NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 19-Aug-2011
Day Change Summary
Previous Current
18-Aug-2011 19-Aug-2011 Change Change % Previous Week
Open 88.74 82.13 -6.61 -7.4% 87.43
High 88.74 85.10 -3.64 -4.1% 90.50
Low 82.74 81.69 -1.05 -1.3% 81.69
Close 83.91 84.01 0.10 0.1% 84.01
Range 6.00 3.41 -2.59 -43.2% 8.81
ATR 3.34 3.35 0.00 0.1% 0.00
Volume 4,468 11,996 7,528 168.5% 44,251
Daily Pivots for day following 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 93.83 92.33 85.89
R3 90.42 88.92 84.95
R2 87.01 87.01 84.64
R1 85.51 85.51 84.32 86.26
PP 83.60 83.60 83.60 83.98
S1 82.10 82.10 83.70 82.85
S2 80.19 80.19 83.38
S3 76.78 78.69 83.07
S4 73.37 75.28 82.13
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 111.83 106.73 88.86
R3 103.02 97.92 86.43
R2 94.21 94.21 85.63
R1 89.11 89.11 84.82 87.26
PP 85.40 85.40 85.40 84.47
S1 80.30 80.30 83.20 78.45
S2 76.59 76.59 82.39
S3 67.78 71.49 81.59
S4 58.97 62.68 79.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.50 81.69 8.81 10.5% 3.26 3.9% 26% False True 8,850
10 90.50 78.59 11.91 14.2% 3.61 4.3% 46% False False 8,813
20 102.42 78.59 23.83 28.4% 3.21 3.8% 23% False False 7,210
40 102.42 78.59 23.83 28.4% 2.65 3.2% 23% False False 6,334
60 105.34 78.59 26.75 31.8% 2.50 3.0% 20% False False 5,877
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.77
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.59
2.618 94.03
1.618 90.62
1.000 88.51
0.618 87.21
HIGH 85.10
0.618 83.80
0.500 83.40
0.382 82.99
LOW 81.69
0.618 79.58
1.000 78.28
1.618 76.17
2.618 72.76
4.250 67.20
Fisher Pivots for day following 19-Aug-2011
Pivot 1 day 3 day
R1 83.81 86.10
PP 83.60 85.40
S1 83.40 84.71

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

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