NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 29-Aug-2011
Day Change Summary
Previous Current
26-Aug-2011 29-Aug-2011 Change Change % Previous Week
Open 86.36 86.27 -0.09 -0.1% 83.27
High 86.68 88.55 1.87 2.2% 87.70
Low 84.16 86.27 2.11 2.5% 82.58
Close 86.45 88.21 1.76 2.0% 86.45
Range 2.52 2.28 -0.24 -9.5% 5.12
ATR 3.24 3.17 -0.07 -2.1% 0.00
Volume 19,254 13,374 -5,880 -30.5% 83,177
Daily Pivots for day following 29-Aug-2011
Classic Woodie Camarilla DeMark
R4 94.52 93.64 89.46
R3 92.24 91.36 88.84
R2 89.96 89.96 88.63
R1 89.08 89.08 88.42 89.52
PP 87.68 87.68 87.68 87.90
S1 86.80 86.80 88.00 87.24
S2 85.40 85.40 87.79
S3 83.12 84.52 87.58
S4 80.84 82.24 86.96
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 88.55 84.16 4.39 5.0% 2.49 2.8% 92% True False 17,077
10 90.10 80.66 9.44 10.7% 3.01 3.4% 80% False False 15,740
20 97.29 77.84 19.45 22.0% 3.49 4.0% 53% False False 16,043
40 102.12 77.84 24.28 27.5% 2.93 3.3% 43% False False 12,377
60 104.25 77.84 26.41 29.9% 2.68 3.0% 39% False False 11,256
80 105.47 77.84 27.63 31.3% 2.76 3.1% 38% False False 9,906
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 0.60
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.24
2.618 94.52
1.618 92.24
1.000 90.83
0.618 89.96
HIGH 88.55
0.618 87.68
0.500 87.41
0.382 87.14
LOW 86.27
0.618 84.86
1.000 83.99
1.618 82.58
2.618 80.30
4.250 76.58
Fisher Pivots for day following 29-Aug-2011
Pivot 1 day 3 day
R1 87.94 87.59
PP 87.68 86.97
S1 87.41 86.36

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

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