NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 17-Aug-2011
Day Change Summary
Previous Current
16-Aug-2011 17-Aug-2011 Change Change % Previous Week
Open 89.27 89.01 -0.26 -0.3% 86.45
High 89.39 90.50 1.11 1.2% 89.13
Low 87.50 88.88 1.38 1.6% 78.59
Close 88.28 89.10 0.82 0.9% 87.22
Range 1.89 1.62 -0.27 -14.3% 10.54
ATR 3.18 3.11 -0.07 -2.2% 0.00
Volume 8,421 9,161 740 8.8% 43,887
Daily Pivots for day following 17-Aug-2011
Classic Woodie Camarilla DeMark
R4 94.35 93.35 89.99
R3 92.73 91.73 89.55
R2 91.11 91.11 89.40
R1 90.11 90.11 89.25 90.61
PP 89.49 89.49 89.49 89.75
S1 88.49 88.49 88.95 88.99
S2 87.87 87.87 88.80
S3 86.25 86.87 88.65
S4 84.63 85.25 88.21
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 90.50 84.04 6.46 7.3% 2.63 3.0% 78% True False 9,724
10 94.50 78.59 15.91 17.9% 3.73 4.2% 66% False False 8,770
20 102.42 78.59 23.83 26.7% 2.94 3.3% 44% False False 6,778
40 102.42 78.59 23.83 26.7% 2.55 2.9% 44% False False 6,090
60 105.34 78.59 26.75 30.0% 2.42 2.7% 39% False False 5,706
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 0.87
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 97.39
2.618 94.74
1.618 93.12
1.000 92.12
0.618 91.50
HIGH 90.50
0.618 89.88
0.500 89.69
0.382 89.50
LOW 88.88
0.618 87.88
1.000 87.26
1.618 86.26
2.618 84.64
4.250 82.00
Fisher Pivots for day following 17-Aug-2011
Pivot 1 day 3 day
R1 89.69 88.87
PP 89.49 88.65
S1 89.30 88.42

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

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