NYMEX Light Sweet Crude Oil Future April 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	87.01	87.84	0.83	1.0%	89.47
High	88.71	88.73	0.02	0.0%	91.11
Low	86.01	87.54	1.53	1.8%	82.93
Close	87.81	87.73	-0.08	-0.1%	84.93
Range	2.70	1.19	-1.51	-55.9%	8.18
ATR	2.95	2.82	-0.13	-4.3%	0.00
Volume	5,194	5,162	-32	-0.6%	29,457

Daily Pivots for day following 24-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	91.57	90.84	88.38
R3	90.38	89.65	88.06
R2	89.19	89.19	87.95
R1	88.46	88.46	87.84	88.23
PP	88.00	88.00	88.00	87.89
S1	87.27	87.27	87.62	87.04
S2	86.81	86.81	87.51
S3	85.62	86.08	87.40
S4	84.43	84.89	87.08

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	89.56	82.93	6.63	7.6%	3.13	3.6%	72%	False	False	6,054
10	91.11	82.93	8.18	9.3%	2.53	2.9%	59%	False	False	6,130
20	100.75	79.91	20.84	23.8%	2.85	3.2%	38%	False	False	5,191

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	False
Stretch	0.28
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	93.79
2.618	91.85
1.618	90.66
1.000	89.92
0.618	89.47
HIGH	88.73
0.618	88.28
0.500	88.14
0.382	87.99
LOW	87.54
0.618	86.80
1.000	86.35
1.618	85.61
2.618	84.42
4.250	82.48

Fisher Pivots for day following 24-Aug-2011
Pivot	1 day	3 day
R1	88.14	87.30
PP	88.00	86.87
S1	87.87	86.44

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols