NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 90.37 90.14 -0.23 -0.3% 87.80
High 91.44 90.16 -1.28 -1.4% 91.44
Low 90.11 87.39 -2.72 -3.0% 87.39
Close 90.71 88.28 -2.43 -2.7% 88.28
Range 1.33 2.77 1.44 108.3% 4.05
ATR 2.53 2.58 0.06 2.2% 0.00
Volume 18,505 5,242 -13,263 -71.7% 37,596
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 96.92 95.37 89.80
R3 94.15 92.60 89.04
R2 91.38 91.38 88.79
R1 89.83 89.83 88.53 89.22
PP 88.61 88.61 88.61 88.31
S1 87.06 87.06 88.03 86.45
S2 85.84 85.84 87.77
S3 83.07 84.29 87.52
S4 80.30 81.52 86.76
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 101.19 98.78 90.51
R3 97.14 94.73 89.39
R2 93.09 93.09 89.02
R1 90.68 90.68 88.65 91.89
PP 89.04 89.04 89.04 89.64
S1 86.63 86.63 87.91 87.84
S2 84.99 84.99 87.54
S3 80.94 82.58 87.17
S4 76.89 78.53 86.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.44 87.39 4.05 4.6% 1.95 2.2% 22% False True 7,519
10 91.44 84.15 7.29 8.3% 2.18 2.5% 57% False False 6,347
20 91.44 79.91 11.53 13.1% 2.66 3.0% 73% False False 6,242
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 101.93
2.618 97.41
1.618 94.64
1.000 92.93
0.618 91.87
HIGH 90.16
0.618 89.10
0.500 88.78
0.382 88.45
LOW 87.39
0.618 85.68
1.000 84.62
1.618 82.91
2.618 80.14
4.250 75.62
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 88.78 89.42
PP 88.61 89.04
S1 88.45 88.66

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

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