NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 16-Aug-2011
Day Change Summary
Previous Current
15-Aug-2011 16-Aug-2011 Change Change % Previous Week
Open 85.90 87.94 2.04 2.4% 86.00
High 88.31 88.12 -0.19 -0.2% 87.71
Low 84.70 85.86 1.16 1.4% 76.15
Close 88.14 86.85 -1.29 -1.5% 85.69
Range 3.61 2.26 -1.35 -37.4% 11.56
ATR 3.74 3.63 -0.10 -2.8% 0.00
Volume 90,361 105,366 15,005 16.6% 782,483
Daily Pivots for day following 16-Aug-2011
Classic Woodie Camarilla DeMark
R4 93.72 92.55 88.09
R3 91.46 90.29 87.47
R2 89.20 89.20 87.26
R1 88.03 88.03 87.06 87.49
PP 86.94 86.94 86.94 86.67
S1 85.77 85.77 86.64 85.23
S2 84.68 84.68 86.44
S3 82.42 83.51 86.23
S4 80.16 81.25 85.61
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 117.86 113.34 92.05
R3 106.30 101.78 88.87
R2 94.74 94.74 87.81
R1 90.22 90.22 86.75 86.70
PP 83.18 83.18 83.18 81.43
S1 78.66 78.66 84.63 75.14
S2 71.62 71.62 83.57
S3 60.06 67.10 82.51
S4 48.50 55.54 79.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.31 79.90 8.41 9.7% 3.54 4.1% 83% False False 138,392
10 94.13 76.15 17.98 20.7% 4.47 5.1% 60% False False 127,548
20 101.00 76.15 24.85 28.6% 3.49 4.0% 43% False False 94,278
40 101.00 76.15 24.85 28.6% 3.09 3.6% 43% False False 67,951
60 104.65 76.15 28.50 32.8% 2.98 3.4% 38% False False 53,466
80 115.58 76.15 39.43 45.4% 3.16 3.6% 27% False False 43,207
100 115.58 76.15 39.43 45.4% 2.91 3.3% 27% False False 36,453
120 115.58 76.15 39.43 45.4% 2.80 3.2% 27% False False 31,796
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.01
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 97.73
2.618 94.04
1.618 91.78
1.000 90.38
0.618 89.52
HIGH 88.12
0.618 87.26
0.500 86.99
0.382 86.72
LOW 85.86
0.618 84.46
1.000 83.60
1.618 82.20
2.618 79.94
4.250 76.26
Fisher Pivots for day following 16-Aug-2011
Pivot 1 day 3 day
R1 86.99 86.68
PP 86.94 86.50
S1 86.90 86.33

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

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