NYMEX Light Sweet Crude Oil Future April 2012

Trading Metrics calculated at close of trading on 08-Aug-2011

Day Change Summary
	Previous	Current
	05-Aug-2011	08-Aug-2011	Change	Change %	Previous Week
Open	89.04	87.11	-1.93	-2.2%	99.92
High	90.89	87.66	-3.23	-3.6%	100.27
Low	86.43	83.94	-2.49	-2.9%	86.43
Close	90.24	84.77	-5.47	-6.1%	90.24
Range	4.46	3.72	-0.74	-16.6%	13.84
ATR	2.36	2.64	0.28	11.9%	0.00
Volume	5,792	5,850	58	1.0%	19,224

Daily Pivots for day following 08-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	96.62	94.41	86.82
R3	92.90	90.69	85.79
R2	89.18	89.18	85.45
R1	86.97	86.97	85.11	86.22
PP	85.46	85.46	85.46	85.08
S1	83.25	83.25	84.43	82.50
S2	81.74	81.74	84.09
S3	78.02	79.53	83.75
S4	74.30	75.81	82.72

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	133.83	125.88	97.85
R3	119.99	112.04	94.05
R2	106.15	106.15	92.78
R1	98.20	98.20	91.51	95.26
PP	92.31	92.31	92.31	90.84
S1	84.36	84.36	88.97	81.42
S2	78.47	78.47	87.70
S3	64.63	70.52	86.43
S4	50.79	56.68	82.63

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.46	83.94	14.52	17.1%	3.44	4.1%	6%	False	True	4,669
10	102.67	83.94	18.73	22.1%	2.60	3.1%	4%	False	True	4,097

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	0.44
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	103.47
2.618	97.40
1.618	93.68
1.000	91.38
0.618	89.96
HIGH	87.66
0.618	86.24
0.500	85.80
0.382	85.36
LOW	83.94
0.618	81.64
1.000	80.22
1.618	77.92
2.618	74.20
4.250	68.13

Fisher Pivots for day following 08-Aug-2011
Pivot	1 day	3 day
R1	85.80	89.35
PP	85.46	87.82
S1	85.11	86.30

Download as Excel Spreadsheet

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

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