NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 87.47 87.55 0.08 0.1% 86.00
High 89.19 87.71 -1.48 -1.7% 87.71
Low 86.85 81.27 -5.58 -6.4% 76.15
Close 87.73 82.51 -5.22 -6.0% 85.69
Range 2.34 6.44 4.10 175.2% 11.56
ATR 3.54 3.75 0.21 5.9% 0.00
Volume 152,593 153,155 562 0.4% 782,483
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 103.15 99.27 86.05
R3 96.71 92.83 84.28
R2 90.27 90.27 83.69
R1 86.39 86.39 83.10 85.11
PP 83.83 83.83 83.83 83.19
S1 79.95 79.95 81.92 78.67
S2 77.39 77.39 81.33
S3 70.95 73.51 80.74
S4 64.51 67.07 78.97
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 81.27 7.92 9.6% 3.60 4.4% 16% False True 135,078
10 89.19 76.15 13.04 15.8% 4.45 5.4% 49% False False 141,646
20 101.00 76.15 24.85 30.1% 3.66 4.4% 26% False False 104,928
40 101.00 76.15 24.85 30.1% 3.20 3.9% 26% False False 74,646
60 104.65 76.15 28.50 34.5% 3.02 3.7% 22% False False 58,098
80 115.58 76.15 39.43 47.8% 3.22 3.9% 16% False False 46,835
100 115.58 76.15 39.43 47.8% 2.97 3.6% 16% False False 39,317
120 115.58 76.15 39.43 47.8% 2.84 3.4% 16% False False 34,145
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.00
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 115.08
2.618 104.57
1.618 98.13
1.000 94.15
0.618 91.69
HIGH 87.71
0.618 85.25
0.500 84.49
0.382 83.73
LOW 81.27
0.618 77.29
1.000 74.83
1.618 70.85
2.618 64.41
4.250 53.90
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 84.49 85.23
PP 83.83 84.32
S1 83.17 83.42

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

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