NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 30-Aug-2011
Day Change Summary
Previous Current
29-Aug-2011 30-Aug-2011 Change Change % Previous Week
Open 87.00 88.20 1.20 1.4% 84.35
High 88.87 90.30 1.43 1.6% 88.12
Low 86.85 87.95 1.10 1.3% 83.65
Close 88.57 90.14 1.57 1.8% 86.86
Range 2.02 2.35 0.33 16.3% 4.47
ATR 2.99 2.94 -0.05 -1.5% 0.00
Volume 4,277 4,422 145 3.4% 34,954
Daily Pivots for day following 30-Aug-2011
Classic Woodie Camarilla DeMark
R4 96.51 95.68 91.43
R3 94.16 93.33 90.79
R2 91.81 91.81 90.57
R1 90.98 90.98 90.36 91.40
PP 89.46 89.46 89.46 89.67
S1 88.63 88.63 89.92 89.05
S2 87.11 87.11 89.71
S3 84.76 86.28 89.49
S4 82.41 83.93 88.85
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 99.62 97.71 89.32
R3 95.15 93.24 88.09
R2 90.68 90.68 87.68
R1 88.77 88.77 87.27 89.73
PP 86.21 86.21 86.21 86.69
S1 84.30 84.30 86.45 85.26
S2 81.74 81.74 86.04
S3 77.27 79.83 85.63
S4 72.80 75.36 84.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.30 84.75 5.55 6.2% 2.30 2.6% 97% True False 5,932
10 90.50 81.69 8.81 9.8% 2.75 3.1% 96% False False 6,927
20 95.50 78.59 16.91 18.8% 3.26 3.6% 68% False False 7,569
40 102.42 78.59 23.83 26.4% 2.80 3.1% 48% False False 6,459
60 104.37 78.59 25.78 28.6% 2.54 2.8% 45% False False 6,133
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 0.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.29
2.618 96.45
1.618 94.10
1.000 92.65
0.618 91.75
HIGH 90.30
0.618 89.40
0.500 89.13
0.382 88.85
LOW 87.95
0.618 86.50
1.000 85.60
1.618 84.15
2.618 81.80
4.250 77.96
Fisher Pivots for day following 30-Aug-2011
Pivot 1 day 3 day
R1 89.80 89.27
PP 89.46 88.40
S1 89.13 87.53

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

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