NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 05-Aug-2011
Day Change Summary
Previous Current
04-Aug-2011 05-Aug-2011 Change Change % Previous Week
Open 92.52 86.60 -5.92 -6.4% 96.65
High 92.95 88.71 -4.24 -4.6% 98.95
Low 86.47 83.35 -3.12 -3.6% 83.35
Close 87.04 87.30 0.26 0.3% 87.30
Range 6.48 5.36 -1.12 -17.3% 15.60
ATR 2.98 3.15 0.17 5.7% 0.00
Volume 79,629 132,502 52,873 66.4% 433,431
Daily Pivots for day following 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 102.53 100.28 90.25
R3 97.17 94.92 88.77
R2 91.81 91.81 88.28
R1 89.56 89.56 87.79 90.69
PP 86.45 86.45 86.45 87.02
S1 84.20 84.20 86.81 85.33
S2 81.09 81.09 86.32
S3 75.73 78.84 85.83
S4 70.37 73.48 84.35
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 136.67 127.58 95.88
R3 121.07 111.98 91.59
R2 105.47 105.47 90.16
R1 96.38 96.38 88.73 93.13
PP 89.87 89.87 89.87 88.24
S1 80.78 80.78 85.87 77.53
S2 74.27 74.27 84.44
S3 58.67 65.18 83.01
S4 43.07 49.58 78.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.95 83.35 15.60 17.9% 4.40 5.0% 25% False True 86,686
10 101.00 83.35 17.65 20.2% 3.24 3.7% 22% False True 74,004
20 101.00 83.35 17.65 20.2% 3.02 3.5% 22% False True 61,803
40 103.41 83.35 20.06 23.0% 2.88 3.3% 20% False True 48,910
60 104.65 83.35 21.30 24.4% 2.85 3.3% 19% False True 38,691
80 115.58 83.35 32.23 36.9% 2.97 3.4% 12% False True 31,870
100 115.58 83.35 32.23 36.9% 2.76 3.2% 12% False True 27,160
120 115.58 83.35 32.23 36.9% 2.71 3.1% 12% False True 24,271
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 0.84
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.49
2.618 102.74
1.618 97.38
1.000 94.07
0.618 92.02
HIGH 88.71
0.618 86.66
0.500 86.03
0.382 85.40
LOW 83.35
0.618 80.04
1.000 77.99
1.618 74.68
2.618 69.32
4.250 60.57
Fisher Pivots for day following 05-Aug-2011
Pivot 1 day 3 day
R1 86.88 88.74
PP 86.45 88.26
S1 86.03 87.78

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

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