NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 11-Aug-2011
Day Change Summary
Previous Current
10-Aug-2011 11-Aug-2011 Change Change % Previous Week
Open 83.02 84.65 1.63 2.0% 99.60
High 85.19 87.61 2.42 2.8% 100.45
Low 81.96 84.04 2.08 2.5% 85.48
Close 84.99 87.57 2.58 3.0% 89.26
Range 3.23 3.57 0.34 10.5% 14.97
ATR 3.27 3.29 0.02 0.6% 0.00
Volume 7,540 7,157 -383 -5.1% 29,535
Daily Pivots for day following 11-Aug-2011
Classic Woodie Camarilla DeMark
R4 97.12 95.91 89.53
R3 93.55 92.34 88.55
R2 89.98 89.98 88.22
R1 88.77 88.77 87.90 89.38
PP 86.41 86.41 86.41 86.71
S1 85.20 85.20 87.24 85.81
S2 82.84 82.84 86.92
S3 79.27 81.63 86.59
S4 75.70 78.06 85.61
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 90.38 78.59 11.79 13.5% 4.40 5.0% 76% False False 7,455
10 100.45 78.59 21.86 25.0% 3.87 4.4% 41% False False 6,384
20 102.42 78.59 23.83 27.2% 2.92 3.3% 38% False False 5,703
40 102.42 78.59 23.83 27.2% 2.48 2.8% 38% False False 5,429
60 105.34 78.59 26.75 30.5% 2.41 2.7% 34% False False 5,183
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.78
2.618 96.96
1.618 93.39
1.000 91.18
0.618 89.82
HIGH 87.61
0.618 86.25
0.500 85.83
0.382 85.40
LOW 84.04
0.618 81.83
1.000 80.47
1.618 78.26
2.618 74.69
4.250 68.87
Fisher Pivots for day following 11-Aug-2011
Pivot 1 day 3 day
R1 86.99 86.08
PP 86.41 84.59
S1 85.83 83.10

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

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