NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 22-Aug-2011
Day Change Summary
Previous Current
19-Aug-2011 22-Aug-2011 Change Change % Previous Week
Open 82.61 83.27 0.66 0.8% 86.96
High 84.89 85.76 0.87 1.0% 90.10
Low 80.66 82.58 1.92 2.4% 80.66
Close 83.58 85.42 1.84 2.2% 83.58
Range 4.23 3.18 -1.05 -24.8% 9.44
ATR 3.50 3.48 -0.02 -0.7% 0.00
Volume 18,479 11,162 -7,317 -39.6% 77,249
Daily Pivots for day following 22-Aug-2011
Classic Woodie Camarilla DeMark
R4 94.13 92.95 87.17
R3 90.95 89.77 86.29
R2 87.77 87.77 86.00
R1 86.59 86.59 85.71 87.18
PP 84.59 84.59 84.59 84.88
S1 83.41 83.41 85.13 84.00
S2 81.41 81.41 84.84
S3 78.23 80.23 84.55
S4 75.05 77.05 83.67
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 113.10 107.78 88.77
R3 103.66 98.34 86.18
R2 94.22 94.22 85.31
R1 88.90 88.90 84.45 86.84
PP 84.78 84.78 84.78 83.75
S1 79.46 79.46 82.71 77.40
S2 75.34 75.34 81.85
S3 65.90 70.02 80.98
S4 56.46 60.58 78.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.10 80.66 9.44 11.1% 3.54 4.1% 50% False False 14,403
10 90.10 77.84 12.26 14.4% 3.87 4.5% 62% False False 16,932
20 102.12 77.84 24.28 28.4% 3.51 4.1% 31% False False 13,615
40 102.12 77.84 24.28 28.4% 2.85 3.3% 31% False False 11,292
60 105.30 77.84 27.46 32.1% 2.66 3.1% 28% False False 10,492
80 115.22 77.84 37.38 43.8% 2.84 3.3% 20% False False 9,001
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 1.00
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.28
2.618 94.09
1.618 90.91
1.000 88.94
0.618 87.73
HIGH 85.76
0.618 84.55
0.500 84.17
0.382 83.79
LOW 82.58
0.618 80.61
1.000 79.40
1.618 77.43
2.618 74.25
4.250 69.07
Fisher Pivots for day following 22-Aug-2011
Pivot 1 day 3 day
R1 85.00 85.16
PP 84.59 84.89
S1 84.17 84.63

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

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