NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 12-Aug-2011
Day Change Summary
Previous Current
11-Aug-2011 12-Aug-2011 Change Change % Previous Week
Open 83.90 86.90 3.00 3.6% 86.60
High 87.28 88.79 1.51 1.7% 88.79
Low 82.76 85.75 2.99 3.6% 77.84
Close 87.22 86.84 -0.38 -0.4% 86.84
Range 4.52 3.04 -1.48 -32.7% 10.95
ATR 3.42 3.39 -0.03 -0.8% 0.00
Volume 18,145 29,051 10,906 60.1% 97,080
Daily Pivots for day following 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 96.25 94.58 88.51
R3 93.21 91.54 87.68
R2 90.17 90.17 87.40
R1 88.50 88.50 87.12 87.82
PP 87.13 87.13 87.13 86.78
S1 85.46 85.46 86.56 84.78
S2 84.09 84.09 86.28
S3 81.05 82.42 86.00
S4 78.01 79.38 85.17
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 117.34 113.04 92.86
R3 106.39 102.09 89.85
R2 95.44 95.44 88.85
R1 91.14 91.14 87.84 93.29
PP 84.49 84.49 84.49 85.57
S1 80.19 80.19 85.84 82.34
S2 73.54 73.54 84.83
S3 62.59 69.24 83.83
S4 51.64 58.29 80.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.79 77.84 10.95 12.6% 4.39 5.1% 82% True False 19,416
10 100.07 77.84 22.23 25.6% 4.10 4.7% 40% False False 15,227
20 102.12 77.84 24.28 28.0% 3.05 3.5% 37% False False 11,172
40 102.12 77.84 24.28 28.0% 2.64 3.0% 37% False False 10,158
60 105.30 77.84 27.46 31.6% 2.54 2.9% 33% False False 9,557
80 115.22 77.84 37.38 43.0% 2.69 3.1% 24% False False 8,098
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 0.92
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 101.71
2.618 96.75
1.618 93.71
1.000 91.83
0.618 90.67
HIGH 88.79
0.618 87.63
0.500 87.27
0.382 86.91
LOW 85.75
0.618 83.87
1.000 82.71
1.618 80.83
2.618 77.79
4.250 72.83
Fisher Pivots for day following 12-Aug-2011
Pivot 1 day 3 day
R1 87.27 86.28
PP 87.13 85.73
S1 86.98 85.17

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

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