NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 25-Aug-2011
Day Change Summary
Previous Current
24-Aug-2011 25-Aug-2011 Change Change % Previous Week
Open 87.73 87.39 -0.34 -0.4% 86.91
High 88.25 88.56 0.31 0.4% 90.84
Low 86.96 85.66 -1.30 -1.5% 81.40
Close 87.27 87.33 0.06 0.1% 84.47
Range 1.29 2.90 1.61 124.8% 9.44
ATR 3.09 3.07 -0.01 -0.4% 0.00
Volume 8,649 7,780 -869 -10.0% 45,121
Daily Pivots for day following 25-Aug-2011
Classic Woodie Camarilla DeMark
R4 95.88 94.51 88.93
R3 92.98 91.61 88.13
R2 90.08 90.08 87.86
R1 88.71 88.71 87.60 87.95
PP 87.18 87.18 87.18 86.80
S1 85.81 85.81 87.06 85.05
S2 84.28 84.28 86.80
S3 81.38 82.91 86.53
S4 78.48 80.01 85.74
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 113.89 108.62 89.66
R3 104.45 99.18 87.07
R2 95.01 95.01 86.20
R1 89.74 89.74 85.34 87.66
PP 85.57 85.57 85.57 84.53
S1 80.30 80.30 83.60 78.22
S2 76.13 76.13 82.74
S3 66.69 70.86 81.87
S4 57.25 61.42 79.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.56 81.40 7.16 8.2% 2.78 3.2% 83% True False 9,636
10 90.84 81.40 9.44 10.8% 2.89 3.3% 63% False False 9,217
20 100.59 79.11 21.48 24.6% 3.37 3.9% 38% False False 8,556
40 102.81 79.11 23.70 27.1% 2.53 2.9% 35% False False 7,307
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.89
2.618 96.15
1.618 93.25
1.000 91.46
0.618 90.35
HIGH 88.56
0.618 87.45
0.500 87.11
0.382 86.77
LOW 85.66
0.618 83.87
1.000 82.76
1.618 80.97
2.618 78.07
4.250 73.34
Fisher Pivots for day following 25-Aug-2011
Pivot 1 day 3 day
R1 87.26 87.26
PP 87.18 87.18
S1 87.11 87.11

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

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