NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 05-Aug-2011
Day Change Summary
Previous Current
04-Aug-2011 05-Aug-2011 Change Change % Previous Week
Open 94.74 89.04 -5.70 -6.0% 99.92
High 94.76 90.89 -3.87 -4.1% 100.27
Low 89.73 86.43 -3.30 -3.7% 86.43
Close 89.85 90.24 0.39 0.4% 90.24
Range 5.03 4.46 -0.57 -11.3% 13.84
ATR 2.20 2.36 0.16 7.4% 0.00
Volume 6,431 5,792 -639 -9.9% 19,224
Daily Pivots for day following 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 102.57 100.86 92.69
R3 98.11 96.40 91.47
R2 93.65 93.65 91.06
R1 91.94 91.94 90.65 92.80
PP 89.19 89.19 89.19 89.61
S1 87.48 87.48 89.83 88.34
S2 84.73 84.73 89.42
S3 80.27 83.02 89.01
S4 75.81 78.56 87.79
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 133.83 125.88 97.85
R3 119.99 112.04 94.05
R2 106.15 106.15 92.78
R1 98.20 98.20 91.51 95.26
PP 92.31 92.31 92.31 90.84
S1 84.36 84.36 88.97 81.42
S2 78.47 78.47 87.70
S3 64.63 70.52 86.43
S4 50.79 56.68 82.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.27 86.43 13.84 15.3% 3.42 3.8% 28% False True 3,844
10 102.67 86.43 16.24 18.0% 2.29 2.5% 23% False True 4,259
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 True
Bull Hook False
Stretch 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.85
2.618 102.57
1.618 98.11
1.000 95.35
0.618 93.65
HIGH 90.89
0.618 89.19
0.500 88.66
0.382 88.13
LOW 86.43
0.618 83.67
1.000 81.97
1.618 79.21
2.618 74.75
4.250 67.48
Fisher Pivots for day following 05-Aug-2011
Pivot 1 day 3 day
R1 89.71 91.53
PP 89.19 91.10
S1 88.66 90.67

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

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