NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 03-Aug-2011
Day Change Summary
Previous Current
02-Aug-2011 03-Aug-2011 Change Change % Previous Week
Open 95.02 93.15 -1.87 -2.0% 99.76
High 95.68 93.75 -1.93 -2.0% 100.62
Low 93.08 91.22 -1.86 -2.0% 94.95
Close 93.79 91.93 -1.86 -2.0% 95.70
Range 2.60 2.53 -0.07 -2.7% 5.67
ATR 2.78 2.76 -0.01 -0.5% 0.00
Volume 313,141 332,726 19,585 6.3% 1,282,140
Daily Pivots for day following 03-Aug-2011
Classic Woodie Camarilla DeMark
R4 99.89 98.44 93.32
R3 97.36 95.91 92.63
R2 94.83 94.83 92.39
R1 93.38 93.38 92.16 92.84
PP 92.30 92.30 92.30 92.03
S1 90.85 90.85 91.70 90.31
S2 89.77 89.77 91.47
S3 87.24 88.32 91.23
S4 84.71 85.79 90.54
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 98.60 91.22 7.38 8.0% 2.85 3.1% 10% False True 301,537
10 100.62 91.22 9.40 10.2% 2.55 2.8% 8% False True 279,969
20 100.62 91.22 9.40 10.2% 2.77 3.0% 8% False True 220,872
40 103.35 90.17 13.18 14.3% 2.78 3.0% 13% False False 147,428
60 105.73 90.17 15.56 16.9% 2.92 3.2% 11% False False 112,377
80 115.63 90.17 25.46 27.7% 3.05 3.3% 7% False False 90,829
100 115.63 90.17 25.46 27.7% 2.85 3.1% 7% False False 75,504
120 115.63 90.17 25.46 27.7% 2.80 3.0% 7% False False 66,309
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 0.84
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.50
2.618 100.37
1.618 97.84
1.000 96.28
0.618 95.31
HIGH 93.75
0.618 92.78
0.500 92.49
0.382 92.19
LOW 91.22
0.618 89.66
1.000 88.69
1.618 87.13
2.618 84.60
4.250 80.47
Fisher Pivots for day following 03-Aug-2011
Pivot 1 day 3 day
R1 92.49 94.91
PP 92.30 93.92
S1 92.12 92.92

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

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