NYMEX Light Sweet Crude Oil Future May 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	89.44	89.99	0.55	0.6%	85.22
High	89.94	91.22	1.28	1.4%	89.47
Low	89.38	89.62	0.24	0.3%	85.22
Close	89.71	91.16	1.45	1.6%	88.14
Range	0.56	1.60	1.04	185.7%	4.25
ATR	0.00	2.46	2.46		0.00
Volume	2,682	3,216	534	19.9%	24,022

Daily Pivots for day following 30-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	95.47	94.91	92.04
R3	93.87	93.31	91.60
R2	92.27	92.27	91.45
R1	91.71	91.71	91.31	91.99
PP	90.67	90.67	90.67	90.81
S1	90.11	90.11	91.01	90.39
S2	89.07	89.07	90.87
S3	87.47	88.51	90.72
S4	85.87	86.91	90.28

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	100.36	98.50	90.48
R3	96.11	94.25	89.31
R2	91.86	91.86	88.92
R1	90.00	90.00	88.53	90.93
PP	87.61	87.61	87.61	88.08
S1	85.75	85.75	87.75	86.68
S2	83.36	83.36	87.36
S3	79.11	81.50	86.97
S4	74.86	77.25	85.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.22	86.30	4.92	5.4%	1.56	1.7%	99%	True	False	3,737
10	91.24	82.84	8.40	9.2%	2.08	2.3%	99%	False	False	5,233

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	0.40
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	98.02
2.618	95.41
1.618	93.81
1.000	92.82
0.618	92.21
HIGH	91.22
0.618	90.61
0.500	90.42
0.382	90.23
LOW	89.62
0.618	88.63
1.000	88.02
1.618	87.03
2.618	85.43
4.250	82.82

Fisher Pivots for day following 30-Aug-2011
Pivot	1 day	3 day
R1	90.91	90.36
PP	90.67	89.56
S1	90.42	88.76

Download as Excel Spreadsheet

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

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