NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 09-Aug-2011
Day Change Summary
Previous Current
08-Aug-2011 09-Aug-2011 Change Change % Previous Week
Open 86.45 82.03 -4.42 -5.1% 99.60
High 87.05 84.83 -2.22 -2.6% 100.45
Low 83.01 78.59 -4.42 -5.3% 85.48
Close 83.73 81.58 -2.15 -2.6% 89.26
Range 4.04 6.24 2.20 54.5% 14.97
ATR 3.02 3.25 0.23 7.6% 0.00
Volume 7,303 8,208 905 12.4% 29,535
Daily Pivots for day following 09-Aug-2011
Classic Woodie Camarilla DeMark
R4 100.39 97.22 85.01
R3 94.15 90.98 83.30
R2 87.91 87.91 82.72
R1 84.74 84.74 82.15 83.21
PP 81.67 81.67 81.67 80.90
S1 78.50 78.50 81.01 76.97
S2 75.43 75.43 80.44
S3 69.19 72.26 79.86
S4 62.95 66.02 78.15
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 136.64 127.92 97.49
R3 121.67 112.95 93.38
R2 106.70 106.70 92.00
R1 97.98 97.98 90.63 94.86
PP 91.73 91.73 91.73 90.17
S1 83.01 83.01 87.89 79.89
S2 76.76 76.76 86.52
S3 61.79 68.04 85.14
S4 46.82 53.07 81.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.50 78.59 16.91 20.7% 4.58 5.6% 18% False True 7,022
10 101.50 78.59 22.91 28.1% 3.48 4.3% 13% False True 6,036
20 102.42 78.59 23.83 29.2% 2.89 3.5% 13% False True 5,559
40 102.42 78.59 23.83 29.2% 2.47 3.0% 13% False True 5,421
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.75
Widest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 111.35
2.618 101.17
1.618 94.93
1.000 91.07
0.618 88.69
HIGH 84.83
0.618 82.45
0.500 81.71
0.382 80.97
LOW 78.59
0.618 74.73
1.000 72.35
1.618 68.49
2.618 62.25
4.250 52.07
Fisher Pivots for day following 09-Aug-2011
Pivot 1 day 3 day
R1 81.71 84.49
PP 81.67 83.52
S1 81.62 82.55

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

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