NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 84.35 85.86 1.51 1.8% 87.43
High 85.87 87.80 1.93 2.2% 90.50
Low 83.65 85.04 1.39 1.7% 81.69
Close 85.84 86.94 1.10 1.3% 84.01
Range 2.22 2.76 0.54 24.3% 8.81
ATR 3.26 3.23 -0.04 -1.1% 0.00
Volume 5,903 8,088 2,185 37.0% 44,251
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 94.87 93.67 88.46
R3 92.11 90.91 87.70
R2 89.35 89.35 87.45
R1 88.15 88.15 87.19 88.75
PP 86.59 86.59 86.59 86.90
S1 85.39 85.39 86.69 85.99
S2 83.83 83.83 86.43
S3 81.07 82.63 86.18
S4 78.31 79.87 85.42
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 10.1% 3.20 3.7% 60% False False 7,923
10 90.50 81.69 8.81 10.1% 3.08 3.5% 60% False False 8,661
20 101.50 78.59 22.91 26.4% 3.28 3.8% 36% False False 7,349
40 102.42 78.59 23.83 27.4% 2.74 3.2% 35% False False 6,346
60 105.34 78.59 26.75 30.8% 2.55 2.9% 31% False False 6,001
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.53
2.618 95.03
1.618 92.27
1.000 90.56
0.618 89.51
HIGH 87.80
0.618 86.75
0.500 86.42
0.382 86.09
LOW 85.04
0.618 83.33
1.000 82.28
1.618 80.57
2.618 77.81
4.250 73.31
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 86.77 86.21
PP 86.59 85.48
S1 86.42 84.75

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

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