NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 12-Aug-2011
Day Change Summary
Previous Current
11-Aug-2011 12-Aug-2011 Change Change % Previous Week
Open 81.95 85.55 3.60 4.4% 85.71
High 85.97 87.37 1.40 1.6% 87.37
Low 81.03 84.02 2.99 3.7% 75.71
Close 85.72 85.38 -0.34 -0.4% 85.38
Range 4.94 3.35 -1.59 -32.2% 11.66
ATR 3.83 3.79 -0.03 -0.9% 0.00
Volume 449,291 321,538 -127,753 -28.4% 2,290,331
Daily Pivots for day following 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 95.64 93.86 87.22
R3 92.29 90.51 86.30
R2 88.94 88.94 85.99
R1 87.16 87.16 85.69 86.38
PP 85.59 85.59 85.59 85.20
S1 83.81 83.81 85.07 83.03
S2 82.24 82.24 84.77
S3 78.89 80.46 84.46
S4 75.54 77.11 83.54
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 117.80 113.25 91.79
R3 106.14 101.59 88.59
R2 94.48 94.48 87.52
R1 89.93 89.93 86.45 86.38
PP 82.82 82.82 82.82 81.04
S1 78.27 78.27 84.31 74.72
S2 71.16 71.16 83.24
S3 59.50 66.61 82.17
S4 47.84 54.95 78.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.37 75.71 11.66 13.7% 4.96 5.8% 83% True False 458,066
10 98.60 75.71 22.89 26.8% 4.71 5.5% 42% False False 422,291
20 100.62 75.71 24.91 29.2% 3.53 4.1% 39% False False 335,796
40 100.62 75.71 24.91 29.2% 3.15 3.7% 39% False False 213,903
60 104.31 75.71 28.60 33.5% 3.07 3.6% 34% False False 161,567
80 115.63 75.71 39.92 46.8% 3.26 3.8% 24% False False 128,732
100 115.63 75.71 39.92 46.8% 3.01 3.5% 24% False False 106,566
120 115.63 75.71 39.92 46.8% 2.98 3.5% 24% False False 92,087
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.18
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 101.61
2.618 96.14
1.618 92.79
1.000 90.72
0.618 89.44
HIGH 87.37
0.618 86.09
0.500 85.70
0.382 85.30
LOW 84.02
0.618 81.95
1.000 80.67
1.618 78.60
2.618 75.25
4.250 69.78
Fisher Pivots for day following 12-Aug-2011
Pivot 1 day 3 day
R1 85.70 84.74
PP 85.59 84.09
S1 85.49 83.45

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

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