NYMEX Light Sweet Crude Oil Future May 2012

Trading Metrics calculated at close of trading on 26-Aug-2011

Day Change Summary
	Previous	Current
	25-Aug-2011	26-Aug-2011	Change	Change %	Previous Week
Open	88.52	87.81	-0.71	-0.8%	85.22
High	89.47	88.14	-1.33	-1.5%	89.47
Low	86.64	86.30	-0.34	-0.4%	85.22
Close	88.25	88.14	-0.11	-0.1%	88.14
Range	2.83	1.84	-0.99	-35.0%	4.25
ATR
Volume	3,559	5,308	1,749	49.1%	24,022

Daily Pivots for day following 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	93.05	92.43	89.15
R3	91.21	90.59	88.65
R2	89.37	89.37	88.48
R1	88.75	88.75	88.31	89.06
PP	87.53	87.53	87.53	87.68
S1	86.91	86.91	87.97	87.22
S2	85.69	85.69	87.80
S3	83.85	85.07	87.63
S4	82.01	83.23	87.13

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	100.36	98.50	90.48
R3	96.11	94.25	89.31
R2	91.86	91.86	88.92
R1	90.00	90.00	88.53	90.93
PP	87.61	87.61	87.61	88.08
S1	85.75	85.75	87.75	86.68
S2	83.36	83.36	87.36
S3	79.11	81.50	86.97
S4	74.86	77.25	85.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.47	85.22	4.25	4.8%	2.06	2.3%	69%	False	False	4,804
10	91.24	82.84	8.40	9.5%	2.19	2.5%	63%	False	False	5,903

Crabel Price Patterns
NR	True
NR4	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	95.96
2.618	92.96
1.618	91.12
1.000	89.98
0.618	89.28
HIGH	88.14
0.618	87.44
0.500	87.22
0.382	87.00
LOW	86.30
0.618	85.16
1.000	84.46
1.618	83.32
2.618	81.48
4.250	78.48

Fisher Pivots for day following 26-Aug-2011
Pivot	1 day	3 day
R1	87.83	88.06
PP	87.53	87.97
S1	87.22	87.89

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