NYMEX Light Sweet Crude Oil Future April 2012

Trading Metrics calculated at close of trading on 30-Aug-2011

Day Change Summary
	Previous	Current
	29-Aug-2011	30-Aug-2011	Change	Change %	Previous Week
Open	87.80	89.35	1.55	1.8%	84.15
High	89.51	90.87	1.36	1.5%	89.11
Low	87.80	88.55	0.75	0.9%	84.15
Close	89.32	90.81	1.49	1.7%	87.71
Range	1.71	2.32	0.61	35.7%	4.96
ATR	2.73	2.70	-0.03	-1.1%	0.00
Volume	3,303	3,943	640	19.4%	25,883

Daily Pivots for day following 30-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	97.04	96.24	92.09
R3	94.72	93.92	91.45
R2	92.40	92.40	91.24
R1	91.60	91.60	91.02	92.00
PP	90.08	90.08	90.08	90.28
S1	89.28	89.28	90.60	89.68
S2	87.76	87.76	90.38
S3	85.44	86.96	90.17
S4	83.12	84.64	89.53

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	101.87	99.75	90.44
R3	96.91	94.79	89.07
R2	91.95	91.95	88.62
R1	89.83	89.83	88.16	90.89
PP	86.99	86.99	86.99	87.52
S1	84.87	84.87	87.26	85.93
S2	82.03	82.03	86.80
S3	77.07	79.91	86.35
S4	72.11	74.95	84.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.87	85.81	5.06	5.6%	2.11	2.3%	99%	True	False	4,514
10	91.11	82.93	8.18	9.0%	2.66	2.9%	96%	False	False	5,450
20	96.63	79.91	16.72	18.4%	2.95	3.2%	65%	False	False	5,465

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	0.45
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	100.73
2.618	96.94
1.618	94.62
1.000	93.19
0.618	92.30
HIGH	90.87
0.618	89.98
0.500	89.71
0.382	89.44
LOW	88.55
0.618	87.12
1.000	86.23
1.618	84.80
2.618	82.48
4.250	78.69

Fisher Pivots for day following 30-Aug-2011
Pivot	1 day	3 day
R1	90.44	90.00
PP	90.08	89.19
S1	89.71	88.38

Download as Excel Spreadsheet

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

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