NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 17-Aug-2011
Day Change Summary
Previous Current
16-Aug-2011 17-Aug-2011 Change Change % Previous Week
Open 87.94 87.47 -0.47 -0.5% 86.00
High 88.12 89.19 1.07 1.2% 87.71
Low 85.86 86.85 0.99 1.2% 76.15
Close 86.85 87.73 0.88 1.0% 85.69
Range 2.26 2.34 0.08 3.5% 11.56
ATR 3.63 3.54 -0.09 -2.5% 0.00
Volume 105,366 152,593 47,227 44.8% 782,483
Daily Pivots for day following 17-Aug-2011
Classic Woodie Camarilla DeMark
R4 94.94 93.68 89.02
R3 92.60 91.34 88.37
R2 90.26 90.26 88.16
R1 89.00 89.00 87.94 89.63
PP 87.92 87.92 87.92 88.24
S1 86.66 86.66 87.52 87.29
S2 85.58 85.58 87.30
S3 83.24 84.32 87.09
S4 80.90 81.98 86.44
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 89.19 81.40 7.79 8.9% 3.29 3.8% 81% True False 134,760
10 92.95 76.15 16.80 19.1% 4.45 5.1% 69% False False 134,293
20 101.00 76.15 24.85 28.3% 3.49 4.0% 47% False False 99,801
40 101.00 76.15 24.85 28.3% 3.10 3.5% 47% False False 71,348
60 104.65 76.15 28.50 32.5% 2.97 3.4% 41% False False 55,762
80 115.58 76.15 39.43 44.9% 3.16 3.6% 29% False False 45,017
100 115.58 76.15 39.43 44.9% 2.92 3.3% 29% False False 37,857
120 115.58 76.15 39.43 44.9% 2.81 3.2% 29% False False 32,930
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 1.03
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.14
2.618 95.32
1.618 92.98
1.000 91.53
0.618 90.64
HIGH 89.19
0.618 88.30
0.500 88.02
0.382 87.74
LOW 86.85
0.618 85.40
1.000 84.51
1.618 83.06
2.618 80.72
4.250 76.91
Fisher Pivots for day following 17-Aug-2011
Pivot 1 day 3 day
R1 88.02 87.47
PP 87.92 87.21
S1 87.83 86.95

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

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