NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 11-Aug-2011
Day Change Summary
Previous Current
10-Aug-2011 11-Aug-2011 Change Change % Previous Week
Open 82.05 82.28 0.23 0.3% 96.65
High 83.46 86.29 2.83 3.4% 98.95
Low 79.90 81.40 1.50 1.9% 83.35
Close 83.25 86.04 2.79 3.4% 87.30
Range 3.56 4.89 1.33 37.4% 15.60
ATR 3.69 3.78 0.09 2.3% 0.00
Volume 170,754 151,567 -19,187 -11.2% 433,431
Daily Pivots for day following 11-Aug-2011
Classic Woodie Camarilla DeMark
R4 99.25 97.53 88.73
R3 94.36 92.64 87.38
R2 89.47 89.47 86.94
R1 87.75 87.75 86.49 88.61
PP 84.58 84.58 84.58 85.01
S1 82.86 82.86 85.59 83.72
S2 79.69 79.69 85.14
S3 74.80 77.97 84.70
S4 69.91 73.08 83.35
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 88.71 76.15 12.56 14.6% 5.30 6.2% 79% False False 148,214
10 98.95 76.15 22.80 26.5% 4.56 5.3% 43% False False 109,099
20 101.00 76.15 24.85 28.9% 3.44 4.0% 40% False False 83,102
40 101.00 76.15 24.85 28.9% 3.04 3.5% 40% False False 60,914
60 104.65 76.15 28.50 33.1% 2.98 3.5% 35% False False 47,929
80 115.58 76.15 39.43 45.8% 3.12 3.6% 25% False False 38,926
100 115.58 76.15 39.43 45.8% 2.86 3.3% 25% False False 32,950
120 115.58 76.15 39.43 45.8% 2.84 3.3% 25% False False 29,074
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 1.02
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.07
2.618 99.09
1.618 94.20
1.000 91.18
0.618 89.31
HIGH 86.29
0.618 84.42
0.500 83.85
0.382 83.27
LOW 81.40
0.618 78.38
1.000 76.51
1.618 73.49
2.618 68.60
4.250 60.62
Fisher Pivots for day following 11-Aug-2011
Pivot 1 day 3 day
R1 85.31 84.43
PP 84.58 82.83
S1 83.85 81.22

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

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