NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 83.27 85.30 2.03 2.4% 86.96
High 85.76 87.40 1.64 1.9% 90.10
Low 82.58 84.72 2.14 2.6% 80.66
Close 85.42 86.51 1.09 1.3% 83.58
Range 3.18 2.68 -0.50 -15.7% 9.44
ATR 3.48 3.42 -0.06 -1.6% 0.00
Volume 11,162 16,956 5,794 51.9% 77,249
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 94.25 93.06 87.98
R3 91.57 90.38 87.25
R2 88.89 88.89 87.00
R1 87.70 87.70 86.76 88.30
PP 86.21 86.21 86.21 86.51
S1 85.02 85.02 86.26 85.62
S2 83.53 83.53 86.02
S3 80.85 82.34 85.77
S4 78.17 79.66 85.04
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 10.9% 3.67 4.2% 62% False False 13,967
10 90.10 80.66 9.44 10.9% 3.45 4.0% 62% False False 17,044
20 101.15 77.84 23.31 26.9% 3.51 4.1% 37% False False 13,993
40 102.12 77.84 24.28 28.1% 2.89 3.3% 36% False False 11,438
60 105.30 77.84 27.46 31.7% 2.69 3.1% 32% False False 10,570
80 115.22 77.84 37.38 43.2% 2.85 3.3% 23% False False 9,170
Crabel Price Patterns
NR True
NR4 True
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 0.87
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.79
2.618 94.42
1.618 91.74
1.000 90.08
0.618 89.06
HIGH 87.40
0.618 86.38
0.500 86.06
0.382 85.74
LOW 84.72
0.618 83.06
1.000 82.04
1.618 80.38
2.618 77.70
4.250 73.33
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 86.36 85.68
PP 86.21 84.86
S1 86.06 84.03

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

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