NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 89.01 88.74 -0.27 -0.3% 86.45
High 90.50 88.74 -1.76 -1.9% 89.13
Low 88.88 82.74 -6.14 -6.9% 78.59
Close 89.10 83.91 -5.19 -5.8% 87.22
Range 1.62 6.00 4.38 270.4% 10.54
ATR 3.11 3.34 0.23 7.5% 0.00
Volume 9,161 4,468 -4,693 -51.2% 43,887
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 103.13 99.52 87.21
R3 97.13 93.52 85.56
R2 91.13 91.13 85.01
R1 87.52 87.52 84.46 86.33
PP 85.13 85.13 85.13 84.53
S1 81.52 81.52 83.36 80.33
S2 79.13 79.13 82.81
S3 73.13 75.52 82.26
S4 67.13 69.52 80.61
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 82.74 7.76 9.2% 3.12 3.7% 15% False True 9,186
10 90.50 78.59 11.91 14.2% 3.76 4.5% 45% False False 8,321
20 102.42 78.59 23.83 28.4% 3.11 3.7% 22% False False 6,846
40 102.42 78.59 23.83 28.4% 2.65 3.2% 22% False False 6,120
60 105.34 78.59 26.75 31.9% 2.49 3.0% 20% False False 5,734
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 0.87
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 114.24
2.618 104.45
1.618 98.45
1.000 94.74
0.618 92.45
HIGH 88.74
0.618 86.45
0.500 85.74
0.382 85.03
LOW 82.74
0.618 79.03
1.000 76.74
1.618 73.03
2.618 67.03
4.250 57.24
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 85.74 86.62
PP 85.13 85.72
S1 84.52 84.81

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

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