79.11	-4.07	-4.9%	85.98
Close	84.24	82.06	-2.18	-2.6%	89.75
Range	4.47	6.19	1.72	38.5%	14.61
ATR	2.87	3.11	0.24	8.3%	0.00
Volume	11,255	9,544	-1,711	-15.2%	30,677

Daily Pivots for day following 09-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	100.73	97.58	85.46
R3	94.54	91.39	83.76
R2	88.35	88.35	83.19
R1	85.20	85.20	82.63	83.68
PP	82.16	82.16	82.16	81.40
S1	79.01	79.01	81.49	77.49
S2	75.97	75.97	80.93
S3	69.78	72.82	80.36
S4	63.59	66.63	78.66

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	135.94	127.45	97.79
R3	121.33	112.84	93.77
R2	106.72	106.72	92.43
R1	98.23	98.23	91.09	95.17
PP	92.11	92.11	92.11	90.58
S1	83.62	83.62	88.41	80.56
S2	77.50	77.50	87.07
S3	62.89	69.01	85.73
S4	48.28	54.40	81.71

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.20	79.11	17.09	20.8%	4.60	5.6%	17%	False	True	8,488
10	101.88	79.11	22.77	27.7%	3.39	4.1%	13%	False	True	6,973
20	102.81	79.11	23.70	28.9%	2.64	3.2%	12%	False	True	6,605

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.78
Widest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	111.61
2.618	101.51
1.618	95.32
1.000	91.49
0.618	89.13
HIGH	85.30
0.618	82.94
0.500	82.21
0.382	81.47
LOW	79.11
0.618	75.28
1.000	72.92
1.618	69.09
2.618	62.90
4.250	52.80

Fisher Pivots for day following 09-Aug-2011
Pivot	1 day	3 day
R1	82.21	85.00
PP	82.16	84.02
S1	82.11	83.04

Download as Excel Spreadsheet

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

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