NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 12-Aug-2011
Day Change Summary
Previous Current
11-Aug-2011 12-Aug-2011 Change Change % Previous Week
Open 84.65 87.25 2.60 3.1% 86.45
High 87.61 89.13 1.52 1.7% 89.13
Low 84.04 86.45 2.41 2.9% 78.59
Close 87.57 87.22 -0.35 -0.4% 87.22
Range 3.57 2.68 -0.89 -24.9% 10.54
ATR 3.29 3.25 -0.04 -1.3% 0.00
Volume 7,157 13,679 6,522 91.1% 43,887
Daily Pivots for day following 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 95.64 94.11 88.69
R3 92.96 91.43 87.96
R2 90.28 90.28 87.71
R1 88.75 88.75 87.47 88.18
PP 87.60 87.60 87.60 87.31
S1 86.07 86.07 86.97 85.50
S2 84.92 84.92 86.73
S3 82.24 83.39 86.48
S4 79.56 80.71 85.75
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 116.60 112.45 93.02
R3 106.06 101.91 90.12
R2 95.52 95.52 89.15
R1 91.37 91.37 88.19 93.45
PP 84.98 84.98 84.98 86.02
S1 80.83 80.83 86.25 82.91
S2 74.44 74.44 85.29
S3 63.90 70.29 84.32
S4 53.36 59.75 81.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.13 78.59 10.54 12.1% 3.95 4.5% 82% True False 8,777
10 100.45 78.59 21.86 25.1% 3.95 4.5% 39% False False 7,342
20 102.42 78.59 23.83 27.3% 2.94 3.4% 36% False False 5,992
40 102.42 78.59 23.83 27.3% 2.52 2.9% 36% False False 5,634
60 105.34 78.59 26.75 30.7% 2.41 2.8% 32% False False 5,369
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 0.94
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 100.52
2.618 96.15
1.618 93.47
1.000 91.81
0.618 90.79
HIGH 89.13
0.618 88.11
0.500 87.79
0.382 87.47
LOW 86.45
0.618 84.79
1.000 83.77
1.618 82.11
2.618 79.43
4.250 75.06
Fisher Pivots for day following 12-Aug-2011
Pivot 1 day 3 day
R1 87.79 86.66
PP 87.60 86.10
S1 87.41 85.55

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

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