NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 10-Aug-2011
Day Change Summary
Previous Current
09-Aug-2011 10-Aug-2011 Change Change % Previous Week
Open 82.59 84.55 1.96 2.4% 99.60
High 85.30 85.60 0.30 0.4% 100.59
Low 79.11 82.15 3.04 3.8% 85.98
Close 82.06 85.40 3.34 4.1% 89.75
Range 6.19 3.45 -2.74 -44.3% 14.61
ATR 3.11 3.14 0.03 1.0% 0.00
Volume 9,544 10,907 1,363 14.3% 30,677
Daily Pivots for day following 10-Aug-2011
Classic Woodie Camarilla DeMark
R4 94.73 93.52 87.30
R3 91.28 90.07 86.35
R2 87.83 87.83 86.03
R1 86.62 86.62 85.72 87.23
PP 84.38 84.38 84.38 84.69
S1 83.17 83.17 85.08 83.78
S2 80.93 80.93 84.77
S3 77.48 79.72 84.45
S4 74.03 76.27 83.50
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 135.94 127.45 97.79
R3 121.33 112.84 93.77
R2 106.72 106.72 92.43
R1 98.23 98.23 91.09 95.17
PP 92.11 92.11 92.11 90.58
S1 83.62 83.62 88.41 80.56
S2 77.50 77.50 87.07
S3 62.89 69.01 85.73
S4 48.28 54.40 81.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.27 79.11 15.16 17.8% 4.83 5.7% 41% False False 9,850
10 100.59 79.11 21.48 25.2% 3.54 4.1% 29% False False 7,352
20 102.81 79.11 23.70 27.8% 2.73 3.2% 27% False False 6,801
40 102.81 79.11 23.70 27.8% 2.27 2.7% 27% False False 6,258
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.88
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 100.26
2.618 94.63
1.618 91.18
1.000 89.05
0.618 87.73
HIGH 85.60
0.618 84.28
0.500 83.88
0.382 83.47
LOW 82.15
0.618 80.02
1.000 78.70
1.618 76.57
2.618 73.12
4.250 67.49
Fisher Pivots for day following 10-Aug-2011
Pivot 1 day 3 day
R1 84.89 84.73
PP 84.38 84.05
S1 83.88 83.38

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

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