NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 87.10 87.41 0.31 0.4% 85.71
High 89.00 87.53 -1.47 -1.7% 87.37
Low 86.65 81.15 -5.50 -6.3% 75.71
Close 87.58 82.38 -5.20 -5.9% 85.38
Range 2.35 6.38 4.03 171.5% 11.66
ATR 3.58 3.79 0.20 5.7% 0.00
Volume 313,001 317,061 4,060 1.3% 2,290,331
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 102.83 98.98 85.89
R3 96.45 92.60 84.13
R2 90.07 90.07 83.55
R1 86.22 86.22 82.96 84.96
PP 83.69 83.69 83.69 83.05
S1 79.84 79.84 81.80 78.58
S2 77.31 77.31 81.21
S3 70.93 73.46 80.63
S4 64.55 67.08 78.87
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 81.15 7.85 9.5% 3.61 4.4% 16% False True 311,296
10 89.00 75.71 13.29 16.1% 4.49 5.5% 50% False False 392,041
20 100.62 75.71 24.91 30.2% 3.70 4.5% 27% False False 347,388
40 100.62 75.71 24.91 30.2% 3.25 3.9% 27% False False 239,813
60 104.31 75.71 28.60 34.7% 3.09 3.7% 23% False False 179,775
80 115.63 75.71 39.92 48.5% 3.33 4.0% 17% False False 143,116
100 115.63 75.71 39.92 48.5% 3.09 3.8% 17% False False 118,288
120 115.63 75.71 39.92 48.5% 2.98 3.6% 17% False False 101,414
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 0.95
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 114.65
2.618 104.23
1.618 97.85
1.000 93.91
0.618 91.47
HIGH 87.53
0.618 85.09
0.500 84.34
0.382 83.59
LOW 81.15
0.618 77.21
1.000 74.77
1.618 70.83
2.618 64.45
4.250 54.04
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 84.34 85.08
PP 83.69 84.18
S1 83.03 83.28

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

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