NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 19-Aug-2011
Day Change Summary
Previous Current
18-Aug-2011 19-Aug-2011 Change Change % Previous Week
Open 89.16 83.00 -6.16 -6.9% 86.91
High 89.16 85.61 -3.55 -4.0% 90.84
Low 83.21 81.40 -1.81 -2.2% 81.40
Close 84.31 84.47 0.16 0.2% 84.47
Range 5.95 4.21 -1.74 -29.2% 9.44
ATR 3.23 3.30 0.07 2.2% 0.00
Volume 5,873 14,950 9,077 154.6% 45,121
Daily Pivots for day following 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 96.46 94.67 86.79
R3 92.25 90.46 85.63
R2 88.04 88.04 85.24
R1 86.25 86.25 84.86 87.15
PP 83.83 83.83 83.83 84.27
S1 82.04 82.04 84.08 82.94
S2 79.62 79.62 83.70
S3 75.41 77.83 83.31
S4 71.20 73.62 82.15
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 113.89 108.62 89.66
R3 104.45 99.18 87.07
R2 95.01 95.01 86.20
R1 89.74 89.74 85.34 87.66
PP 85.57 85.57 85.57 84.53
S1 80.30 80.30 83.60 78.22
S2 76.13 76.13 82.74
S3 66.69 70.86 81.87
S4 57.25 61.42 79.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.84 81.40 9.44 11.2% 3.43 4.1% 33% False True 9,024
10 90.84 79.11 11.73 13.9% 3.75 4.4% 46% False False 10,121
20 102.81 79.11 23.70 28.1% 3.22 3.8% 23% False False 8,282
40 102.81 79.11 23.70 28.1% 2.44 2.9% 23% False False 7,058
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Bull Hook False
Stretch 0.69
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.50
2.618 96.63
1.618 92.42
1.000 89.82
0.618 88.21
HIGH 85.61
0.618 84.00
0.500 83.51
0.382 83.01
LOW 81.40
0.618 78.80
1.000 77.19
1.618 74.59
2.618 70.38
4.250 63.51
Fisher Pivots for day following 19-Aug-2011
Pivot 1 day 3 day
R1 84.15 86.12
PP 83.83 85.57
S1 83.51 85.02

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

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