NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 26-Aug-2011
Day Change Summary
Previous Current
25-Aug-2011 26-Aug-2011 Change Change % Previous Week
Open 86.68 86.36 -0.32 -0.4% 83.27
High 87.70 86.68 -1.02 -1.2% 87.70
Low 84.29 84.16 -0.13 -0.2% 82.58
Close 86.44 86.45 0.01 0.0% 86.45
Range 3.41 2.52 -0.89 -26.1% 5.12
ATR 3.30 3.24 -0.06 -1.7% 0.00
Volume 20,399 19,254 -1,145 -5.6% 83,177
Daily Pivots for day following 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 93.32 92.41 87.84
R3 90.80 89.89 87.14
R2 88.28 88.28 86.91
R1 87.37 87.37 86.68 87.83
PP 85.76 85.76 85.76 85.99
S1 84.85 84.85 86.22 85.31
S2 83.24 83.24 85.99
S3 80.72 82.33 85.76
S4 78.20 79.81 85.06
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 100.94 98.81 89.27
R3 95.82 93.69 87.86
R2 90.70 90.70 87.39
R1 88.57 88.57 86.92 89.64
PP 85.58 85.58 85.58 86.11
S1 83.45 83.45 85.98 84.52
S2 80.46 80.46 85.51
S3 75.34 78.33 85.04
S4 70.22 73.21 83.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.70 82.58 5.12 5.9% 2.67 3.1% 76% False False 16,635
10 90.10 80.66 9.44 10.9% 3.12 3.6% 61% False False 16,042
20 100.07 77.84 22.23 25.7% 3.61 4.2% 39% False False 15,635
40 102.12 77.84 24.28 28.1% 2.91 3.4% 35% False False 12,250
60 104.25 77.84 26.41 30.5% 2.68 3.1% 33% False False 11,174
80 108.59 77.84 30.75 35.6% 2.85 3.3% 28% False False 9,774
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 0.69
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.39
2.618 93.28
1.618 90.76
1.000 89.20
0.618 88.24
HIGH 86.68
0.618 85.72
0.500 85.42
0.382 85.12
LOW 84.16
0.618 82.60
1.000 81.64
1.618 80.08
2.618 77.56
4.250 73.45
Fisher Pivots for day following 26-Aug-2011
Pivot 1 day 3 day
R1 86.11 86.28
PP 85.76 86.10
S1 85.42 85.93

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

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