NYMEX Light Sweet Crude Oil Future January 2012

Trading Metrics calculated at close of trading on 22-Aug-2011

Day Change Summary
	Previous	Current
	19-Aug-2011	22-Aug-2011	Change	Change %	Previous Week
Open	82.61	83.27	0.66	0.8%	86.96
High	84.89	85.76	0.87	1.0%	90.10
Low	80.66	82.58	1.92	2.4%	80.66
Close	83.58	85.42	1.84	2.2%	83.58
Range	4.23	3.18	-1.05	-24.8%	9.44
ATR	3.50	3.48	-0.02	-0.7%	0.00
Volume	18,479	11,162	-7,317	-39.6%	77,249

Daily Pivots for day following 22-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	94.13	92.95	87.17
R3	90.95	89.77	86.29
R2	87.77	87.77	86.00
R1	86.59	86.59	85.71	87.18
PP	84.59	84.59	84.59	84.88
S1	83.41	83.41	85.13	84.00
S2	81.41	81.41	84.84
S3	78.23	80.23	84.55
S4	75.05	77.05	83.67

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	113.10	107.78	88.77
R3	103.66	98.34	86.18
R2	94.22	94.22	85.31
R1	88.90	88.90	84.45	86.84
PP	84.78	84.78	84.78	83.75
S1	79.46	79.46	82.71	77.40
S2	75.34	75.34	81.85
S3	65.90	70.02	80.98
S4	56.46	60.58	78.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.10	80.66	9.44	11.1%	3.54	4.1%	50%	False	False	14,403
10	90.10	77.84	12.26	14.4%	3.87	4.5%	62%	False	False	16,932
20	102.12	77.84	24.28	28.4%	3.51	4.1%	31%	False	False	13,615
40	102.12	77.84	24.28	28.4%	2.85	3.3%	31%	False	False	11,292
60	105.30	77.84	27.46	32.1%	2.66	3.1%	28%	False	False	10,492
80	115.22	77.84	37.38	43.8%	2.84	3.3%	20%	False	False	9,001

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	1.00
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	99.28
2.618	94.09
1.618	90.91
1.000	88.94
0.618	87.73
HIGH	85.76
0.618	84.55
0.500	84.17
0.382	83.79
LOW	82.58
0.618	80.61
1.000	79.40
1.618	77.43
2.618	74.25
4.250	69.07

Fisher Pivots for day following 22-Aug-2011
Pivot	1 day	3 day
R1	85.00	85.16
PP	84.59	84.89
S1	84.17	84.63

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