NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 05-Aug-2011
Day Change Summary
Previous Current
04-Aug-2011 05-Aug-2011 Change Change % Previous Week
Open 94.50 88.86 -5.64 -6.0% 99.60
High 94.50 90.38 -4.12 -4.4% 100.45
Low 88.79 85.48 -3.31 -3.7% 85.48
Close 88.90 89.26 0.36 0.4% 89.26
Range 5.71 4.90 -0.81 -14.2% 14.97
ATR 2.60 2.77 0.16 6.3% 0.00
Volume 8,955 7,071 -1,884 -21.0% 29,535
Daily Pivots for day following 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 103.07 101.07 91.96
R3 98.17 96.17 90.61
R2 93.27 93.27 90.16
R1 91.27 91.27 89.71 92.27
PP 88.37 88.37 88.37 88.88
S1 86.37 86.37 88.81 87.37
S2 83.47 83.47 88.36
S3 78.57 81.47 87.91
S4 73.67 76.57 86.57
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 136.64 127.92 97.49
R3 121.67 112.95 93.38
R2 106.70 106.70 92.00
R1 97.98 97.98 90.63 94.86
PP 91.73 91.73 91.73 90.17
S1 83.01 83.01 87.89 79.89
S2 76.76 76.76 86.52
S3 61.79 68.04 85.14
S4 46.82 53.07 81.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.45 85.48 14.97 16.8% 3.94 4.4% 25% False True 5,907
10 102.42 85.48 16.94 19.0% 2.81 3.1% 22% False True 5,607
20 102.42 85.48 16.94 19.0% 2.64 3.0% 22% False True 5,466
40 103.78 85.48 18.30 20.5% 2.35 2.6% 21% False True 5,427
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 0.52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.21
2.618 103.21
1.618 98.31
1.000 95.28
0.618 93.41
HIGH 90.38
0.618 88.51
0.500 87.93
0.382 87.35
LOW 85.48
0.618 82.45
1.000 80.58
1.618 77.55
2.618 72.65
4.250 64.66
Fisher Pivots for day following 05-Aug-2011
Pivot 1 day 3 day
R1 88.82 90.49
PP 88.37 90.08
S1 87.93 89.67

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

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