NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 04-Aug-2011
Day Change Summary
Previous Current
03-Aug-2011 04-Aug-2011 Change Change % Previous Week
Open 95.50 94.50 -1.00 -1.0% 100.45
High 95.50 94.50 -1.00 -1.0% 102.42
Low 93.50 88.79 -4.71 -5.0% 97.32
Close 94.11 88.90 -5.21 -5.5% 97.94
Range 2.00 5.71 3.71 185.5% 5.10
ATR 2.36 2.60 0.24 10.1% 0.00
Volume 3,576 8,955 5,379 150.4% 26,535
Daily Pivots for day following 04-Aug-2011
Classic Woodie Camarilla DeMark
R4 107.86 104.09 92.04
R3 102.15 98.38 90.47
R2 96.44 96.44 89.95
R1 92.67 92.67 89.42 91.70
PP 90.73 90.73 90.73 90.25
S1 86.96 86.96 88.38 85.99
S2 85.02 85.02 87.85
S3 79.31 81.25 87.33
S4 73.60 75.54 85.76
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 114.53 111.33 100.75
R3 109.43 106.23 99.34
R2 104.33 104.33 98.88
R1 101.13 101.13 98.41 100.18
PP 99.23 99.23 99.23 98.75
S1 96.03 96.03 97.47 95.08
S2 94.13 94.13 97.01
S3 89.03 90.93 96.54
S4 83.93 85.83 95.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.45 88.79 11.66 13.1% 3.35 3.8% 1% False True 5,314
10 102.42 88.79 13.63 15.3% 2.46 2.8% 1% False True 5,372
20 102.42 88.79 13.63 15.3% 2.55 2.9% 1% False True 5,550
40 104.37 88.79 15.58 17.5% 2.25 2.5% 1% False True 5,536
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 57 trading days
Fibonacci Retracements and Extensions
4.250 118.77
2.618 109.45
1.618 103.74
1.000 100.21
0.618 98.03
HIGH 94.50
0.618 92.32
0.500 91.65
0.382 90.97
LOW 88.79
0.618 85.26
1.000 83.08
1.618 79.55
2.618 73.84
4.250 64.52
Fisher Pivots for day following 04-Aug-2011
Pivot 1 day 3 day
R1 91.65 93.32
PP 90.73 91.85
S1 89.82 90.37

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

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