NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 01-Aug-2011
Day Change Summary
Previous Current
29-Jul-2011 01-Aug-2011 Change Change % Previous Week
Open 97.16 96.20 -0.96 -1.0% 99.76
High 97.39 98.60 1.21 1.2% 100.62
Low 94.95 93.42 -1.53 -1.6% 94.95
Close 95.70 94.89 -0.81 -0.8% 95.70
Range 2.44 5.18 2.74 112.3% 5.67
ATR 2.61 2.79 0.18 7.1% 0.00
Volume 260,198 381,463 121,265 46.6% 1,282,140
Daily Pivots for day following 01-Aug-2011
Classic Woodie Camarilla DeMark
R4 111.18 108.21 97.74
R3 106.00 103.03 96.31
R2 100.82 100.82 95.84
R1 97.85 97.85 95.36 96.75
PP 95.64 95.64 95.64 95.08
S1 92.67 92.67 94.42 91.57
S2 90.46 90.46 93.94
S3 85.28 87.49 93.47
S4 80.10 82.31 92.04
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 114.10 110.57 98.82
R3 108.43 104.90 97.26
R2 102.76 102.76 96.74
R1 99.23 99.23 96.22 98.16
PP 97.09 97.09 97.09 96.56
S1 93.56 93.56 95.18 92.49
S2 91.42 91.42 94.66
S3 85.75 87.89 94.14
S4 80.08 82.22 92.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.62 93.42 7.20 7.6% 2.87 3.0% 20% False True 294,113
10 100.62 93.42 7.20 7.6% 2.56 2.7% 20% False True 270,562
20 100.62 93.42 7.20 7.6% 2.76 2.9% 20% False True 195,220
40 103.35 90.17 13.18 13.9% 2.75 2.9% 36% False False 133,757
60 105.73 90.17 15.56 16.4% 3.05 3.2% 30% False False 103,150
80 115.63 90.17 25.46 26.8% 3.04 3.2% 19% False False 83,172
100 115.63 90.17 25.46 26.8% 2.86 3.0% 19% False False 69,401
120 115.63 90.17 25.46 26.8% 2.77 2.9% 19% False False 61,148
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.82
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 120.62
2.618 112.16
1.618 106.98
1.000 103.78
0.618 101.80
HIGH 98.60
0.618 96.62
0.500 96.01
0.382 95.40
LOW 93.42
0.618 90.22
1.000 88.24
1.618 85.04
2.618 79.86
4.250 71.41
Fisher Pivots for day following 01-Aug-2011
Pivot 1 day 3 day
R1 96.01 96.01
PP 95.64 95.64
S1 95.26 95.26

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

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