NYMEX Light Sweet Crude Oil Future April 2012

Trading Metrics calculated at close of trading on 25-Aug-2011

Day Change Summary
	Previous	Current
	24-Aug-2011	25-Aug-2011	Change	Change %	Previous Week
Open	87.84	87.94	0.10	0.1%	89.47
High	88.73	89.11	0.38	0.4%	91.11
Low	87.54	85.81	-1.73	-2.0%	82.93
Close	87.73	87.79	0.06	0.1%	84.93
Range	1.19	3.30	2.11	177.3%	8.18
ATR	2.82	2.86	0.03	1.2%	0.00
Volume	5,162	4,224	-938	-18.2%	29,457

Daily Pivots for day following 25-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	97.47	95.93	89.61
R3	94.17	92.63	88.70
R2	90.87	90.87	88.40
R1	89.33	89.33	88.09	88.45
PP	87.57	87.57	87.57	87.13
S1	86.03	86.03	87.49	85.15
S2	84.27	84.27	87.19
S3	80.97	82.73	86.88
S4	77.67	79.43	85.98

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	110.86	106.08	89.43
R3	102.68	97.90	87.18
R2	94.50	94.50	86.43
R1	89.72	89.72	85.68	88.02
PP	86.32	86.32	86.32	85.48
S1	81.54	81.54	84.18	79.84
S2	78.14	78.14	83.43
S3	69.96	73.36	82.68
S4	61.78	65.18	80.43

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.11	82.93	6.18	7.0%	2.60	3.0%	79%	True	False	6,388
10	91.11	82.93	8.18	9.3%	2.51	2.9%	59%	False	False	5,931
20	100.27	79.91	20.36	23.2%	2.97	3.4%	39%	False	False	5,190

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	103.14
2.618	97.75
1.618	94.45
1.000	92.41
0.618	91.15
HIGH	89.11
0.618	87.85
0.500	87.46
0.382	87.07
LOW	85.81
0.618	83.77
1.000	82.51
1.618	80.47
2.618	77.17
4.250	71.79

Fisher Pivots for day following 25-Aug-2011
Pivot	1 day	3 day
R1	87.68	87.68
PP	87.57	87.57
S1	87.46	87.46

Download as Excel Spreadsheet

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

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