NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 29-Aug-2011
Day Change Summary
Previous Current
26-Aug-2011 29-Aug-2011 Change Change % Previous Week
Open 87.31 87.80 0.49 0.6% 84.15
High 87.90 89.51 1.61 1.8% 89.11
Low 85.89 87.80 1.91 2.2% 84.15
Close 87.71 89.32 1.61 1.8% 87.71
Range 2.01 1.71 -0.30 -14.9% 4.96
ATR 2.80 2.73 -0.07 -2.5% 0.00
Volume 5,942 3,303 -2,639 -44.4% 25,883
Daily Pivots for day following 29-Aug-2011
Classic Woodie Camarilla DeMark
R4 94.01 93.37 90.26
R3 92.30 91.66 89.79
R2 90.59 90.59 89.63
R1 89.95 89.95 89.48 90.27
PP 88.88 88.88 88.88 89.04
S1 88.24 88.24 89.16 88.56
S2 87.17 87.17 89.01
S3 85.46 86.53 88.85
S4 83.75 84.82 88.38
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 89.51 85.81 3.70 4.1% 2.18 2.4% 95% True False 4,765
10 91.11 82.93 8.18 9.2% 2.62 2.9% 78% False False 5,325
20 98.46 79.91 18.55 20.8% 2.93 3.3% 51% False False 5,402
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 False
Bull Hook False
Stretch 0.39
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 96.78
2.618 93.99
1.618 92.28
1.000 91.22
0.618 90.57
HIGH 89.51
0.618 88.86
0.500 88.66
0.382 88.45
LOW 87.80
0.618 86.74
1.000 86.09
1.618 85.03
2.618 83.32
4.250 80.53
Fisher Pivots for day following 29-Aug-2011
Pivot 1 day 3 day
R1 89.10 88.77
PP 88.88 88.21
S1 88.66 87.66

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

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