NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 17-Aug-2011
Day Change Summary
Previous Current
16-Aug-2011 17-Aug-2011 Change Change % Previous Week
Open 87.68 87.10 -0.58 -0.7% 85.71
High 87.93 89.00 1.07 1.2% 87.37
Low 85.62 86.65 1.03 1.2% 75.71
Close 86.65 87.58 0.93 1.1% 85.38
Range 2.31 2.35 0.04 1.7% 11.66
ATR 3.68 3.58 -0.09 -2.6% 0.00
Volume 344,609 313,001 -31,608 -9.2% 2,290,331
Daily Pivots for day following 17-Aug-2011
Classic Woodie Camarilla DeMark
R4 94.79 93.54 88.87
R3 92.44 91.19 88.23
R2 90.09 90.09 88.01
R1 88.84 88.84 87.80 89.47
PP 87.74 87.74 87.74 88.06
S1 86.49 86.49 87.36 87.12
S2 85.39 85.39 87.15
S3 83.04 84.14 86.93
S4 80.69 81.79 86.29
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 89.00 81.03 7.97 9.1% 3.32 3.8% 82% True False 337,742
10 92.59 75.71 16.88 19.3% 4.51 5.2% 70% False False 411,346
20 100.62 75.71 24.91 28.4% 3.53 4.0% 48% False False 345,658
40 100.62 75.71 24.91 28.4% 3.16 3.6% 48% False False 233,206
60 104.31 75.71 28.60 32.7% 3.04 3.5% 42% False False 175,092
80 115.63 75.71 39.92 45.6% 3.27 3.7% 30% False False 139,367
100 115.63 75.71 39.92 45.6% 3.05 3.5% 30% False False 115,228
120 115.63 75.71 39.92 45.6% 2.95 3.4% 30% False False 98,872
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 1.00
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.99
2.618 95.15
1.618 92.80
1.000 91.35
0.618 90.45
HIGH 89.00
0.618 88.10
0.500 87.83
0.382 87.55
LOW 86.65
0.618 85.20
1.000 84.30
1.618 82.85
2.618 80.50
4.250 76.66
Fisher Pivots for day following 17-Aug-2011
Pivot 1 day 3 day
R1 87.83 87.29
PP 87.74 86.99
S1 87.66 86.70

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

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