NYMEX Light Sweet Crude Oil Future May 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 88.26 88.52 0.26 0.3% 87.68
High 89.12 89.47 0.35 0.4% 91.24
Low 88.14 86.64 -1.50 -1.7% 82.84
Close 88.18 88.25 0.07 0.1% 85.39
Range 0.98 2.83 1.85 188.8% 8.40
ATR
Volume 3,920 3,559 -361 -9.2% 35,016
Daily Pivots for day following 25-Aug-2011
Classic Woodie Camarilla DeMark
R4 96.61 95.26 89.81
R3 93.78 92.43 89.03
R2 90.95 90.95 88.77
R1 89.60 89.60 88.51 88.86
PP 88.12 88.12 88.12 87.75
S1 86.77 86.77 87.99 86.03
S2 85.29 85.29 87.73
S3 82.46 83.94 87.47
S4 79.63 81.11 86.69
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 111.69 106.94 90.01
R3 103.29 98.54 87.70
R2 94.89 94.89 86.93
R1 90.14 90.14 86.16 88.32
PP 86.49 86.49 86.49 85.58
S1 81.74 81.74 84.62 79.92
S2 78.09 78.09 83.85
S3 69.69 73.34 83.08
S4 61.29 64.94 80.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.47 82.84 6.63 7.5% 2.38 2.7% 82% True False 6,035
10 91.24 82.84 8.40 9.5% 2.26 2.6% 64% False False 6,134
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 101.50
2.618 96.88
1.618 94.05
1.000 92.30
0.618 91.22
HIGH 89.47
0.618 88.39
0.500 88.06
0.382 87.72
LOW 86.64
0.618 84.89
1.000 83.81
1.618 82.06
2.618 79.23
4.250 74.61
Fisher Pivots for day following 25-Aug-2011
Pivot 1 day 3 day
R1 88.19 88.19
PP 88.12 88.12
S1 88.06 88.06

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

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