NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 04-Aug-2011
Day Change Summary
Previous Current
03-Aug-2011 04-Aug-2011 Change Change % Previous Week
Open 96.30 94.74 -1.56 -1.6% 101.34
High 96.63 94.76 -1.87 -1.9% 102.67
Low 94.55 89.73 -4.82 -5.1% 98.48
Close 95.00 89.85 -5.15 -5.4% 98.72
Range 2.08 5.03 2.95 141.8% 4.19
ATR 1.96 2.20 0.24 12.0% 0.00
Volume 2,590 6,431 3,841 148.3% 23,371
Daily Pivots for day following 04-Aug-2011
Classic Woodie Camarilla DeMark
R4 106.54 103.22 92.62
R3 101.51 98.19 91.23
R2 96.48 96.48 90.77
R1 93.16 93.16 90.31 92.31
PP 91.45 91.45 91.45 91.02
S1 88.13 88.13 89.39 87.28
S2 86.42 86.42 88.93
S3 81.39 83.10 88.47
S4 76.36 78.07 87.08
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 112.53 109.81 101.02
R3 108.34 105.62 99.87
R2 104.15 104.15 99.49
R1 101.43 101.43 99.10 100.70
PP 99.96 99.96 99.96 99.59
S1 97.24 97.24 98.34 96.51
S2 95.77 95.77 97.95
S3 91.58 93.05 97.57
S4 87.39 88.86 96.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.27 89.73 10.54 11.7% 2.71 3.0% 1% False True 3,342
10 102.67 89.73 12.94 14.4% 2.00 2.2% 1% False True 4,119
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 116.14
2.618 107.93
1.618 102.90
1.000 99.79
0.618 97.87
HIGH 94.76
0.618 92.84
0.500 92.25
0.382 91.65
LOW 89.73
0.618 86.62
1.000 84.70
1.618 81.59
2.618 76.56
4.250 68.35
Fisher Pivots for day following 04-Aug-2011
Pivot 1 day 3 day
R1 92.25 94.10
PP 91.45 92.68
S1 90.65 91.27

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

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