NYMEX Light Sweet Crude Oil Future April 2012

Trading Metrics calculated at close of trading on 02-Aug-2011

Day Change Summary
	Previous	Current
	01-Aug-2011	02-Aug-2011	Change	Change %	Previous Week
Open	99.92	97.12	-2.80	-2.8%	101.34
High	100.27	98.46	-1.81	-1.8%	102.67
Low	96.68	96.53	-0.15	-0.2%	98.48
Close	98.00	96.85	-1.15	-1.2%	98.72
Range	3.59	1.93	-1.66	-46.2%	4.19
ATR	0.00	1.94	1.94		0.00
Volume	1,727	2,684	957	55.4%	23,371

Daily Pivots for day following 02-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.07	101.89	97.91
R3	101.14	99.96	97.38
R2	99.21	99.21	97.20
R1	98.03	98.03	97.03	97.66
PP	97.28	97.28	97.28	97.09
S1	96.10	96.10	96.67	95.73
S2	95.35	95.35	96.50
S3	93.42	94.17	96.32
S4	91.49	92.24	95.79

Weekly Pivots for week ending 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	112.53	109.81	101.02
R3	108.34	105.62	99.87
R2	104.15	104.15	99.49
R1	101.43	101.43	99.10	100.70
PP	99.96	99.96	99.96	99.59
S1	97.24	97.24	98.34	96.51
S2	95.77	95.77	97.95
S3	91.58	93.05	97.57
S4	87.39	88.86	96.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.66	96.53	5.13	5.3%	1.75	1.8%	6%	False	True	3,424
10	102.67	96.53	6.14	6.3%	1.68	1.7%	5%	False	True	3,816

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.29
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	106.66
2.618	103.51
1.618	101.58
1.000	100.39
0.618	99.65
HIGH	98.46
0.618	97.72
0.500	97.50
0.382	97.27
LOW	96.53
0.618	95.34
1.000	94.60
1.618	93.41
2.618	91.48
4.250	88.33

Fisher Pivots for day following 02-Aug-2011
Pivot	1 day	3 day
R1	97.50	98.40
PP	97.28	97.88
S1	97.07	97.37

Download as Excel Spreadsheet

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

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