NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 11-Aug-2011
Day Change Summary
Previous Current
10-Aug-2011 11-Aug-2011 Change Change % Previous Week
Open 81.90 81.95 0.05 0.1% 96.20
High 83.14 85.97 2.83 3.4% 98.60
Low 79.53 81.03 1.50 1.9% 82.87
Close 82.89 85.72 2.83 3.4% 86.88
Range 3.61 4.94 1.33 36.8% 15.73
ATR 3.74 3.83 0.09 2.3% 0.00
Volume 479,299 449,291 -30,008 -6.3% 1,932,583
Daily Pivots for day following 11-Aug-2011
Classic Woodie Camarilla DeMark
R4 99.06 97.33 88.44
R3 94.12 92.39 87.08
R2 89.18 89.18 86.63
R1 87.45 87.45 86.17 88.32
PP 84.24 84.24 84.24 84.67
S1 82.51 82.51 85.27 83.38
S2 79.30 79.30 84.81
S3 74.36 77.57 84.36
S4 69.42 72.63 83.00
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 88.32 75.71 12.61 14.7% 5.38 6.3% 79% False False 472,786
10 98.60 75.71 22.89 26.7% 4.62 5.4% 44% False False 416,157
20 100.62 75.71 24.91 29.1% 3.48 4.1% 40% False False 328,965
40 100.62 75.71 24.91 29.1% 3.10 3.6% 40% False False 207,969
60 104.31 75.71 28.60 33.4% 3.06 3.6% 35% False False 156,788
80 115.63 75.71 39.92 46.6% 3.25 3.8% 25% False False 124,948
100 115.63 75.71 39.92 46.6% 3.00 3.5% 25% False False 103,439
120 115.63 75.71 39.92 46.6% 3.00 3.5% 25% False False 89,517
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.97
2.618 98.90
1.618 93.96
1.000 90.91
0.618 89.02
HIGH 85.97
0.618 84.08
0.500 83.50
0.382 82.92
LOW 81.03
0.618 77.98
1.000 76.09
1.618 73.04
2.618 68.10
4.250 60.04
Fisher Pivots for day following 11-Aug-2011
Pivot 1 day 3 day
R1 84.98 84.09
PP 84.24 82.47
S1 83.50 80.84

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

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