NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 24-Aug-2011
Day Change Summary
Previous Current
23-Aug-2011 24-Aug-2011 Change Change % Previous Week
Open 85.86 86.73 0.87 1.0% 87.43
High 87.80 88.01 0.21 0.2% 90.50
Low 85.04 86.55 1.51 1.8% 81.69
Close 86.94 86.82 -0.12 -0.1% 84.01
Range 2.76 1.46 -1.30 -47.1% 8.81
ATR 3.23 3.10 -0.13 -3.9% 0.00
Volume 8,088 7,290 -798 -9.9% 44,251
Daily Pivots for day following 24-Aug-2011
Classic Woodie Camarilla DeMark
R4 91.51 90.62 87.62
R3 90.05 89.16 87.22
R2 88.59 88.59 87.09
R1 87.70 87.70 86.95 88.15
PP 87.13 87.13 87.13 87.35
S1 86.24 86.24 86.69 86.69
S2 85.67 85.67 86.55
S3 84.21 84.78 86.42
S4 82.75 83.32 86.02
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 88.74 81.69 7.05 8.1% 3.17 3.7% 73% False False 7,549
10 90.50 81.69 8.81 10.1% 2.90 3.3% 58% False False 8,636
20 100.45 78.59 21.86 25.2% 3.25 3.7% 38% False False 7,341
40 102.42 78.59 23.83 27.4% 2.74 3.2% 35% False False 6,435
60 105.31 78.59 26.72 30.8% 2.52 2.9% 31% False False 6,074
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 0.49
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 94.22
2.618 91.83
1.618 90.37
1.000 89.47
0.618 88.91
HIGH 88.01
0.618 87.45
0.500 87.28
0.382 87.11
LOW 86.55
0.618 85.65
1.000 85.09
1.618 84.19
2.618 82.73
4.250 80.35
Fisher Pivots for day following 24-Aug-2011
Pivot 1 day 3 day
R1 87.28 86.49
PP 87.13 86.16
S1 86.97 85.83

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

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