NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 31-Aug-2011
Day Change Summary
Previous Current
30-Aug-2011 31-Aug-2011 Change Change % Previous Week
Open 88.97 90.47 1.50 1.7% 84.32
High 90.52 91.00 0.48 0.5% 88.56
Low 88.75 89.39 0.64 0.7% 83.33
Close 90.47 90.35 -0.12 -0.1% 87.28
Range 1.77 1.61 -0.16 -9.0% 5.23
ATR 2.86 2.77 -0.09 -3.1% 0.00
Volume 5,868 12,921 7,053 120.2% 41,397
Daily Pivots for day following 31-Aug-2011
Classic Woodie Camarilla DeMark
R4 95.08 94.32 91.24
R3 93.47 92.71 90.79
R2 91.86 91.86 90.65
R1 91.10 91.10 90.50 90.68
PP 90.25 90.25 90.25 90.03
S1 89.49 89.49 90.20 89.07
S2 88.64 88.64 90.05
S3 87.03 87.88 89.91
S4 85.42 86.27 89.46
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 91.00 85.36 5.64 6.2% 2.10 2.3% 88% True False 7,965
10 91.00 81.40 9.60 10.6% 2.74 3.0% 93% True False 8,610
20 94.27 79.11 15.16 16.8% 3.24 3.6% 74% False False 9,202
40 102.81 79.11 23.70 26.2% 2.62 2.9% 47% False False 7,602
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.68
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 97.84
2.618 95.21
1.618 93.60
1.000 92.61
0.618 91.99
HIGH 91.00
0.618 90.38
0.500 90.20
0.382 90.01
LOW 89.39
0.618 88.40
1.000 87.78
1.618 86.79
2.618 85.18
4.250 82.55
Fisher Pivots for day following 31-Aug-2011
Pivot 1 day 3 day
R1 90.30 89.95
PP 90.25 89.54
S1 90.20 89.14

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

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