NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 31-Aug-2011
Day Change Summary
Previous Current
30-Aug-2011 31-Aug-2011 Change Change % Previous Week
Open 88.20 90.13 1.93 2.2% 84.35
High 90.30 90.70 0.40 0.4% 88.12
Low 87.95 89.10 1.15 1.3% 83.65
Close 90.14 90.13 -0.01 0.0% 86.86
Range 2.35 1.60 -0.75 -31.9% 4.47
ATR 2.94 2.85 -0.10 -3.3% 0.00
Volume 4,422 10,023 5,601 126.7% 34,954
Daily Pivots for day following 31-Aug-2011
Classic Woodie Camarilla DeMark
R4 94.78 94.05 91.01
R3 93.18 92.45 90.57
R2 91.58 91.58 90.42
R1 90.85 90.85 90.28 90.93
PP 89.98 89.98 89.98 90.02
S1 89.25 89.25 89.98 89.33
S2 88.38 88.38 89.84
S3 86.78 87.65 89.69
S4 85.18 86.05 89.25
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 90.70 84.75 5.95 6.6% 2.33 2.6% 90% True False 6,479
10 90.70 81.69 9.01 10.0% 2.75 3.1% 94% True False 7,014
20 94.50 78.59 15.91 17.7% 3.24 3.6% 73% False False 7,892
40 102.42 78.59 23.83 26.4% 2.80 3.1% 48% False False 6,588
60 104.37 78.59 25.78 28.6% 2.54 2.8% 45% False False 6,278
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 97.50
2.618 94.89
1.618 93.29
1.000 92.30
0.618 91.69
HIGH 90.70
0.618 90.09
0.500 89.90
0.382 89.71
LOW 89.10
0.618 88.11
1.000 87.50
1.618 86.51
2.618 84.91
4.250 82.30
Fisher Pivots for day following 31-Aug-2011
Pivot 1 day 3 day
R1 90.05 89.68
PP 89.98 89.23
S1 89.90 88.78

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

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