NYMEX Light Sweet Crude Oil Future April 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 84.15 87.01 2.86 3.4% 89.47
High 87.00 88.71 1.71 2.0% 91.11
Low 84.15 86.01 1.86 2.2% 82.93
Close 86.71 87.81 1.10 1.3% 84.93
Range 2.85 2.70 -0.15 -5.3% 8.18
ATR 2.97 2.95 -0.02 -0.6% 0.00
Volume 5,361 5,194 -167 -3.1% 29,457
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 95.61 94.41 89.30
R3 92.91 91.71 88.55
R2 90.21 90.21 88.31
R1 89.01 89.01 88.06 89.61
PP 87.51 87.51 87.51 87.81
S1 86.31 86.31 87.56 86.91
S2 84.81 84.81 87.32
S3 82.11 83.61 87.07
S4 79.41 80.91 86.33
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 110.86 106.08 89.43
R3 102.68 97.90 87.18
R2 94.50 94.50 86.43
R1 89.72 89.72 85.68 88.02
PP 86.32 86.32 86.32 85.48
S1 81.54 81.54 84.18 79.84
S2 78.14 78.14 83.43
S3 69.96 73.36 82.68
S4 61.78 65.18 80.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.11 82.93 8.18 9.3% 3.21 3.7% 60% False False 6,385
10 91.11 82.93 8.18 9.3% 2.71 3.1% 60% False False 6,058
20 101.66 79.91 21.75 24.8% 2.86 3.3% 36% False False 5,193
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 0.36
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 100.19
2.618 95.78
1.618 93.08
1.000 91.41
0.618 90.38
HIGH 88.71
0.618 87.68
0.500 87.36
0.382 87.04
LOW 86.01
0.618 84.34
1.000 83.31
1.618 81.64
2.618 78.94
4.250 74.54
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 87.66 87.15
PP 87.51 86.48
S1 87.36 85.82

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

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