NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 11-Aug-2011

Day Change Summary
	Previous	Current
	10-Aug-2011	11-Aug-2011	Change	Change %	Previous Week
Open	84.55	84.62	0.07	0.1%	99.60
High	85.60	88.00	2.40	2.8%	100.59
Low	82.15	83.80	1.65	2.0%	85.98
Close	85.40	87.93	2.53	3.0%	89.75
Range	3.45	4.20	0.75	21.7%	14.61
ATR	3.14	3.21	0.08	2.4%	0.00
Volume	10,907	10,562	-345	-3.2%	30,677

Daily Pivots for day following 11-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	99.18	97.75	90.24
R3	94.98	93.55	89.09
R2	90.78	90.78	88.70
R1	89.35	89.35	88.32	90.07
PP	86.58	86.58	86.58	86.93
S1	85.15	85.15	87.55	85.87
S2	82.38	82.38	87.16
S3	78.18	80.95	86.78
S4	73.98	76.75	85.62

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	90.88	79.11	11.77	13.4%	4.64	5.3%	75%	False	False	10,126
10	100.59	79.11	21.48	24.4%	3.86	4.4%	41%	False	False	7,895
20	102.81	79.11	23.70	27.0%	2.77	3.1%	37%	False	False	6,964
40	102.81	79.11	23.70	27.0%	2.26	2.6%	37%	False	False	6,275

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	0.92
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	105.85
2.618	99.00
1.618	94.80
1.000	92.20
0.618	90.60
HIGH	88.00
0.618	86.40
0.500	85.90
0.382	85.40
LOW	83.80
0.618	81.20
1.000	79.60
1.618	77.00
2.618	72.80
4.250	65.95

Fisher Pivots for day following 11-Aug-2011
Pivot	1 day	3 day
R1	87.25	86.47
PP	86.58	85.01
S1	85.90	83.56

Download as Excel Spreadsheet

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

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