NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 17-Aug-2011
Day Change Summary
Previous Current
16-Aug-2011 17-Aug-2011 Change Change % Previous Week
Open 88.74 88.40 -0.34 -0.4% 86.60
High 89.00 90.10 1.10 1.2% 88.79
Low 87.01 88.02 1.01 1.2% 77.84
Close 87.92 88.76 0.84 1.0% 86.84
Range 1.99 2.08 0.09 4.5% 10.95
ATR 3.30 3.22 -0.08 -2.4% 0.00
Volume 19,137 12,717 -6,420 -33.5% 97,080
Daily Pivots for day following 17-Aug-2011
Classic Woodie Camarilla DeMark
R4 95.20 94.06 89.90
R3 93.12 91.98 89.33
R2 91.04 91.04 89.14
R1 89.90 89.90 88.95 90.47
PP 88.96 88.96 88.96 89.25
S1 87.82 87.82 88.57 88.39
S2 86.88 86.88 88.38
S3 84.80 85.74 88.19
S4 82.72 83.66 87.62
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 117.34 113.04 92.86
R3 106.39 102.09 89.85
R2 95.44 95.44 88.85
R1 91.14 91.14 87.84 93.29
PP 84.49 84.49 84.49 85.57
S1 80.19 80.19 85.84 82.34
S2 73.54 73.54 84.83
S3 62.59 69.24 83.83
S4 51.64 58.29 80.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.10 82.76 7.34 8.3% 3.00 3.4% 82% True False 19,088
10 93.63 77.84 15.79 17.8% 3.90 4.4% 69% False False 17,216
20 102.12 77.84 24.28 27.4% 3.08 3.5% 45% False False 12,598
40 102.12 77.84 24.28 27.4% 2.68 3.0% 45% False False 10,874
60 105.30 77.84 27.46 30.9% 2.55 2.9% 40% False False 10,091
80 115.22 77.84 37.38 42.1% 2.72 3.1% 29% False False 8,571
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 0.89
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.94
2.618 95.55
1.618 93.47
1.000 92.18
0.618 91.39
HIGH 90.10
0.618 89.31
0.500 89.06
0.382 88.81
LOW 88.02
0.618 86.73
1.000 85.94
1.618 84.65
2.618 82.57
4.250 79.18
Fisher Pivots for day following 17-Aug-2011
Pivot 1 day 3 day
R1 89.06 88.53
PP 88.96 88.29
S1 88.86 88.06

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

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