NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 19-Aug-2011
Day Change Summary
Previous Current
18-Aug-2011 19-Aug-2011 Change Change % Previous Week
Open 89.56 83.40 -6.16 -6.9% 89.47
High 89.56 85.90 -3.66 -4.1% 91.11
Low 83.60 82.93 -0.67 -0.8% 82.93
Close 84.71 84.93 0.22 0.3% 84.93
Range 5.96 2.97 -2.99 -50.2% 8.18
ATR 2.98 2.98 0.00 0.0% 0.00
Volume 2,556 11,999 9,443 369.4% 29,457
Daily Pivots for day following 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 93.50 92.18 86.56
R3 90.53 89.21 85.75
R2 87.56 87.56 85.47
R1 86.24 86.24 85.20 86.90
PP 84.59 84.59 84.59 84.92
S1 83.27 83.27 84.66 83.93
S2 81.62 81.62 84.39
S3 78.65 80.30 84.11
S4 75.68 77.33 83.30
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 110.86 106.08 89.43
R3 102.68 97.90 87.18
R2 94.50 94.50 86.43
R1 89.72 89.72 85.68 88.02
PP 86.32 86.32 86.32 85.48
S1 81.54 81.54 84.18 79.84
S2 78.14 78.14 83.43
S3 69.96 73.36 82.68
S4 61.78 65.18 80.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.11 82.93 8.18 9.6% 2.69 3.2% 24% False True 5,891
10 91.11 79.91 11.20 13.2% 3.13 3.7% 45% False False 6,137
20 102.67 79.91 22.76 26.8% 2.71 3.2% 22% False False 5,198
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 0.54
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.52
2.618 93.68
1.618 90.71
1.000 88.87
0.618 87.74
HIGH 85.90
0.618 84.77
0.500 84.42
0.382 84.06
LOW 82.93
0.618 81.09
1.000 79.96
1.618 78.12
2.618 75.15
4.250 70.31
Fisher Pivots for day following 19-Aug-2011
Pivot 1 day 3 day
R1 84.76 87.02
PP 84.59 86.32
S1 84.42 85.63

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

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