NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 25-Aug-2011
Day Change Summary
Previous Current
24-Aug-2011 25-Aug-2011 Change Change % Previous Week
Open 86.86 86.68 -0.18 -0.2% 86.96
High 87.60 87.70 0.10 0.1% 90.10
Low 86.04 84.29 -1.75 -2.0% 80.66
Close 86.37 86.44 0.07 0.1% 83.58
Range 1.56 3.41 1.85 118.6% 9.44
ATR 3.29 3.30 0.01 0.3% 0.00
Volume 15,406 20,399 4,993 32.4% 77,249
Daily Pivots for day following 25-Aug-2011
Classic Woodie Camarilla DeMark
R4 96.37 94.82 88.32
R3 92.96 91.41 87.38
R2 89.55 89.55 87.07
R1 88.00 88.00 86.75 87.07
PP 86.14 86.14 86.14 85.68
S1 84.59 84.59 86.13 83.66
S2 82.73 82.73 85.81
S3 79.32 81.18 85.50
S4 75.91 77.77 84.56
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 87.70 80.66 7.04 8.1% 3.01 3.5% 82% True False 16,480
10 90.10 80.66 9.44 10.9% 3.17 3.7% 61% False False 17,022
20 100.07 77.84 22.23 25.7% 3.59 4.1% 39% False False 15,010
40 102.12 77.84 24.28 28.1% 2.89 3.3% 35% False False 11,969
60 104.25 77.84 26.41 30.6% 2.68 3.1% 33% False False 10,994
80 111.84 77.84 34.00 39.3% 2.84 3.3% 25% False False 9,569
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.78
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 102.19
2.618 96.63
1.618 93.22
1.000 91.11
0.618 89.81
HIGH 87.70
0.618 86.40
0.500 86.00
0.382 85.59
LOW 84.29
0.618 82.18
1.000 80.88
1.618 78.77
2.618 75.36
4.250 69.80
Fisher Pivots for day following 25-Aug-2011
Pivot 1 day 3 day
R1 86.29 86.29
PP 86.14 86.14
S1 86.00 86.00

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

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