NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 24-Aug-2011
Day Change Summary
Previous Current
23-Aug-2011 24-Aug-2011 Change Change % Previous Week
Open 87.10 87.73 0.63 0.7% 86.91
High 88.10 88.25 0.15 0.2% 90.84
Low 85.84 86.96 1.12 1.3% 81.40
Close 87.37 87.27 -0.10 -0.1% 84.47
Range 2.26 1.29 -0.97 -42.9% 9.44
ATR 3.23 3.09 -0.14 -4.3% 0.00
Volume 8,725 8,649 -76 -0.9% 45,121
Daily Pivots for day following 24-Aug-2011
Classic Woodie Camarilla DeMark
R4 91.36 90.61 87.98
R3 90.07 89.32 87.62
R2 88.78 88.78 87.51
R1 88.03 88.03 87.39 87.76
PP 87.49 87.49 87.49 87.36
S1 86.74 86.74 87.15 86.47
S2 86.20 86.20 87.03
S3 84.91 85.45 86.92
S4 83.62 84.16 86.56
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 89.16 81.40 7.76 8.9% 3.39 3.9% 76% False False 9,255
10 90.84 81.40 9.44 10.8% 3.02 3.5% 62% False False 9,496
20 100.59 79.11 21.48 24.6% 3.28 3.8% 38% False False 8,424
40 102.81 79.11 23.70 27.2% 2.52 2.9% 34% False False 7,250
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.54
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 93.73
2.618 91.63
1.618 90.34
1.000 89.54
0.618 89.05
HIGH 88.25
0.618 87.76
0.500 87.61
0.382 87.45
LOW 86.96
0.618 86.16
1.000 85.67
1.618 84.87
2.618 83.58
4.250 81.48
Fisher Pivots for day following 24-Aug-2011
Pivot 1 day 3 day
R1 87.61 86.78
PP 87.49 86.28
S1 87.38 85.79

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

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