NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 12-Aug-2011
Day Change Summary
Previous Current
11-Aug-2011 12-Aug-2011 Change Change % Previous Week
Open 85.39 89.42 4.03 4.7% 87.11
High 88.33 89.42 1.09 1.2% 89.42
Low 84.87 87.79 2.92 3.4% 79.91
Close 88.30 88.00 -0.30 -0.3% 88.00
Range 3.46 1.63 -1.83 -52.9% 9.51
ATR 2.97 2.87 -0.10 -3.2% 0.00
Volume 6,215 9,919 3,704 59.6% 31,916
Daily Pivots for day following 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 93.29 92.28 88.90
R3 91.66 90.65 88.45
R2 90.03 90.03 88.30
R1 89.02 89.02 88.15 88.71
PP 88.40 88.40 88.40 88.25
S1 87.39 87.39 87.85 87.08
S2 86.77 86.77 87.70
S3 85.14 85.76 87.55
S4 83.51 84.13 87.10
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 114.31 110.66 93.23
R3 104.80 101.15 90.62
R2 95.29 95.29 89.74
R1 91.64 91.64 88.87 93.47
PP 85.78 85.78 85.78 86.69
S1 82.13 82.13 87.13 83.96
S2 76.27 76.27 86.26
S3 66.76 72.62 85.38
S4 57.25 63.11 82.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.42 79.91 9.51 10.8% 3.57 4.1% 85% True False 6,383
10 100.27 79.91 20.36 23.1% 3.50 4.0% 40% False False 5,114
20 102.67 79.91 22.76 25.9% 2.45 2.8% 36% False False 4,587
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.76
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 96.35
2.618 93.69
1.618 92.06
1.000 91.05
0.618 90.43
HIGH 89.42
0.618 88.80
0.500 88.61
0.382 88.41
LOW 87.79
0.618 86.78
1.000 86.16
1.618 85.15
2.618 83.52
4.250 80.86
Fisher Pivots for day following 12-Aug-2011
Pivot 1 day 3 day
R1 88.61 87.41
PP 88.40 86.82
S1 88.20 86.23

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

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