NYMEX Light Sweet Crude Oil Future January 2012

Trading Metrics calculated at close of trading on 24-Aug-2011

Day Change Summary
	Previous	Current
	23-Aug-2011	24-Aug-2011	Change	Change %	Previous Week
Open	85.30	86.86	1.56	1.8%	86.96
High	87.40	87.60	0.20	0.2%	90.10
Low	84.72	86.04	1.32	1.6%	80.66
Close	86.51	86.37	-0.14	-0.2%	83.58
Range	2.68	1.56	-1.12	-41.8%	9.44
ATR	3.42	3.29	-0.13	-3.9%	0.00
Volume	16,956	15,406	-1,550	-9.1%	77,249

Daily Pivots for day following 24-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	91.35	90.42	87.23
R3	89.79	88.86	86.80
R2	88.23	88.23	86.66
R1	87.30	87.30	86.51	86.99
PP	86.67	86.67	86.67	86.51
S1	85.74	85.74	86.23	85.43
S2	85.11	85.11	86.08
S3	83.55	84.18	85.94
S4	81.99	82.62	85.51

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	88.60	80.66	7.94	9.2%	3.57	4.1%	72%	False	False	14,505
10	90.10	80.66	9.44	10.9%	3.28	3.8%	60%	False	False	16,796
20	100.07	77.84	22.23	25.7%	3.49	4.0%	38%	False	False	14,310
40	102.12	77.84	24.28	28.1%	2.87	3.3%	35%	False	False	11,689
60	104.94	77.84	27.10	31.4%	2.66	3.1%	31%	False	False	10,729
80	113.78	77.84	35.94	41.6%	2.83	3.3%	24%	False	False	9,341

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.79
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	94.23
2.618	91.68
1.618	90.12
1.000	89.16
0.618	88.56
HIGH	87.60
0.618	87.00
0.500	86.82
0.382	86.64
LOW	86.04
0.618	85.08
1.000	84.48
1.618	83.52
2.618	81.96
4.250	79.41

Fisher Pivots for day following 24-Aug-2011
Pivot	1 day	3 day
R1	86.82	85.94
PP	86.67	85.52
S1	86.52	85.09

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