NYMEX Light Sweet Crude Oil Future January 2012

Trading Metrics calculated at close of trading on 09-Aug-2011

Day Change Summary
	Previous	Current
	08-Aug-2011	09-Aug-2011	Change	Change %	Previous Week
Open	86.60	82.86	-3.74	-4.3%	98.62
High	86.60	84.75	-1.85	-2.1%	100.07
Low	82.36	77.84	-4.52	-5.5%	85.83
Close	83.22	81.11	-2.11	-2.5%	88.78
Range	4.24	6.91	2.67	63.0%	14.24
ATR	3.03	3.31	0.28	9.2%	0.00
Volume	16,166	15,836	-330	-2.0%	55,197

Daily Pivots for day following 09-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	101.96	98.45	84.91
R3	95.05	91.54	83.01
R2	88.14	88.14	82.38
R1	84.63	84.63	81.74	82.93
PP	81.23	81.23	81.23	80.39
S1	77.72	77.72	80.48	76.02
S2	74.32	74.32	79.84
S3	67.41	70.81	79.21
S4	60.50	63.90	77.31

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	134.28	125.77	96.61
R3	120.04	111.53	92.70
R2	105.80	105.80	91.39
R1	97.29	97.29	90.09	94.43
PP	91.56	91.56	91.56	90.13
S1	83.05	83.05	87.47	80.19
S2	77.32	77.32	86.17
S3	63.08	68.81	84.86
S4	48.84	54.57	80.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.36	77.84	17.52	21.6%	4.62	5.7%	19%	False	True	13,776
10	101.15	77.84	23.31	28.7%	3.58	4.4%	14%	False	True	10,942
20	102.12	77.84	24.28	29.9%	2.92	3.6%	13%	False	True	9,598
40	102.12	77.84	24.28	29.9%	2.59	3.2%	13%	False	True	9,317
60	105.30	77.84	27.46	33.9%	2.49	3.1%	12%	False	True	8,645

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.53
Widest range in 66 trading days

Fibonacci Retracements and Extensions
4.250	114.12
2.618	102.84
1.618	95.93
1.000	91.66
0.618	89.02
HIGH	84.75
0.618	82.11
0.500	81.30
0.382	80.48
LOW	77.84
0.618	73.57
1.000	70.93
1.618	66.66
2.618	59.75
4.250	48.47

Fisher Pivots for day following 09-Aug-2011
Pivot	1 day	3 day
R1	81.30	83.88
PP	81.23	82.95
S1	81.17	82.03

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols