NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 15-Aug-2011
Day Change Summary
Previous Current
12-Aug-2011 15-Aug-2011 Change Change % Previous Week
Open 86.90 86.96 0.06 0.1% 86.60
High 88.79 89.37 0.58 0.7% 88.79
Low 85.75 86.02 0.27 0.3% 77.84
Close 86.84 89.22 2.38 2.7% 86.84
Range 3.04 3.35 0.31 10.2% 10.95
ATR 3.39 3.39 0.00 -0.1% 0.00
Volume 29,051 16,392 -12,659 -43.6% 97,080
Daily Pivots for day following 15-Aug-2011
Classic Woodie Camarilla DeMark
R4 98.25 97.09 91.06
R3 94.90 93.74 90.14
R2 91.55 91.55 89.83
R1 90.39 90.39 89.53 90.97
PP 88.20 88.20 88.20 88.50
S1 87.04 87.04 88.91 87.62
S2 84.85 84.85 88.61
S3 81.50 83.69 88.30
S4 78.15 80.34 87.38
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 89.37 77.84 11.53 12.9% 4.21 4.7% 99% True False 19,461
10 97.29 77.84 19.45 21.8% 3.98 4.5% 59% False False 16,346
20 102.12 77.84 24.28 27.2% 3.10 3.5% 47% False False 11,582
40 102.12 77.84 24.28 27.2% 2.67 3.0% 47% False False 10,427
60 105.30 77.84 27.46 30.8% 2.57 2.9% 41% False False 9,737
80 115.22 77.84 37.38 41.9% 2.71 3.0% 30% False False 8,269
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 0.86
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.61
2.618 98.14
1.618 94.79
1.000 92.72
0.618 91.44
HIGH 89.37
0.618 88.09
0.500 87.70
0.382 87.30
LOW 86.02
0.618 83.95
1.000 82.67
1.618 80.60
2.618 77.25
4.250 71.78
Fisher Pivots for day following 15-Aug-2011
Pivot 1 day 3 day
R1 88.71 88.17
PP 88.20 87.12
S1 87.70 86.07

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

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