NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 19-Aug-2011
Day Change Summary
Previous Current
18-Aug-2011 19-Aug-2011 Change Change % Previous Week
Open 87.41 81.30 -6.11 -7.0% 85.59
High 87.53 83.55 -3.98 -4.5% 89.00
Low 81.15 79.17 -1.98 -2.4% 79.17
Close 82.38 82.26 -0.12 -0.1% 82.26
Range 6.38 4.38 -2.00 -31.3% 9.83
ATR 3.79 3.83 0.04 1.1% 0.00
Volume 317,061 120,826 -196,235 -61.9% 1,355,769
Daily Pivots for day following 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 94.80 92.91 84.67
R3 90.42 88.53 83.46
R2 86.04 86.04 83.06
R1 84.15 84.15 82.66 85.10
PP 81.66 81.66 81.66 82.13
S1 79.77 79.77 81.86 80.72
S2 77.28 77.28 81.46
S3 72.90 75.39 81.06
S4 68.52 71.01 79.85
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 112.97 107.44 87.67
R3 103.14 97.61 84.96
R2 93.31 93.31 84.06
R1 87.78 87.78 83.16 85.63
PP 83.48 83.48 83.48 82.40
S1 77.95 77.95 81.36 75.80
S2 73.65 73.65 80.46
S3 63.82 68.12 79.56
S4 53.99 58.29 76.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.00 79.17 9.83 11.9% 3.81 4.6% 31% False True 271,153
10 89.00 75.71 13.29 16.2% 4.39 5.3% 49% False False 364,610
20 100.62 75.71 24.91 30.3% 3.83 4.7% 26% False False 343,041
40 100.62 75.71 24.91 30.3% 3.24 3.9% 26% False False 240,756
60 104.31 75.71 28.60 34.8% 3.10 3.8% 23% False False 181,102
80 115.63 75.71 39.92 48.5% 3.36 4.1% 16% False False 144,271
100 115.63 75.71 39.92 48.5% 3.12 3.8% 16% False False 119,409
120 115.63 75.71 39.92 48.5% 2.99 3.6% 16% False False 102,304
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.98
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.17
2.618 95.02
1.618 90.64
1.000 87.93
0.618 86.26
HIGH 83.55
0.618 81.88
0.500 81.36
0.382 80.84
LOW 79.17
0.618 76.46
1.000 74.79
1.618 72.08
2.618 67.70
4.250 60.56
Fisher Pivots for day following 19-Aug-2011
Pivot 1 day 3 day
R1 81.96 84.09
PP 81.66 83.48
S1 81.36 82.87

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

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