NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 10-Aug-2011
Day Change Summary
Previous Current
09-Aug-2011 10-Aug-2011 Change Change % Previous Week
Open 81.10 81.90 0.80 1.0% 96.20
High 83.05 83.14 0.09 0.1% 98.60
Low 75.71 79.53 3.82 5.0% 82.87
Close 79.30 82.89 3.59 4.5% 86.88
Range 7.34 3.61 -3.73 -50.8% 15.73
ATR 3.73 3.74 0.01 0.2% 0.00
Volume 561,597 479,299 -82,298 -14.7% 1,932,583
Daily Pivots for day following 10-Aug-2011
Classic Woodie Camarilla DeMark
R4 92.68 91.40 84.88
R3 89.07 87.79 83.88
R2 85.46 85.46 83.55
R1 84.18 84.18 83.22 84.82
PP 81.85 81.85 81.85 82.18
S1 80.57 80.57 82.56 81.21
S2 78.24 78.24 82.23
S3 74.63 76.96 81.90
S4 71.02 73.35 80.90
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 136.64 127.49 95.53
R3 120.91 111.76 91.21
R2 105.18 105.18 89.76
R1 96.03 96.03 88.32 92.74
PP 89.45 89.45 89.45 87.81
S1 80.30 80.30 85.44 77.01
S2 73.72 73.72 84.00
S3 57.99 64.57 82.55
S4 42.26 48.84 78.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.59 75.71 16.88 20.4% 5.70 6.9% 43% False False 484,951
10 98.60 75.71 22.89 27.6% 4.28 5.2% 31% False False 393,244
20 100.62 75.71 24.91 30.1% 3.45 4.2% 29% False False 313,802
40 100.79 75.71 25.08 30.3% 3.13 3.8% 29% False False 198,094
60 104.31 75.71 28.60 34.5% 3.02 3.6% 25% False False 149,722
80 115.63 75.71 39.92 48.2% 3.22 3.9% 18% False False 119,545
100 115.63 75.71 39.92 48.2% 2.97 3.6% 18% False False 99,069
120 115.63 75.71 39.92 48.2% 2.97 3.6% 18% False False 85,932
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1.03
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 98.48
2.618 92.59
1.618 88.98
1.000 86.75
0.618 85.37
HIGH 83.14
0.618 81.76
0.500 81.34
0.382 80.91
LOW 79.53
0.618 77.30
1.000 75.92
1.618 73.69
2.618 70.08
4.250 64.19
Fisher Pivots for day following 10-Aug-2011
Pivot 1 day 3 day
R1 82.37 82.17
PP 81.85 81.44
S1 81.34 80.72

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

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