NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 08-Aug-2011
Day Change Summary
Previous Current
05-Aug-2011 08-Aug-2011 Change Change % Previous Week
Open 88.35 86.60 -1.75 -2.0% 98.62
High 89.91 86.60 -3.31 -3.7% 100.07
Low 85.83 82.36 -3.47 -4.0% 85.83
Close 88.78 83.22 -5.56 -6.3% 88.78
Range 4.08 4.24 0.16 3.9% 14.24
ATR 2.77 3.03 0.26 9.4% 0.00
Volume 14,927 16,166 1,239 8.3% 55,197
Daily Pivots for day following 08-Aug-2011
Classic Woodie Camarilla DeMark
R4 96.78 94.24 85.55
R3 92.54 90.00 84.39
R2 88.30 88.30 84.00
R1 85.76 85.76 83.61 84.91
PP 84.06 84.06 84.06 83.64
S1 81.52 81.52 82.83 80.67
S2 79.82 79.82 82.44
S3 75.58 77.28 82.05
S4 71.34 73.04 80.89
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 134.28 125.77 96.61
R3 120.04 111.53 92.70
R2 105.80 105.80 91.39
R1 97.29 97.29 90.09 94.43
PP 91.56 91.56 91.56 90.13
S1 83.05 83.05 87.47 80.19
S2 77.32 77.32 86.17
S3 63.08 68.81 84.86
S4 48.84 54.57 80.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.29 82.36 14.93 17.9% 3.74 4.5% 6% False True 13,231
10 102.12 82.36 19.76 23.7% 3.14 3.8% 4% False True 10,298
20 102.12 82.36 19.76 23.7% 2.76 3.3% 4% False True 9,299
40 102.12 82.36 19.76 23.7% 2.48 3.0% 4% False True 9,249
60 105.30 82.36 22.94 27.6% 2.42 2.9% 4% False True 8,462
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.62
2.618 97.70
1.618 93.46
1.000 90.84
0.618 89.22
HIGH 86.60
0.618 84.98
0.500 84.48
0.382 83.98
LOW 82.36
0.618 79.74
1.000 78.12
1.618 75.50
2.618 71.26
4.250 64.34
Fisher Pivots for day following 08-Aug-2011
Pivot 1 day 3 day
R1 84.48 88.00
PP 84.06 86.40
S1 83.64 84.81

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

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