NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 22-Aug-2011
Day Change Summary
Previous Current
19-Aug-2011 22-Aug-2011 Change Change % Previous Week
Open 82.13 84.35 2.22 2.7% 87.43
High 85.10 85.87 0.77 0.9% 90.50
Low 81.69 83.65 1.96 2.4% 81.69
Close 84.01 85.84 1.83 2.2% 84.01
Range 3.41 2.22 -1.19 -34.9% 8.81
ATR 3.35 3.26 -0.08 -2.4% 0.00
Volume 11,996 5,903 -6,093 -50.8% 44,251
Daily Pivots for day following 22-Aug-2011
Classic Woodie Camarilla DeMark
R4 91.78 91.03 87.06
R3 89.56 88.81 86.45
R2 87.34 87.34 86.25
R1 86.59 86.59 86.04 86.97
PP 85.12 85.12 85.12 85.31
S1 84.37 84.37 85.64 84.75
S2 82.90 82.90 85.43
S3 80.68 82.15 85.23
S4 78.46 79.93 84.62
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 111.83 106.73 88.86
R3 103.02 97.92 86.43
R2 94.21 94.21 85.63
R1 89.11 89.11 84.82 87.26
PP 85.40 85.40 85.40 84.47
S1 80.30 80.30 83.20 78.45
S2 76.59 76.59 82.39
S3 67.78 71.49 81.59
S4 58.97 62.68 79.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.50 81.69 8.81 10.3% 3.03 3.5% 47% False False 7,989
10 90.50 78.59 11.91 13.9% 3.43 4.0% 61% False False 8,673
20 102.42 78.59 23.83 27.8% 3.27 3.8% 30% False False 7,198
40 102.42 78.59 23.83 27.8% 2.69 3.1% 30% False False 6,320
60 105.34 78.59 26.75 31.2% 2.52 2.9% 27% False False 5,933
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 0.78
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 95.31
2.618 91.68
1.618 89.46
1.000 88.09
0.618 87.24
HIGH 85.87
0.618 85.02
0.500 84.76
0.382 84.50
LOW 83.65
0.618 82.28
1.000 81.43
1.618 80.06
2.618 77.84
4.250 74.22
Fisher Pivots for day following 22-Aug-2011
Pivot 1 day 3 day
R1 85.48 85.63
PP 85.12 85.42
S1 84.76 85.22

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

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