NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 30-Aug-2011
Day Change Summary
Previous Current
29-Aug-2011 30-Aug-2011 Change Change % Previous Week
Open 87.60 88.97 1.37 1.6% 84.32
High 89.29 90.52 1.23 1.4% 88.56
Low 87.27 88.75 1.48 1.7% 83.33
Close 88.93 90.47 1.54 1.7% 87.28
Range 2.02 1.77 -0.25 -12.4% 5.23
ATR 2.94 2.86 -0.08 -2.8% 0.00
Volume 5,096 5,868 772 15.1% 41,397
Daily Pivots for day following 30-Aug-2011
Classic Woodie Camarilla DeMark
R4 95.22 94.62 91.44
R3 93.45 92.85 90.96
R2 91.68 91.68 90.79
R1 91.08 91.08 90.63 91.38
PP 89.91 89.91 89.91 90.07
S1 89.31 89.31 90.31 89.61
S2 88.14 88.14 90.15
S3 86.37 87.54 89.98
S4 84.60 85.77 89.50
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 102.08 99.91 90.16
R3 96.85 94.68 88.72
R2 91.62 91.62 88.24
R1 89.45 89.45 87.76 90.54
PP 86.39 86.39 86.39 86.93
S1 84.22 84.22 86.80 85.31
S2 81.16 81.16 86.32
S3 75.93 78.99 85.84
S4 70.70 73.76 84.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.52 85.36 5.16 5.7% 2.03 2.2% 99% True False 7,111
10 90.84 81.40 9.44 10.4% 2.78 3.1% 96% False False 8,106
20 96.20 79.11 17.09 18.9% 3.27 3.6% 66% False False 8,760
40 102.81 79.11 23.70 26.2% 2.59 2.9% 48% False False 7,423
Crabel Price Patterns
NR True
NR4 True
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 0.63
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.04
2.618 95.15
1.618 93.38
1.000 92.29
0.618 91.61
HIGH 90.52
0.618 89.84
0.500 89.64
0.382 89.43
LOW 88.75
0.618 87.66
1.000 86.98
1.618 85.89
2.618 84.12
4.250 81.23
Fisher Pivots for day following 30-Aug-2011
Pivot 1 day 3 day
R1 90.19 89.63
PP 89.91 88.78
S1 89.64 87.94

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

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