NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 19-Aug-2011
Day Change Summary
Previous Current
18-Aug-2011 19-Aug-2011 Change Change % Previous Week
Open 87.55 81.45 -6.10 -7.0% 85.90
High 87.71 83.78 -3.93 -4.5% 89.19
Low 81.27 79.38 -1.89 -2.3% 79.38
Close 82.51 82.41 -0.10 -0.1% 82.41
Range 6.44 4.40 -2.04 -31.7% 9.81
ATR 3.75 3.80 0.05 1.2% 0.00
Volume 153,155 377,274 224,119 146.3% 878,749
Daily Pivots for day following 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 95.06 93.13 84.83
R3 90.66 88.73 83.62
R2 86.26 86.26 83.22
R1 84.33 84.33 82.81 85.30
PP 81.86 81.86 81.86 82.34
S1 79.93 79.93 82.01 80.90
S2 77.46 77.46 81.60
S3 73.06 75.53 81.20
S4 68.66 71.13 79.99
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 113.09 107.56 87.81
R3 103.28 97.75 85.11
R2 93.47 93.47 84.21
R1 87.94 87.94 83.31 85.80
PP 83.66 83.66 83.66 82.59
S1 78.13 78.13 81.51 75.99
S2 73.85 73.85 80.61
S3 64.04 68.32 79.71
S4 54.23 58.51 77.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.19 79.38 9.81 11.9% 3.81 4.6% 31% False True 175,749
10 89.19 76.15 13.04 15.8% 4.35 5.3% 48% False False 166,123
20 101.00 76.15 24.85 30.2% 3.80 4.6% 25% False False 120,063
40 101.00 76.15 24.85 30.2% 3.19 3.9% 25% False False 83,249
60 104.65 76.15 28.50 34.6% 3.04 3.7% 22% False False 64,161
80 115.58 76.15 39.43 47.8% 3.25 3.9% 16% False False 51,418
100 115.58 76.15 39.43 47.8% 3.00 3.6% 16% False False 43,019
120 115.58 76.15 39.43 47.8% 2.86 3.5% 16% False False 37,214
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 1.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.48
2.618 95.30
1.618 90.90
1.000 88.18
0.618 86.50
HIGH 83.78
0.618 82.10
0.500 81.58
0.382 81.06
LOW 79.38
0.618 76.66
1.000 74.98
1.618 72.26
2.618 67.86
4.250 60.68
Fisher Pivots for day following 19-Aug-2011
Pivot 1 day 3 day
R1 82.13 84.29
PP 81.86 83.66
S1 81.58 83.04

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

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