NYMEX Light Sweet Crude Oil Future May 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	88.26	88.52	0.26	0.3%	87.68
High	89.12	89.47	0.35	0.4%	91.24
Low	88.14	86.64	-1.50	-1.7%	82.84
Close	88.18	88.25	0.07	0.1%	85.39
Range	0.98	2.83	1.85	188.8%	8.40
ATR
Volume	3,920	3,559	-361	-9.2%	35,016

Daily Pivots for day following 25-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	96.61	95.26	89.81
R3	93.78	92.43	89.03
R2	90.95	90.95	88.77
R1	89.60	89.60	88.51	88.86
PP	88.12	88.12	88.12	87.75
S1	86.77	86.77	87.99	86.03
S2	85.29	85.29	87.73
S3	82.46	83.94	87.47
S4	79.63	81.11	86.69

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	111.69	106.94	90.01
R3	103.29	98.54	87.70
R2	94.89	94.89	86.93
R1	90.14	90.14	86.16	88.32
PP	86.49	86.49	86.49	85.58
S1	81.74	81.74	84.62	79.92
S2	78.09	78.09	83.85
S3	69.69	73.34	83.08
S4	61.29	64.94	80.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.47	82.84	6.63	7.5%	2.38	2.7%	82%	True	False	6,035
10	91.24	82.84	8.40	9.5%	2.26	2.6%	64%	False	False	6,134

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.39
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	101.50
2.618	96.88
1.618	94.05
1.000	92.30
0.618	91.22
HIGH	89.47
0.618	88.39
0.500	88.06
0.382	87.72
LOW	86.64
0.618	84.89
1.000	83.81
1.618	82.06
2.618	79.23
4.250	74.61

Fisher Pivots for day following 25-Aug-2011
Pivot	1 day	3 day
R1	88.19	88.19
PP	88.12	88.12
S1	88.06	88.06

Download as Excel Spreadsheet

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

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