NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 84.32 87.10 2.78 3.3% 86.91
High 86.58 88.10 1.52 1.8% 90.84
Low 83.33 85.84 2.51 3.0% 81.40
Close 86.27 87.37 1.10 1.3% 84.47
Range 3.25 2.26 -0.99 -30.5% 9.44
ATR 3.30 3.23 -0.07 -2.3% 0.00
Volume 8,080 8,725 645 8.0% 45,121
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 93.88 92.89 88.61
R3 91.62 90.63 87.99
R2 89.36 89.36 87.78
R1 88.37 88.37 87.58 88.87
PP 87.10 87.10 87.10 87.35
S1 86.11 86.11 87.16 86.61
S2 84.84 84.84 86.96
S3 82.58 83.85 86.75
S4 80.32 81.59 86.13
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 10.8% 3.52 4.0% 63% False False 9,101
10 90.84 81.40 9.44 10.8% 3.23 3.7% 63% False False 9,721
20 101.88 79.11 22.77 26.1% 3.31 3.8% 36% False False 8,347
40 102.81 79.11 23.70 27.1% 2.50 2.9% 35% False False 7,123
Crabel Price Patterns
NR True
NR4 True
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 0.59
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 97.71
2.618 94.02
1.618 91.76
1.000 90.36
0.618 89.50
HIGH 88.10
0.618 87.24
0.500 86.97
0.382 86.70
LOW 85.84
0.618 84.44
1.000 83.58
1.618 82.18
2.618 79.92
4.250 76.24
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 87.24 86.50
PP 87.10 85.62
S1 86.97 84.75

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

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