NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 15-Aug-2011
Day Change Summary
Previous Current
12-Aug-2011 15-Aug-2011 Change Change % Previous Week
Open 87.25 87.43 0.18 0.2% 86.45
High 89.13 89.74 0.61 0.7% 89.13
Low 86.45 86.34 -0.11 -0.1% 78.59
Close 87.22 89.58 2.36 2.7% 87.22
Range 2.68 3.40 0.72 26.9% 10.54
ATR 3.25 3.26 0.01 0.3% 0.00
Volume 13,679 10,205 -3,474 -25.4% 43,887
Daily Pivots for day following 15-Aug-2011
Classic Woodie Camarilla DeMark
R4 98.75 97.57 91.45
R3 95.35 94.17 90.52
R2 91.95 91.95 90.20
R1 90.77 90.77 89.89 91.36
PP 88.55 88.55 88.55 88.85
S1 87.37 87.37 89.27 87.96
S2 85.15 85.15 88.96
S3 81.75 83.97 88.65
S4 78.35 80.57 87.71
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 89.74 78.59 11.15 12.4% 3.82 4.3% 99% True False 9,357
10 97.85 78.59 19.26 21.5% 3.82 4.3% 57% False False 8,094
20 102.42 78.59 23.83 26.6% 2.98 3.3% 46% False False 6,302
40 102.42 78.59 23.83 26.6% 2.53 2.8% 46% False False 5,822
60 105.34 78.59 26.75 29.9% 2.44 2.7% 41% False False 5,493
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.96
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.19
2.618 98.64
1.618 95.24
1.000 93.14
0.618 91.84
HIGH 89.74
0.618 88.44
0.500 88.04
0.382 87.64
LOW 86.34
0.618 84.24
1.000 82.94
1.618 80.84
2.618 77.44
4.250 71.89
Fisher Pivots for day following 15-Aug-2011
Pivot 1 day 3 day
R1 89.07 88.68
PP 88.55 87.79
S1 88.04 86.89

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

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