NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 26-Aug-2011
Day Change Summary
Previous Current
25-Aug-2011 26-Aug-2011 Change Change % Previous Week
Open 87.94 87.31 -0.63 -0.7% 84.15
High 89.11 87.90 -1.21 -1.4% 89.11
Low 85.81 85.89 0.08 0.1% 84.15
Close 87.79 87.71 -0.08 -0.1% 87.71
Range 3.30 2.01 -1.29 -39.1% 4.96
ATR 2.86 2.80 -0.06 -2.1% 0.00
Volume 4,224 5,942 1,718 40.7% 25,883
Daily Pivots for day following 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 93.20 92.46 88.82
R3 91.19 90.45 88.26
R2 89.18 89.18 88.08
R1 88.44 88.44 87.89 88.81
PP 87.17 87.17 87.17 87.35
S1 86.43 86.43 87.53 86.80
S2 85.16 85.16 87.34
S3 83.15 84.42 87.16
S4 81.14 82.41 86.60
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 101.87 99.75 90.44
R3 96.91 94.79 89.07
R2 91.95 91.95 88.62
R1 89.83 89.83 88.16 90.89
PP 86.99 86.99 86.99 87.52
S1 84.87 84.87 87.26 85.93
S2 82.03 82.03 86.80
S3 77.07 79.91 86.35
S4 72.11 74.95 84.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.11 84.15 4.96 5.7% 2.41 2.7% 72% False False 5,176
10 91.11 82.93 8.18 9.3% 2.55 2.9% 58% False False 5,534
20 100.27 79.91 20.36 23.2% 3.02 3.4% 38% False False 5,324
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.44
2.618 93.16
1.618 91.15
1.000 89.91
0.618 89.14
HIGH 87.90
0.618 87.13
0.500 86.90
0.382 86.66
LOW 85.89
0.618 84.65
1.000 83.88
1.618 82.64
2.618 80.63
4.250 77.35
Fisher Pivots for day following 26-Aug-2011
Pivot 1 day 3 day
R1 87.44 87.63
PP 87.17 87.54
S1 86.90 87.46

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

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