NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 04-Aug-2011
Day Change Summary
Previous Current
03-Aug-2011 04-Aug-2011 Change Change % Previous Week
Open 93.15 91.94 -1.21 -1.3% 99.76
High 93.75 92.59 -1.16 -1.2% 100.62
Low 91.22 86.04 -5.18 -5.7% 94.95
Close 91.93 86.63 -5.30 -5.8% 95.70
Range 2.53 6.55 4.02 158.9% 5.67
ATR 2.76 3.03 0.27 9.8% 0.00
Volume 332,726 510,112 177,386 53.3% 1,282,140
Daily Pivots for day following 04-Aug-2011
Classic Woodie Camarilla DeMark
R4 108.07 103.90 90.23
R3 101.52 97.35 88.43
R2 94.97 94.97 87.83
R1 90.80 90.80 87.23 89.61
PP 88.42 88.42 88.42 87.83
S1 84.25 84.25 86.03 83.06
S2 81.87 81.87 85.43
S3 75.32 77.70 84.83
S4 68.77 71.15 83.03
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 86.04 12.56 14.5% 3.86 4.5% 5% False True 359,528
10 100.62 86.04 14.58 16.8% 2.91 3.4% 4% False True 302,736
20 100.62 86.04 14.58 16.8% 2.97 3.4% 4% False True 242,447
40 103.35 86.04 17.31 20.0% 2.85 3.3% 3% False True 158,368
60 105.73 86.04 19.69 22.7% 2.97 3.4% 3% False True 120,166
80 115.63 86.04 29.59 34.2% 3.09 3.6% 2% False True 96,912
100 115.63 86.04 29.59 34.2% 2.89 3.3% 2% False True 80,445
120 115.63 86.04 29.59 34.2% 2.84 3.3% 2% False True 70,401
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.79
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 120.43
2.618 109.74
1.618 103.19
1.000 99.14
0.618 96.64
HIGH 92.59
0.618 90.09
0.500 89.32
0.382 88.54
LOW 86.04
0.618 81.99
1.000 79.49
1.618 75.44
2.618 68.89
4.250 58.20
Fisher Pivots for day following 04-Aug-2011
Pivot 1 day 3 day
R1 89.32 90.86
PP 88.42 89.45
S1 87.53 88.04

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

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