NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 10-Aug-2011
Day Change Summary
Previous Current
09-Aug-2011 10-Aug-2011 Change Change % Previous Week
Open 82.86 83.09 0.23 0.3% 98.62
High 84.75 84.79 0.04 0.0% 100.07
Low 77.84 81.55 3.71 4.8% 85.83
Close 81.11 84.58 3.47 4.3% 88.78
Range 6.91 3.24 -3.67 -53.1% 14.24
ATR 3.31 3.33 0.03 0.8% 0.00
Volume 15,836 17,882 2,046 12.9% 55,197
Daily Pivots for day following 10-Aug-2011
Classic Woodie Camarilla DeMark
R4 93.36 92.21 86.36
R3 90.12 88.97 85.47
R2 86.88 86.88 85.17
R1 85.73 85.73 84.88 86.31
PP 83.64 83.64 83.64 83.93
S1 82.49 82.49 84.28 83.07
S2 80.40 80.40 83.99
S3 77.16 79.25 83.69
S4 73.92 76.01 82.80
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 93.63 77.84 15.79 18.7% 4.79 5.7% 43% False False 15,345
10 100.07 77.84 22.23 26.3% 3.70 4.4% 30% False False 11,824
20 102.12 77.84 24.28 28.7% 2.96 3.5% 28% False False 9,969
40 102.12 77.84 24.28 28.7% 2.61 3.1% 28% False False 9,486
60 105.30 77.84 27.46 32.5% 2.50 3.0% 25% False False 8,889
80 115.22 77.84 37.38 44.2% 2.65 3.1% 18% False False 7,552
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.69
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 98.56
2.618 93.27
1.618 90.03
1.000 88.03
0.618 86.79
HIGH 84.79
0.618 83.55
0.500 83.17
0.382 82.79
LOW 81.55
0.618 79.55
1.000 78.31
1.618 76.31
2.618 73.07
4.250 67.78
Fisher Pivots for day following 10-Aug-2011
Pivot 1 day 3 day
R1 84.11 83.79
PP 83.64 83.01
S1 83.17 82.22

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

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