NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 08-Aug-2011
Day Change Summary
Previous Current
05-Aug-2011 08-Aug-2011 Change Change % Previous Week
Open 88.86 86.45 -2.41 -2.7% 99.60
High 90.38 87.05 -3.33 -3.7% 100.45
Low 85.48 83.01 -2.47 -2.9% 85.48
Close 89.26 83.73 -5.53 -6.2% 89.26
Range 4.90 4.04 -0.86 -17.6% 14.97
ATR 2.77 3.02 0.25 9.0% 0.00
Volume 7,071 7,303 232 3.3% 29,535
Daily Pivots for day following 08-Aug-2011
Classic Woodie Camarilla DeMark
R4 96.72 94.26 85.95
R3 92.68 90.22 84.84
R2 88.64 88.64 84.47
R1 86.18 86.18 84.10 85.39
PP 84.60 84.60 84.60 84.20
S1 82.14 82.14 83.36 81.35
S2 80.56 80.56 82.99
S3 76.52 78.10 82.62
S4 72.48 74.06 81.51
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 97.85 83.01 14.84 17.7% 3.81 4.6% 5% False True 6,831
10 102.42 83.01 19.41 23.2% 3.10 3.7% 4% False True 5,723
20 102.42 83.01 19.41 23.2% 2.76 3.3% 4% False True 5,486
40 102.42 83.01 19.41 23.2% 2.39 2.9% 4% False True 5,422
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 0.56
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.22
2.618 97.63
1.618 93.59
1.000 91.09
0.618 89.55
HIGH 87.05
0.618 85.51
0.500 85.03
0.382 84.55
LOW 83.01
0.618 80.51
1.000 78.97
1.618 76.47
2.618 72.43
4.250 65.84
Fisher Pivots for day following 08-Aug-2011
Pivot 1 day 3 day
R1 85.03 88.76
PP 84.60 87.08
S1 84.16 85.41

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

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