NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 08-Aug-2011
Day Change Summary
Previous Current
05-Aug-2011 08-Aug-2011 Change Change % Previous Week
Open 86.60 86.00 -0.60 -0.7% 96.65
High 88.71 86.00 -2.71 -3.1% 98.95
Low 83.35 80.59 -2.76 -3.3% 83.35
Close 87.30 81.70 -5.60 -6.4% 87.30
Range 5.36 5.41 0.05 0.9% 15.60
ATR 3.15 3.41 0.25 8.1% 0.00
Volume 132,502 145,314 12,812 9.7% 433,431
Daily Pivots for day following 08-Aug-2011
Classic Woodie Camarilla DeMark
R4 98.99 95.76 84.68
R3 93.58 90.35 83.19
R2 88.17 88.17 82.69
R1 84.94 84.94 82.20 83.85
PP 82.76 82.76 82.76 82.22
S1 79.53 79.53 81.20 78.44
S2 77.35 77.35 80.71
S3 71.94 74.12 80.21
S4 66.53 68.71 78.72
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 96.07 80.59 15.48 18.9% 4.47 5.5% 7% False True 105,289
10 101.00 80.59 20.41 25.0% 3.64 4.5% 5% False True 83,096
20 101.00 80.59 20.41 25.0% 3.19 3.9% 5% False True 66,800
40 101.12 80.59 20.53 25.1% 2.94 3.6% 5% False True 51,527
60 104.65 80.59 24.06 29.4% 2.86 3.5% 5% False True 40,781
80 115.58 80.59 34.99 42.8% 3.02 3.7% 3% False True 33,545
100 115.58 80.59 34.99 42.8% 2.79 3.4% 3% False True 28,534
120 115.58 80.59 34.99 42.8% 2.74 3.4% 3% False True 25,416
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 0.84
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.99
2.618 100.16
1.618 94.75
1.000 91.41
0.618 89.34
HIGH 86.00
0.618 83.93
0.500 83.30
0.382 82.66
LOW 80.59
0.618 77.25
1.000 75.18
1.618 71.84
2.618 66.43
4.250 57.60
Fisher Pivots for day following 08-Aug-2011
Pivot 1 day 3 day
R1 83.30 86.77
PP 82.76 85.08
S1 82.23 83.39

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

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