NYMEX Light Sweet Crude Oil Future January 2012

Trading Metrics calculated at close of trading on 11-Aug-2011

Day Change Summary
	Previous	Current
	10-Aug-2011	11-Aug-2011	Change	Change %	Previous Week
Open	83.09	83.90	0.81	1.0%	98.62
High	84.79	87.28	2.49	2.9%	100.07
Low	81.55	82.76	1.21	1.5%	85.83
Close	84.58	87.22	2.64	3.1%	88.78
Range	3.24	4.52	1.28	39.5%	14.24
ATR	3.33	3.42	0.08	2.5%	0.00
Volume	17,882	18,145	263	1.5%	55,197

Daily Pivots for day following 11-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	99.31	97.79	89.71
R3	94.79	93.27	88.46
R2	90.27	90.27	88.05
R1	88.75	88.75	87.63	89.51
PP	85.75	85.75	85.75	86.14
S1	84.23	84.23	86.81	84.99
S2	81.23	81.23	86.39
S3	76.71	79.71	85.98
S4	72.19	75.19	84.73

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	89.91	77.84	12.07	13.8%	4.60	5.3%	78%	False	False	16,591
10	100.07	77.84	22.23	25.5%	4.00	4.6%	42%	False	False	12,998
20	102.12	77.84	24.28	27.8%	2.99	3.4%	39%	False	False	10,391
40	102.12	77.84	24.28	27.8%	2.59	3.0%	39%	False	False	9,699
60	105.30	77.84	27.46	31.5%	2.53	2.9%	34%	False	False	9,129
80	115.22	77.84	37.38	42.9%	2.68	3.1%	25%	False	False	7,753

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	0.80
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	106.49
2.618	99.11
1.618	94.59
1.000	91.80
0.618	90.07
HIGH	87.28
0.618	85.55
0.500	85.02
0.382	84.49
LOW	82.76
0.618	79.97
1.000	78.24
1.618	75.45
2.618	70.93
4.250	63.55

Fisher Pivots for day following 11-Aug-2011
Pivot	1 day	3 day
R1	86.49	85.67
PP	85.75	84.11
S1	85.02	82.56

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