NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 25-Aug-2011
Day Change Summary
Previous Current
24-Aug-2011 25-Aug-2011 Change Change % Previous Week
Open 87.84 87.94 0.10 0.1% 89.47
High 88.73 89.11 0.38 0.4% 91.11
Low 87.54 85.81 -1.73 -2.0% 82.93
Close 87.73 87.79 0.06 0.1% 84.93
Range 1.19 3.30 2.11 177.3% 8.18
ATR 2.82 2.86 0.03 1.2% 0.00
Volume 5,162 4,224 -938 -18.2% 29,457
Daily Pivots for day following 25-Aug-2011
Classic Woodie Camarilla DeMark
R4 97.47 95.93 89.61
R3 94.17 92.63 88.70
R2 90.87 90.87 88.40
R1 89.33 89.33 88.09 88.45
PP 87.57 87.57 87.57 87.13
S1 86.03 86.03 87.49 85.15
S2 84.27 84.27 87.19
S3 80.97 82.73 86.88
S4 77.67 79.43 85.98
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 89.11 82.93 6.18 7.0% 2.60 3.0% 79% True False 6,388
10 91.11 82.93 8.18 9.3% 2.51 2.9% 59% False False 5,931
20 100.27 79.91 20.36 23.2% 2.97 3.4% 39% False False 5,190
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 103.14
2.618 97.75
1.618 94.45
1.000 92.41
0.618 91.15
HIGH 89.11
0.618 87.85
0.500 87.46
0.382 87.07
LOW 85.81
0.618 83.77
1.000 82.51
1.618 80.47
2.618 77.17
4.250 71.79
Fisher Pivots for day following 25-Aug-2011
Pivot 1 day 3 day
R1 87.68 87.68
PP 87.57 87.57
S1 87.46 87.46

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

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