NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 22-Aug-2011
Day Change Summary
Previous Current
19-Aug-2011 22-Aug-2011 Change Change % Previous Week
Open 83.00 84.32 1.32 1.6% 86.91
High 85.61 86.58 0.97 1.1% 90.84
Low 81.40 83.33 1.93 2.4% 81.40
Close 84.47 86.27 1.80 2.1% 84.47
Range 4.21 3.25 -0.96 -22.8% 9.44
ATR 3.30 3.30 0.00 -0.1% 0.00
Volume 14,950 8,080 -6,870 -46.0% 45,121
Daily Pivots for day following 22-Aug-2011
Classic Woodie Camarilla DeMark
R4 95.14 93.96 88.06
R3 91.89 90.71 87.16
R2 88.64 88.64 86.87
R1 87.46 87.46 86.57 88.05
PP 85.39 85.39 85.39 85.69
S1 84.21 84.21 85.97 84.80
S2 82.14 82.14 85.67
S3 78.89 80.96 85.38
S4 75.64 77.71 84.48
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 10.9% 3.45 4.0% 52% False False 8,659
10 90.84 79.11 11.73 13.6% 3.63 4.2% 61% False False 9,803
20 102.81 79.11 23.70 27.5% 3.32 3.9% 30% False False 8,247
40 102.81 79.11 23.70 27.5% 2.47 2.9% 30% False False 7,095
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 False
Bull Hook False
Stretch 0.76
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.39
2.618 95.09
1.618 91.84
1.000 89.83
0.618 88.59
HIGH 86.58
0.618 85.34
0.500 84.96
0.382 84.57
LOW 83.33
0.618 81.32
1.000 80.08
1.618 78.07
2.618 74.82
4.250 69.52
Fisher Pivots for day following 22-Aug-2011
Pivot 1 day 3 day
R1 85.83 85.94
PP 85.39 85.61
S1 84.96 85.28

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

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