NYMEX Light Sweet Crude Oil Future May 2012

Trading Metrics calculated at close of trading on 02-Sep-2011

Day Change Summary
	Previous	Current
	01-Sep-2011	02-Sep-2011	Change	Change %	Previous Week
Open	90.81	90.03	-0.78	-0.9%	89.44
High	91.56	90.03	-1.53	-1.7%	91.59
Low	90.38	87.70	-2.68	-3.0%	87.70
Close	90.92	88.52	-2.40	-2.6%	88.52
Range	1.18	2.33	1.15	97.5%	3.89
ATR	2.28	2.35	0.07	2.9%	0.00
Volume	14,957	4,147	-10,810	-72.3%	30,721

Daily Pivots for day following 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	95.74	94.46	89.80
R3	93.41	92.13	89.16
R2	91.08	91.08	88.95
R1	89.80	89.80	88.73	89.28
PP	88.75	88.75	88.75	88.49
S1	87.47	87.47	88.31	86.95
S2	86.42	86.42	88.09
S3	84.09	85.14	87.88
S4	81.76	82.81	87.24

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	100.94	98.62	90.66
R3	97.05	94.73	89.59
R2	93.16	93.16	89.23
R1	90.84	90.84	88.88	90.06
PP	89.27	89.27	89.27	88.88
S1	86.95	86.95	88.16	86.17
S2	85.38	85.38	87.81
S3	81.49	83.06	87.45
S4	77.60	79.17	86.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.59	87.70	3.89	4.4%	1.37	1.5%	21%	False	True	6,144
10	91.59	85.22	6.37	7.2%	1.71	1.9%	52%	False	False	5,474

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	99.93
2.618	96.13
1.618	93.80
1.000	92.36
0.618	91.47
HIGH	90.03
0.618	89.14
0.500	88.87
0.382	88.59
LOW	87.70
0.618	86.26
1.000	85.37
1.618	83.93
2.618	81.60
4.250	77.80

Fisher Pivots for day following 02-Sep-2011
Pivot	1 day	3 day
R1	88.87	89.65
PP	88.75	89.27
S1	88.64	88.90

Download as Excel Spreadsheet

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

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